Full text and statistical tables:
Statistical annex (PDF, 115 pages, 804 kb)
Text by chapter:
International banking and financial market developments
2.
Highlights of international banking and financial market activity
Special features
Recent initiatives
Recent initiatives by the Basel-based
committees and groups
1.
Overview: markets reprice to reflect risks to growth
Full text (PDF, 15 pages, 231 kb)
PDFs also available in French, German, Italian, Spanish
Full text (PDF, 13 pages, 216 kb)
PDFs also available in French, German, Italian, Spanish
Monetary operations and the financial turmoil
by Claudio Borio and William Nelson
Abstract
(also available in French, German, Italian, Spanish)
Full text (PDF, 16 pages, 159 kb)
What drives interbank rates? Evidence from the Libor panel
by François-Louis Michaud and Christian Upper
Abstract
(also available in French, German, Italian, Spanish)
Full text (PDF, 12 pages, 240 kb)
Interbank rate fixings during the recent turmoil
by Jacob Gyntelberg and Philip Wooldridge
Abstract
(also available in French, German, Italian, Spanish)
Full text (PDF, 14 pages, 178 kb)
The spillover of money market turbulence to FX swap and cross-currency swap markets
by Naohiko Baba, Frank Packer and Teppei Nagano
Abstract
(also available in French, German, Italian, Spanish)
Full text (PDF, 14 pages, 187 kb)
includes box: The basic mechanics of FX swaps and cross-currency basis swaps
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
by Ingo Fender, Nikola Tarashev and Haibin Zhu
Abstract
(also available in French, German, Italian, Spanish)
Full text (PDF, 15 pages, 111 kb)
Full text (PDF, 4 pages, 123 kb)