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BIS Quarterly Review Special Features Series

Bank for International Settlements     
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Viewing: 1 - 50 of 224 papers

1.

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 4,351
2.

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 1,295
3.

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 1,247
4.

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
5.

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 1,174
6.

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 1,158
7.

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 1,150
8.

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 1,129
9.

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 1,048
10.

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 1,046
11.

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
12.

Renminbi Internationalization and China’s Financial Development

BIS Quarterly Review, December 2011
Number of pages: 16 Posted: 06 Sep 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 929
13.

Monetary Policy and the Risk-Taking Channel

BIS Quarterly Review December 2009
Number of pages: 11 Posted: 05 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 914
14.

The Credit Spread Puzzle

BIS Quarterly Review, December 2003
Number of pages: 14 Posted: 29 Apr 2012
Accepted Paper Series
Goldman Sachs International and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 849
15.

The Structure of Housing Finance Markets and House Prices in Asia

BIS Quarterly Review, December 2006
Number of pages: 15 Posted: 14 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 847
16.

The Covered Bond Market

BIS Quarterly Review, September 2007
Number of pages: 13 Posted: 29 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS), Acadian Asset Management and Bank for International Settlements (BIS)
Downloads 823
17.

What Drives Interbank Rates? Evidence from the Libor Panel

BIS Quarterly Review, March 2008
Number of pages: 12 Posted: 09 Jul 2012
Accepted Paper Series
Banque de France and Bank for International Settlements (BIS)
Downloads 786
18.

The Syndicated Loan Market: Structure, Development and Implications

BIS Quarterly Review, December 2004
Number of pages: 16 Posted: 16 May 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
Bank for International Settlements - Monetary and Economic Department
Downloads 774
19.

The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets

BIS Quarterly Review, March 2008
Number of pages: 14 Posted: 11 Jul 2012
Accepted Paper Series
Bank of Japan - Financial Markets Department, Bank for International Settlements (BIS) and Bank of Japan - Research and Statistics Department
Downloads 771
20.

Exchange Rates During Financial Crises

BIS Quarterly Review, March 2010
Number of pages: 12 Posted: 10 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 742
21.

The Impact of Recent Central Bank Asset Purchase Programmes

BIS Quarterly Review, December 2011
Number of pages: 11 Posted: 08 Sep 2012
Accepted Paper Series
University of Kent, Canterbury and Bank for International Settlements (BIS)
Downloads 718
22.

The Global Crisis and Latin America: Financial Impact and Policy Responses

BIS Quarterly Review, June 2009
Number of pages: 16 Posted: 30 Jul 2012
Accepted Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and International Monetary Fund
Downloads 716
23.

US Dollar Money Market Funds and Non-US Banks

BIS Quarterly Review, March 2009
Number of pages: 17 Posted: 27 Jul 2012
Accepted Paper Series
Bank of Japan - Financial Markets Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 669
24.

The Term 'Macroprudential': Origins and Evolution

BIS Quarterly Review, March 2010
Number of pages: 9 Posted: 12 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 667
25.

The Cost of Equity for Global Banks: A CAPM Perspective from 1990 to 2009

BIS Quarterly Review, September 2009
Number of pages: 15 Posted: 03 Aug 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
Ivey Business School
Downloads 642
26.

Risk in Carry Trades: A Look at Target Currencies in Asia and the Pacific

BIS Quarterly Review, December 2007
Number of pages: 10 Posted: 07 Jul 2012
Accepted Paper Series
Copenhagen Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 636
27.

Macro Stress Tests and Crises: What Can We Learn?

BIS Quarterly Review December 2009
Number of pages: 14 Posted: 04 Aug 2012
Accepted Paper Series
Central Bank of Chile and Bank for International Settlements (BIS)
Downloads 630
28.

How Have Central Banks Implemented Negative Policy Rates?

BIS Quarterly Review March 2016
Number of pages: 14 Posted: 09 Mar 2016
Working Paper Series
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures and Board of Governors of the Federal Reserve System
Downloads 584
29.

CoCos: A Primer

BIS Quarterly Review September 2013
Number of pages: 14 Posted: 16 Sep 2013
Accepted Paper Series
Bank for International Settlements (BIS), Bank for International Settlements and Bank for International Settlements (BIS)
Downloads 579
30.

CDS Index Tranches and the Pricing of Credit Risk Correlations

BIS Quarterly Review, March 2005
Number of pages: 16 Posted: 20 May 2012
Accepted Paper Series
Goldman Sachs International and Copenhagen Business School
Downloads 577
31.

Structured Finance: Complexity, Risk and the Use of Rating

BIS Quarterly Review, June 2005
Number of pages: 14 Posted: 23 May 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Downloads 565
32.

Derivatives in Emerging Markets

BIS Quarterly Review, December 2010
Number of pages: 16 Posted: 22 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 561
33.

Foreign Banks in Emerging Market Economies: Changing Players, Changing Issues

BIS Quarterly Review, December 2005
Number of pages: 13 Posted: 30 May 2012
Accepted Paper Series
Bank for International Settlements (BIS)
Downloads 555
34.

Interbank Rate Fixings during the Recent Turmoil

BIS Quarterly Review, March 2008
Number of pages: 14 Posted: 10 Jul 2012
Accepted Paper Series
Copenhagen Business School and Bank for International Settlements (BIS)
Downloads 501
35.

Risk Aversion and Risk Premia in the CDS Market

BIS Quarterly Review, December 2005
Number of pages: 14 Posted: 29 May 2012
Accepted Paper Series
Goldman Sachs International
Downloads 499
36.

Systemic Importance: Some Simple Indicators

BIS Quarterly Review, March 2011
Number of pages: 13 Posted: 25 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 491
37.

Forward Guidance at the Zero Lower Bound

BIS Quarterly Review March 2014
Number of pages: 17 Posted: 23 Jun 2014
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 444
38.

The Architecture of Global Banking: From International to Multinational?

BIS Quarterly Review, March 2010
Number of pages: 13 Posted: 09 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 442
39.

Interpreting Sovereign Spreads

BIS Quarterly Review, March 2007
Number of pages: 13 Posted: 19 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School
Downloads 436
40.

Structured Finance: Complexity, Risk and the Use of Ratings

BIS Quarterly Review June 2005
Number of pages: 14 Posted: 23 May 2012
Accepted Paper Series
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability

Multiple version iconThere are 2 versions of this paper

Downloads 435
41.

Sovereign Credit Default Swaps

BIS Quarterly Review, December 2003
Number of pages: 10 Posted: 01 May 2012
Accepted Paper Series
Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 427
42.

Rating Methodologies for Banks

BIS Quarterly Review, June 2011
Number of pages: 14 Posted: 31 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 415
43.

Credit Fundamentals, Ratings and Value-at-Risk: CDOs versus Corporate Exposures

BIS Quarterly Review March 2008
Number of pages: 15 Posted: 12 Jul 2012
Accepted Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 405
44.

The $4 Trillion Question: What Explains FX Growth Since the 2007 Survey?

BIS Quarterly Review, December 2010
Number of pages: 16 Posted: 22 Aug 2012
Accepted Paper Series
Ivey Business School and BI Norwegian Business School
Downloads 400
45.

On the Liquidity Coverage Ratio and Monetary Policy Implementation

BIS Quarterly Review December 2012
Number of pages: 13 Posted: 10 Apr 2013
Accepted Paper Series
Rutgers, The State University of New Jersey - Department of Economics and Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures
Downloads 398
46.

Stress Testing in Practice: A Survey of 43 Major Financial Institutions

BIS Quarterly Review June 2001
Number of pages: 5 Posted: 17 Apr 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Federal Reserve Board
Downloads 385
47.

Financial Inclusion - Issues for Central Banks

BIS Quarterly Review March 2015
Number of pages: 14 Posted: 01 Apr 2015
Working Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 353
48.

FX Strategies in Periods of Distress

BIS Quarterly Review, December 2011
Number of pages: 12 Posted: 05 Sep 2012
Accepted Paper Series
Copenhagen Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 353
49.

Covered Interest Parity Lost: Understanding the Cross-Currency Basis

BIS Quarterly Review September 2016
Number of pages: 20 Posted: 05 Oct 2016
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 347
50.

The Collapse of International Bank Finance During the Crisis: Evidence from Syndicated Loan Markets

BIS Quarterly Review, September 2010
Number of pages: 11 Posted: 18 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Basel and Bank for International Settlements (BIS)
Downloads 344