BIS Quarterly Review, March 2007

14 March 2007

Full text and statistical tables:

 

Text by chapter:

International banking and financial market developments

1. Overview: markets rally until late February
  Full text (PDF, 15 pages, 278 kb)
PDFs also available in French, German, Italian, Spanish

2.

Highlights of international banking and financial market activity

  Full text (PDF, 10 pages, 87 kb)
PDFs also available in French, German, Italian, Spanish

Special features

    Interpreting sovereign spreads
by Eli M Remolona, Michela Scatigna and Eliza Wu
 

 Abstract  (also available in French, German, Italian, Spanish)
 Full text (PDF, 13 pages, 95 kb)

    Exchange rates and global volatility: implications for Asia-Pacific currencies
by John Cairns, Corrinne Ho and Robert McCauley
 

 Abstract  (also available in French, German, Italian, Spanish)
 Full text (PDF, 12 pages, 90 kb)

    Financial investors and commodity markets
by Dietrich Domanski and Alexandra Heath
 

 Abstract  (also available in French, German, Italian, Spanish)
 Full text (PDF, 15 pages, 130 kb)

   

Economic derivatives
by Blaise Gadanecz, Richhild Moessner and Christian Upper

 

 Abstract  (also available in French, German, Italian, Spanish)
 Full text (PDF, 13 pages, 129 kb)

    Measuring portfolio credit risk: modelling versus calibration errors
by Nikola Tarashev and Haibin Zhu
   Abstract  (also available in French, German, Italian, Spanish)
 Full text (PDF, 14 pages, 129 kb)

Recent initiatives

   

Recent initiatives by the Basel-based committees and groups

    Full text (PDF, 7 pages, 66 kb)