Full text and statistical tables:
Statistical annex (PDF, 115 pages, 804 kb)
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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 groups1. 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) 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)