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  • BIS Quarterly Review, March 2007
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BIS Quarterly Review, March 2007

BIS Quarterly Review  |  March 2007  | 
14 March 2007
PDF full text
 (819kb)
  |  107 pages

International banking and financial market developments

1.Overview: markets rally until late February
pdf version (278kb)
2.Highlights of international banking and financial market activity
pdf version (87kb)

Special features

Interpreting sovereign spreads
Authors:  Eli M Remolona, Michela Scatigna and Eliza Wu
pdf version (95kb)
Exchange rates and global volatility: implications for Asia-Pacific currencies
Authors:  John Cairns, Corrinne Ho and Robert N McCauley
pdf version (90kb)
Financial investors and commodity markets
Authors:  Dietrich Domanski and Alexandra Heath
pdf version (130kb)
Economic derivatives
Authors:  Blaise Gadanecz, Richhild Moessner and Christian Upper
pdf version (129kb)
Measuring portfolio credit risk: modelling versus calibration errors
Authors:  Nikola Tarashev and Haibin Zhu
pdf version (129kb)

Recent initiatives

Recent initiatives by the Basel-based committees and groups
pdf version (66kb)

Related information

  • Statistical data: Statistical annex: detailed tables (PDF, 115 pages)
  • Press release: 14 March 2007
  • Statistics
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