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  • BIS Quarterly Review, March 2007

BIS Quarterly Review, March 2007

14 March 2007

International banking and financial market developments

1. Overview: markets rally until late February
EN, DE, ES, FR, IT
2. Highlights of international banking and financial market activity
EN, DE, ES, FR, IT

Special features

Interpreting sovereign spreads
EN
by Eli M Remolona, Michela Scatigna and Eliza Wu
Exchange rates and global volatility: implications for Asia-Pacific currencies
EN
by John Cairns, Corrinne Ho and Robert N McCauley
Financial investors and commodity markets
EN
by Dietrich Domanski and Alexandra Heath
Economic derivatives
EN
by Blaise Gadanecz, Richhild Moessner and Christian Upper
Measuring portfolio credit risk: modelling versus calibration errors
EN
by Nikola Tarashev and Haibin Zhu

Recent initiatives

Recent initiatives by the Basel-based committees and groups
 7 pages
by Blaise Gadanecz

Full text

  • PDF 107 pages, 819 kb

Press release

  • 14 March 2007

Related information

  • Statistics

Statistical data

  • Statistical annex: detailed tables (PDF, 115 pages)

More Quarterly Reviews

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