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Viewing: 1 - 50 of 662 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 5,214
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 4,117
3.

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 3,587
4.

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
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 2,438
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 2,186
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 1,992
8.

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
9.

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
10.

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 1,747
11.

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 1,735
12.

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 1,709
13.

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
14.

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
15.

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 1,567
16.

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
17.

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
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 1,421
19.

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 1,237
20.

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 1,216
21.

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 1,204
22.

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 1,178
23.

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
24.

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 1,163
25.

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 1,122
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 1,068
27.

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
28.

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 1,019
29.

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 1,006
30.

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 974
31.

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 959
32.

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 952
33.

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 952
34.

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 915
35.

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 915
36.

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 913
37.

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 895
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 879
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 852
40.

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 839
41.

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 823
42.

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 820
43.

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 809
44.

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 761
45.

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 761
46.

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 752
47.

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 743
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 733
49.

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 730
50.

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 720