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Viewing: 1 - 50 of 713 papers

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 5,453
2.

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 4,206
3.

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 3,703
4.

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 3,626
5.

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 2,631
6.

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 2,390
7.

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 2,046
8.

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 1,968
9.

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, 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 1,912
10.

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 1,863
11.

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 1,847
12.

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 1,818
13.

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 1,816
14.

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 (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Cornell University, Stanford University - Graduate School of Business, Independent and Cornell University
Downloads 1,745
15.

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 Fordham University, Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,651
16.

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 1,558
17.

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 1,529
18.

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 1,440
19.

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 1,277
20.

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 1,266
21.

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 1,243
22.

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 1,234
23.

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 1,195
24.

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 1,192
25.

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 1,184
26.

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 1,078
27.

Countercyclical Capital Buffers: Exploring Options

BIS Working Paper No. 317
Number of pages: 64 Posted: 27 Jul 2010
Working Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Banco de España and Banco de España
Downloads 1,056
28.

Are Credit Ratings Procyclical?

Bank for International Settlements Working Paper No. 129
Number of pages: 52 Posted: 13 Dec 2005
Working Paper Series
Downloads 1,037
29.

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 1,035
30.

Reassessing the Impact of Finance on Growth

BIS Working Paper No. 381
Number of pages: 22 Posted: 27 Jul 2012
Working Paper Series
Brandeis International Business School and Bank for International Settlements (BIS)
Downloads 1,027
31.

Towards a Macroprudential Framework for Financial Supervision and Regulation?

BIS Working Paper No. 128
Number of pages: 26 Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis
Downloads 1,011
32.

Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences

BIS Working Paper No. 284
Number of pages: 50 Posted: 20 Aug 2009
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 1,007
33.

The Price Impact of Rating Announcements: Which Announcements Matter?

BIS Working Paper No. 207
Number of pages: 31 Posted: 20 Sep 2007
Working Paper Series
Swiss Re, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 978
34.

The Term Structure of Credit Spreads in Project Finance

BIS Working Paper No. 159
Number of pages: 64 Posted: 20 Sep 2007
Working Paper Series
Bank for International Settlements - Monetary and Economic Department and World Bank Group - International Finance Corporation
Downloads 965
35.

Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision

AFA 2002 Atlanta Meetings, BIS Working Paper No. 102
Number of pages: 46 Posted: 13 Dec 2005
Working Paper Series
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 963
36.

What Can (Macro-) Prudential Policy do to Support Monetary Policy?

BIS Working Paper No. 242
Number of pages: 44 Posted: 16 Apr 2008
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 942
37.

Monetary Policy and Asset Price Bubbles: Calibrating the Monetary Policy Trade-Offs

BIS Working Paper No. 155
Number of pages: 37 Posted: 20 Sep 2007
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 936
38.

Financial Asset Prices and Monetary Policy: Theory and Evidence

BIS Working Paper No. 47
Number of pages: 35 Posted: 13 Dec 2005
Working Paper Series
European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 900
39.

Asset Prices, Financial Imbalances and Monetary Policy: Are Inflation Targets Enough?

BIS Working Paper No. 140
Number of pages: 41 Posted: 20 Sep 2007
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 891
40.

Liquidity and Financial Cycles

BIS Working Paper No. 256
Number of pages: 38 Posted: 22 Jul 2008
Working Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 864
41.

Japan's Deflation, Problems in the Financial System and Monetary Policy

BIS Working Paper No. 188
Number of pages: 71 Posted: 20 Sep 2007
Working Paper Series
Bank of Japan - Financial Markets Department, Bank of Japan - Institute of Monetary and Economic Studies, Kyorin University, Bank of Japan - Institute of Monetary and Economic Studies, University of Tokyo - Faculty of Economics and Bank of Japan - Institute of Monetary and Economic Studies
Downloads 856
42.

China's Financial Conundrum and Global Imbalances

BIS Working Paper No. 277
Number of pages: 59 Posted: 30 Jul 2009
Working Paper Series
Stanford University, School of Humanities & Sciences, Department of Economics (Deceased) and University of Leipzig - Institute for Economic Policy
Downloads 855
43.

Characterising the Financial Cycle: Don't Lose Sight of the Medium Term!

BIS Working Paper No. 380
Number of pages: 44 Posted: 18 Jun 2012 Last Revised: 13 May 2014
Working Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 841
44.

The Housing Meltdown: Why Did it Happen in the United States?

BIS Working Paper No. 259
Number of pages: 36 Posted: 28 Nov 2008
Working Paper Series
Reserve Bank of Australia
Downloads 838
45.

Financial Intermediation and the Post-Crisis Financial System

BIS Working Paper No. 304
Number of pages: 38 Posted: 05 May 2010
Working Paper Series
Bank for International Settlements
Downloads 801
46.

Mapping Capital and Liquidity Requirements to Bank Lending Spreads

BIS Working Paper No. 324
Number of pages: 35 Posted: 29 Nov 2010
Working Paper Series
Ivey Business School
Downloads 783
47.

Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets

BIS Working Paper No. 234
Number of pages: 24 Posted: 25 Sep 2007
Working Paper Series
Bank for International Settlements (BIS)
Downloads 777
48.

Determinants of International Bank Lending to Emerging Market Countries

BIS Working Paper No. 112
Number of pages: 47 Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS) and Swiss Re
Downloads 763
49.

An Empirical Evaluation of Structural Credit Risk Models

BIS Working Paper No. 179
Number of pages: 48 Posted: 20 Sep 2007
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 759
50.

Including Estimates of the Future in Today's Financial Statements

BIS Working Paper No. 208
Number of pages: 27 Posted: 20 Sep 2007
Working Paper Series
Stanford University - Graduate School of Business
Downloads 749