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Bank for International Settlements Research Paper Series

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1.

Stress-testing Financial Systems: An Overview of Current Methodologies

BIS Working Paper No. 165
Number of pages: 41 Posted: 20 Sep 2007
Working Paper Series
World Bank Group - International Finance Corporation
Downloads 5,216
2.

What Drives Housing Price Dynamics: Cross-Country Evidence

BIS Quarterly Review, March 2004
Number of pages: 14 Posted: 04 May 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 4,362
3.

Fair Value Accounting for Financial Instruments: Some Implications for Bank Regulation

BIS Working Paper No. 209
Number of pages: 32 Posted: 20 Sep 2007
Working Paper Series
University of North Carolina Kenan-Flagler Business School
Downloads 4,120
4.

The Banking System in Emerging Economies: How Much Progress Has Been Made?

BIS Paper No. 28
Number of pages: 382 Posted: 01 Aug 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 4,019
5.

Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature

BIS Working Paper No. 90
Number of pages: 63 Posted: 13 Dec 2005
Working Paper Series
Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 3,589
6.

Asset Prices, Financial and Monetary Stability: Exploring the Nexus

BIS Working Paper No. 114
Number of pages: 47 Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Reserve Bank of Australia
Downloads 3,518
7.

Marrying the Macro- and Micro-Prudential Dimensions of Financial Stability

BIS Paper No. 1
Number of pages: 392 Posted: 22 Jul 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 2,568
8.

Innovations in Credit Risk Transfer: Implications for Financial Stability

BIS Working Paper No. 255
Number of pages: 40 Posted: 22 Jul 2008 Last Revised: 03 Nov 2013
Working Paper Series
Stanford University - Graduate School of Business
Downloads 2,445
9.

Global Imbalances and the Financial Crisis: Link or No Link?

BIS Working Paper No. 346
Number of pages: 43 Posted: 08 Jun 2011
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Puey Ungphakorn Institute for Economic Research, Bank of Thailand
Downloads 2,189
10.

Credit Risk Measurement and Procyclicality

BIS Working Paper No. 116
Number of pages: 23 Posted: 13 Dec 2005
Working Paper Series
Reserve Bank of Australia
Downloads 1,993
11.

A Survey of Cyclical Effects in Credit Risk Measurement Models

BIS Working Paper No. 126, NYU Stern School of Business, Finance Working Paper No. FIN-02-018
Number of pages: 43 Posted: 13 Dec 2005
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,905
12.

Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms

FEDS Discussion Paper No. 2005-63, Review of Financial Studies, Forthcoming, BIS Working Paper No. 181
Number of pages: 43 Posted: 20 Sep 2007 Last Revised: 18 Oct 2013
Working Paper Series
UBS AG, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)
Downloads 1,803
13.

The Future of Public Debt: Prospects and Implications

BIS Working Paper No. 300
Number of pages: 26 Posted: 05 May 2010
Working Paper Series
Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,749
14.

Market Structures and Systemic Risks of Exchange-Traded Funds

BIS Working Paper No. 343
Number of pages: 17 Posted: 07 Jun 2011
Working Paper Series
Bank for International Settlements (BIS)
Downloads 1,738
15.

Macroeconomic Implications of Rising Household Debt

BIS Working Paper No. 153
Number of pages: 46 Posted: 20 Sep 2007
Working Paper Series
Reserve Bank of Australia
Downloads 1,713
16.

Measuring Default Risk Premia from Default Swap Rates and EDFs

BIS Working Paper No. 173, EFA 2004 Maastricht Meetings Paper No. 5121
Number of pages: 56 Posted: 20 Sep 2007
Working Paper Series
Australian National University, Cornell University, Stanford University - Graduate School of Business, affiliation not provided to SSRN and Cornell University
Downloads 1,655
17.

Should Banks be Diversified? Evidence from Individual Bank Loan Portfolios

BIS Working Paper No. 118, AFA 2003 Washington, DC Meetings; London Business School, NYU Stern School of Business Working Paper
Number of pages: 61 Posted: 13 Dec 2005
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University - Leonard N. Stern School of Business and Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,640
18.

The Real Effects of Debt

BIS Working Paper No. 352
Number of pages: 39 Posted: 19 Oct 2011
Working Paper Series
Brandeis International Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,570
19.

CDO Rating Methodology: Some Thoughts on Model Risk and its Implications

BIS Working Paper No. 163
Number of pages: 31 Posted: 20 Sep 2007
Working Paper Series
Bank for International Settlements (BIS) and International Monetary Fund

Multiple version iconThere are 2 versions of this paper

Downloads 1,497
20.

Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation

BIS Working Paper No. 227
Number of pages: 54 Posted: 25 Sep 2007
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,459
21.

Macro Factors in the Term Structure of Credit Spreads

BIS Working Paper No. 203
Number of pages: 68 Posted: 20 Sep 2007
Working Paper Series
Goldman Sachs International and affiliation not provided to SSRN
Downloads 1,421
22.

Macroprudential Regulation and Policy

BIS Paper No. 60
Number of pages: 155 Posted: 14 Feb 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,374
23.

Investigating the Relationship between the Financial and Real Economy

BIS Paper No. 22
Number of pages: 509 Posted: 30 Jul 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,356
24.

Assessing the Risk of Banking Crises – Revisited

BIS Quarterly Review, March 2009
Number of pages: 18 Posted: 25 Jul 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 1,298
25.

The Banking Industry in the Emerging Market Economies: Competition, Consolidation and Systemic Stability

BIS Paper No. 4
Number of pages: 158 Posted: 30 Jul 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,279
26.

Financial Investors and Commodity Markets

BIS Quarterly Review, March 2007
Number of pages: 15 Posted: 21 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Reserve Bank of Australia - Economic Research
Downloads 1,250
27.

Central Counterparties for Over-the-Counter Derivatives

BIS Quarterly Review, September 2009
Number of pages: 14 Posted: 02 Aug 2012
Accepted Paper Series
Brandeis International Business School, Copenhagen Business School and Bank for International Settlements (BIS)
Downloads 1,245
28.

The Financial Turmoil of 2007-?: A Preliminary Assessment and Some Policy Considerations

BIS Working Paper No. 251
Number of pages: 34 Posted: 14 May 2008
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis
Downloads 1,239
29.

The Link between Default and Recovery Rates: Effects on the Procyclicality of Regulatory Capital Ratios

BIS Working Paper No. 113
Number of pages: 37 Posted: 13 Dec 2005
Working Paper Series
New York University (NYU) - Salomon Center, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 1,217
30.

The Monetary Transmission Mechanism: Evidence from the G-7 Countries

BIS Working Paper No. 26
Number of pages: 26 Posted: 13 Dec 2005
Working Paper Series
Central Bank of Ireland and European Central Bank (ECB)
Downloads 1,206
31.

Capital Regulation, Risk-Taking and Monetary Policy: A Missing Link in the Transmission Mechanism?

BIS Working Paper No. 268
Number of pages: 45 Posted: 27 Jan 2009
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 1,179
32.

Foreign Exchange Reserve Accumulation in Emerging Markets: What are the Domestic Implications?

BIS Quarterly Review, September 2006
Number of pages: 14 Posted: 10 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,178
33.

Whither Monetary and Financial Stability? The Implications of Evolving Policy Regimes

BIS Working Paper No. 147
Number of pages: 51 Posted: 20 Sep 2007
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Independent
Downloads 1,165
34.

The Great Depression as a Credit Boom Gone Wrong

BIS Working Paper No. 137
Number of pages: 103 Posted: 20 Sep 2007
Working Paper Series
University of California, Berkeley and Santa Clara University - Leavey School of Business - Economics Department
Downloads 1,164
35.

The Systemic Importance of Financial Institutions

BIS Quarterly Review, September 2009
Number of pages: 13 Posted: 01 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,159
36.

Transmission Mechanisms for Monetary Policy in Emerging Market Economies

BIS Paper No. 35
Number of pages: 545 Posted: 01 Aug 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,153
37.

The Future of Securitisation: How to Align Incentives?

BIS Quarterly Review, September 2009
Number of pages: 17 Posted: 31 Jul 2012
Accepted Paper Series
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 1,152
38.

The Financial Crisis in Japan During the 1990s: How the Bank of Japan Responded and the Lessons Learnt

BIS Paper No. 6
Number of pages: 82 Posted: 30 Jul 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,150
39.

Currency Internationalisation: Lessons from the Global Financial Crisis and Prospects for the Future in Asia and the Pacific (Full Publication)

BIS Paper No. 61
Number of pages: 236 Posted: 14 Feb 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), affiliation not provided to SSRN, Central Bank of Iceland, Princeton University - Department of Economics, Reserve Bank of New Zealand, Bank for International Settlements (BIS), affiliation not provided to SSRN, Osaka University - Graduate School of Economics, Bank for International Settlements (BIS), affiliation not provided to SSRN, Chinese Academy of Social Sciences (CASS), affiliation not provided to SSRN, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), affiliation not provided to SSRN, The University of Hong Kong - School of Economics and Finance, Sungkyunkwan University, affiliation not provided to SSRN, affiliation not provided to SSRN, Korea University - Department of Economics, Korea University, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Government of the Republic of the Philippines - Monetary Stability Sector
Downloads 1,148
40.

Developments in Repo Markets During the Financial Turmoil

BIS Quarterly, December 2008
Number of pages: 17 Posted: 21 Jul 2012
Accepted Paper Series
Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and Ivey Business School
Downloads 1,131
41.

Attributing Systemic Risk to Individual Institutions

BIS Working Paper No. 308
Number of pages: 29 Posted: 28 Jun 2010 Last Revised: 03 Nov 2013
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,123
42.

An Empirical Comparison of Credit Spreads Between the Bond Market and the Credit Default Swap Market

EFMA 2004 Basel Meetings Paper, BIS Working Paper No. 160
Number of pages: 37 Posted: 20 Sep 2007
Working Paper Series
Bank for International Settlements (BIS)
Downloads 1,068
43.

Developing Corporate Bond Markets in Asia

BIS Paper No. 26
Number of pages: 170 Posted: 01 Aug 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,056
44.

Household Debt: Implications for Monetary Policy and Financial Stability

BIS Paper No. 46
Number of pages: 171 Posted: 28 Jun 2009
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,056
45.

Household Debt and the Macroeconomy

BIS Quarterly Review, March 2004
Number of pages: 14 Posted: 03 May 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
Bank for International Settlements (BIS) and Reserve Bank of Australia
Downloads 1,051
46.

The Nature of Credit Risk in Project Finance

BIS Quarterly Review, December 2011
Number of pages: 12 Posted: 05 Sep 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
World Bank Group - International Finance Corporation
Downloads 1,047
47.

Dollar Appreciation in 2008: Safe Haven, Carry Trades, Dollar Shortage and Overhedging

BIS Quarterly Review December 2009
Number of pages: 9 Posted: 07 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 1,033
48.

Bank Lending and Commercial Property Cycles: Some Cross-country Evidence

BIS Working Paper No. 150
Number of pages: 45 Posted: 20 Sep 2007
Working Paper Series
National Institute of Economic and Social Research (NIESR) and Bank for International Settlements (BIS)
Downloads 1,028
49.

The Development of Bond Markets in Emerging Economies

BIS Paper No. 11
Number of pages: 218 Posted: 30 Jul 2008
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 1,022
50.

Are Credit Ratings Procyclical?

Bank for International Settlements Working Paper No. 129
Number of pages: 52 Posted: 13 Dec 2005
Working Paper Series
Goldman Sachs International and Kellogg School of Management
Downloads 1,020