Haibin Zhu

Former Senior Economist

All BIS publications (16)

BIS Working Paper No 375 5 Apr 2012

Loan loss provisioning practices of Asian banks

Abstract of BIS Working Papers No 375

and

BIS Working Paper No 332 30 Nov 2010

The impact of CDS trading on the bond market: evidence from Asia

Abstract of BIS Working Papers No 332

and

BIS Working Paper No 296 22 Jan 2010

Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis

Abstract of BIS Working Papers No 296

,

and

BIS Working Paper No 281 29 Apr 2009

A Framework for Assessing the Systemic Risk of Major Financial Institutions

Abstract of BIS Working Papers No 281

,

and

BIS Working Paper No 268 17 Dec 2008

Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?

BIS Working Papers No 268

and

BIS Working Paper No 263 24 Oct 2008

Determinants of house prices in nine Asia-Pacific economies

Abstract of BIS Working Papers No 263

Eloisa T Glindro

,

Tientip Subhanij

,

and

BIS Working Paper No 232 26 Jul 2007

Capital regulation and banks' financial decisions

Abstract of BIS Working Papers No 232 by Haibin Zhu

BIS Working Paper No 230 28 Jun 2007

Modelling and calibration errors in measures of portfolio credit risk

Abstract of BIS Working Papers No 230 by Nikola Tarashev and Haibin Zhu

and

Nikola Tarashev

BIS Working Paper No 214 15 Sep 2006

The pricing of portfolio credit risk

Abstract of BIS Working Papers No. 214 by Nikola Tarashev and Haibin Zhu

and

Nikola Tarashev

All external publications (5)

External publication 1 Mar 2014

The impact of CDS trading on the bond market: evidence from Asia

in Journal of Banking & Finance

and

External publication 1 Jan 2014

Countercyclical loan loss provisioning in Asia

in SEACEN Financial Stability Journal

,

and

External publication 1 Dec 2012

Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?

in Journal of Financial Stability

and

External publication 21 Jun 2008

The pricing of correlated default risk: evidence from the credit derivatives market

in Journal of Fixed Income

and

Nikola Tarashev

External publication 1 Jun 2008

Specification and calibration errors in measures of portfolio credit risk: the case of the ASRF model

in International Journal of Central Banking

and

Nikola Tarashev

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