Haibin Zhu

This author no longer works for the BIS.

Date BIS research papers
Mar 2008

Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures

BIS Quarterly Review March 2008

Other authors: Ingo Fender and Nikola Tarashev

Jul 2007

Capital regulation and banks' financial decisions

BIS Working Papers No 232

Jun 2007

Modelling and calibration errors in measures of portfolio credit risk

BIS Working Papers No 230

Other authors: Nikola Tarashev

Mar 2007

Measuring portfolio credit risk: modelling versus calibration errors

BIS Quarterly Review March 2007

Other authors: Nikola Tarashev

Dec 2006

The structure of housing finance markets and house prices in Asia

BIS Quarterly Review December 2006

Sep 2006

The pricing of portfolio credit risk

BIS Working Papers No 214

Other authors: Nikola Tarashev

Sep 2005

Explaining credit default swap spreads with equity volatility and jump risks of individual firms

BIS Working Papers No 181

Other authors: Benjamin Zhang and Hao Zhou

Apr 2005

Commercial property prices and bank performance

BIS Working Papers No 175

Other authors: E P Davis

Apr 2005

The importance of property markets for monetary policy and financial stability

BIS Papers No 21

Mar 2005

Contractual terms and CDS pricing

Other authors: Frank Packer