Quarterly Review

Publications by quarter

BIS Quarterly Review, March 2005

7 March 2005

Full text and statistical tables :

 
International banking and financial market developments 
1. Overview: low yields in robust economies Read (PDF, 14 pages, 117 kb)
2. The international banking market Read (PDF, 16 pages, 106 kb)
3. The international debt securities market Read (PDF, 10 pages, 68 kb)
4. Derivatives markets Read (PDF, 8 pages, 70 kb)
 
Special features 
Trading Asian currencies Abstract | Full Text (PDF, 10 pages, 65 kb)
Time-varying exposures and leverage in hedge funds Abstract | Full Text (PDF, 14 pages, 107 kb)
CDS index tranches and the pricing of credit risk correlations Abstract | Full Text (PDF, 16 pages, 115 kb)
Contractual terms and CDS pricing Abstract | Full Text (PDF, 12 pages, 86 kb)
Recent initiatives by Basel-based committees and the Financial Stability Forum Read (PDF, 5 pages, 65 kb)