Iñaki Aldasoro

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

  • Bank for International Settlements (BIS)

SCHOLARLY PAPERS

30

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304

CROSSREF CITATIONS

87

Scholarly Papers (30)

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1.

The Credit Default Swap Market: What a Difference a Decade Makes

BIS Quarterly Review, June 2018
Number of pages: 14 Posted: 11 Jun 2018
Iñaki Aldasoro and Torsten Ehlers
Bank for International Settlements (BIS) and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 783 (55,603)
Citation 23

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2.

Operational and Cyber Risks in the Financial Sector

Downloads 691 (65,582)
Citation 6

Operational and Cyber Risks in the Financial Sector

BIS Working Paper No. 840
Number of pages: 39 Posted: 09 Mar 2020
Iñaki Aldasoro, Leonardo Gambacorta, Paolo Giudici and Thomas Leach
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 690 (64,766)
Citation 2

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operational risks, financial institutions, cyber risks, time to discovery, value-at-risk

Operational and Cyber Risks in the Financial Sector

CEPR Discussion Paper No. DP14418
Number of pages: 39 Posted: 03 Mar 2020
Iñaki Aldasoro, Leonardo Gambacorta, Paolo Giudici and Thomas Leach
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 1 (1,092,784)
Citation 3
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cyber risks, financial institutions, Operational risks, time to discovery, Value-At-Risk

3.

Early Warning Indicators of Banking Crises: Expanding the Family

BIS Quarterly Review, March 2018
Number of pages: 17 Posted: 13 Mar 2018
Iñaki Aldasoro, Claudio E. V. Borio and Mathias Drehmann
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 619 (75,409)
Citation 17

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4.

Non-bank Lending During Crises

Downloads 616 (75,835)
Citation 2

Non-bank Lending During Crises

Number of pages: 48 Posted: 14 Jan 2022 Last Revised: 27 Jun 2023
Iñaki Aldasoro, Sebastian Doerr and Haonan Zhou
Bank for International Settlements (BIS), Bank for International Settlements and Princeton University - Department of Economics
Downloads 603 (76,936)
Citation 1

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Non-banks, syndicated loans, financial crises, financial stability, relationship lending

Non-Bank Lending During Crises

Number of pages: 57 Posted: 14 Aug 2023
Iñaki Aldasoro, Sebastian Doerr and Haonan Zhou
Bank for International Settlements (BIS), Bank for International Settlements and Princeton University
Downloads 13 (983,662)

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Non-banks, syndicated loans, financial crises, relationship lending, financial stability.

5.

Bank Networks: Contagion, Systemic Risk and Prudential Policy

Downloads 455 (110,031)
Citation 20

Bank Networks: Contagion, Systemic Risk and Prudential Policy

SAFE Working Paper No. 87
Number of pages: 43 Posted: 03 Mar 2015 Last Revised: 18 Jul 2015
Iñaki Aldasoro, Domenico Delli Gatti and Ester Faia
Bank for International Settlements (BIS), Catholic University of Milan and Goethe University Frankfurt
Downloads 223 (233,924)
Citation 11

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banking networks, systemic risk, contagion, fire sales, prudential regulation

Bank Networks: Contagion, Systemic Risk and Prudential Policy

CESifo Working Paper Series No. 5182
Number of pages: 51 Posted: 04 Feb 2015
Iñaki Aldasoro, Domenico Delli Gatti and Ester Faia
Bank for International Settlements (BIS), Catholic University of Milan and Goethe University Frankfurt
Downloads 122 (391,950)

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banking networks, centrality metrics, systemic risk

Bank Networks: Contagion, Systemic Risk and Prudential Policy

BIS Working Paper No. 597
Number of pages: 39 Posted: 22 Dec 2016
Iñaki Aldasoro, Domenico Delli Gatti and Ester Faia
Bank for International Settlements (BIS), Catholic University of Milan and Goethe University Frankfurt
Downloads 110 (423,265)

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Banking networks, systemic risk, contagion, fire sales, prudential regulation

Bank Networks: Contagion, Systemic Risk and Prudential Policy

CEPR Discussion Paper No. DP10540
Number of pages: 40 Posted: 13 Apr 2015
Iñaki Aldasoro, Domenico Delli Gatti and Ester Faia
Bank for International Settlements (BIS), Catholic University of Milan and Goethe University Frankfurt
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Citation 6
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banking networks, contagion, fire sales, prudential regulation, systemic risk

6.

The Drivers of Cyber Risk

Downloads 432 (117,262)
Citation 15

The Drivers of Cyber Risk

BIS Working Paper No. 865
Number of pages: 45 Posted: 02 Jun 2020
Iñaki Aldasoro, Leonardo Gambacorta, Paolo Giudici and Thomas Leach
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 432 (116,050)
Citation 2

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cyber risk, cloud services, financial institutions, bitcoin, cryptocurrencies, cyber cost, cyber regulation

The Drivers of Cyber Risk

CEPR Discussion Paper No. DP14805
Number of pages: 44 Posted: 28 May 2020 Last Revised: 01 Jun 2020
Iñaki Aldasoro, Leonardo Gambacorta, Paolo Giudici and Thomas Leach
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
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Citation 1
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Bitcoin, cloud services, cryptocurrencies, cyber cost, cyber regulation, cyber risk, financial institutions

7.

Global Banks, Dollar Funding, and Regulation

Number of pages: 78 Posted: 08 May 2019
Iñaki Aldasoro, Torsten Ehlers and Egemen Eren
Bank for International Settlements (BIS), International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 379 (135,880)
Citation 10

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Global Banks, Dollar Funding, Regulation, Money Market Funds, Window-Dressing, US MMF Reform

8.

Multiplex Interbank Networks and Systemic Importance: An Application to European Data

Downloads 287 (182,964)
Citation 20

Multiplex Interbank Networks and Systemic Importance: An Application to European Data

SAFE Working Paper No. 102
Number of pages: 45 Posted: 08 May 2015 Last Revised: 06 Aug 2015
Iñaki Aldasoro and Ivan Alves
Bank for International Settlements (BIS) and European Central Bank
Downloads 183 (280,555)
Citation 11

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interbank networks, systemic importance, multiplex networks

Multiplex Interbank Networks and Systemic Importance: An Application to European Data

ECB Working Paper No. 1962
Number of pages: 45 Posted: 19 Sep 2016
Iñaki Aldasoro and Ivan Alves
Bank for International Settlements (BIS) and European Central Bank
Downloads 42 (723,952)

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interbank networks, systemic importance, multiplex networks

Multiplex Interbank Networks and Systemic Importance - An Application to European Data

BIS Working Paper No. 603
Number of pages: 38 Posted: 10 Jan 2017
Iñaki Aldasoro and Ivan Alves
Bank for International Settlements (BIS) and European Central Bank
Downloads 39 (745,672)
Citation 2

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interbank networks, systemic importance, multiplex networks

Multiplex Interbank Networks and Systemic Importance – an Application to European Data

ESRB: Working Paper Series No. 2016/20
Number of pages: 44 Posted: 05 Nov 2020
Iñaki Aldasoro and Ivan Alves
Bank for International Settlements (BIS) and European Central Bank
Downloads 23 (880,431)
Citation 7

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interbank networks, systemic importance, multiplex networks

9.

Global and Domestic Financial Cycles: Variations on a Theme

BIS Working Paper No. 864
Number of pages: 32 Posted: 15 May 2020
Iñaki Aldasoro, Stefan Avdjiev, Claudio E. V. Borio and Piti Disyatat
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Puey Ungphakorn Institute for Economic Research, Bank of Thailand
Downloads 253 (207,685)
Citation 9

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global financial cycle, financial cycle, business cycle, capital flows

10.

Input-Output-Based Measures of Systemic Importance

SAFE Working Paper No. 29
Number of pages: 41 Posted: 28 Aug 2013 Last Revised: 12 Jun 2014
Iñaki Aldasoro and Ignazio Angeloni
Bank for International Settlements (BIS) and Italian Finance Ministry - International Financial Relations
Downloads 246 (213,507)
Citation 10

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banks, input-output, systemic risk, too-interconnected-to-fail, networks, interbank markets

11.

Vertical Fiscal Imbalances and the Accumulation of Government Debt

Downloads 202 (257,181)

Vertical Fiscal Imbalances and the Accumulation of Government Debt

SAFE Working Paper No. 61
Number of pages: 38 Posted: 11 Jul 2014 Last Revised: 18 Sep 2014
Iñaki Aldasoro and Mike Seiferling
Bank for International Settlements (BIS) and International Monetary Fund (IMF)
Downloads 136 (360,457)
Citation 2

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fiscal decentralization, vertical fiscal imbalances, panel data, public debt, GFSY

Vertical Fiscal Imbalances and the Accumulation of Government Debt

IMF Working Paper No. 14/209
Number of pages: 40 Posted: 31 Dec 2014
Iñaki Aldasoro and Mike Seiferling
Bank for International Settlements (BIS) and International Monetary Fund (IMF)
Downloads 66 (584,862)

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Fiscal decentralization, Vertical fiscal imbalances, Public debt, Fiscal performance, Government expenditures, Revenues, Panel analysis, panel data, GFSY, subnational, subnational governments, transfers, central government, sub-national, expenditure decentralization

12.

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

ESRB: Occasional Paper Series No. 2016/11
Number of pages: 45 Posted: 05 Nov 2020
Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Linda Fache Rousová, Peter Hoffmann, Sam Langfield, Martin Neychev, Tarik Roukny and Tarik Roukny
Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), London School of Economics & Political Science (LSE) - London School of Economics, University of Zurich, affiliation not provided to SSRN, European Central Bank (ECB), European Central Bank, affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 186 (278,078)
Citation 35

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derivatives markets, OTC, financial networks

13.

Global Liquidity: Changing Instrument and Currency Patterns

BIS Quarterly Review September 2018
Number of pages: 11 Posted: 30 Nov 2018
Iñaki Aldasoro and Torsten Ehlers
Bank for International Settlements (BIS) and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 163 (310,313)
Citation 5

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14.

Syndicated Loans and CDS Positioning

Downloads 155 (323,805)
Citation 2

Syndicated Loans and CDS Positioning

BIS Working Paper No. 679
Number of pages: 48 Posted: 11 Dec 2017
Iñaki Aldasoro and Andreas Barth
Bank for International Settlements (BIS) and Goethe University Frankfurt - Department of Finance
Downloads 123 (389,522)

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syndicated loans, CDS, speculation, capital regulation, EMIR, cross-border lending, asymmetric information

Syndicated Loans and CDS Positioning

ESRB: Working Paper Series No. 2017/58
Number of pages: 47 Posted: 05 Nov 2020
Iñaki Aldasoro and Andreas Barth
Bank for International Settlements (BIS) and Goethe University Frankfurt - Department of Finance
Downloads 32 (800,431)
Citation 2

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asymmetric information, capital regulation, CDS, cross-border lending, EMIR, speculation, syndicated loans

15.

Par for the Course: Public Information and Stable Coin Runs

Number of pages: 52 Posted: 18 Sep 2023
Rashad Ahmed, Iñaki Aldasoro and Chanelle Duley
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Bank for International Settlements (BIS) and University of Auckland
Downloads 143 (345,708)

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Stablecoins, crypto, global games, bank runs

16.

Systemic Risk in Markets with Multiple Central Counterparties

Number of pages: 48 Posted: 11 May 2022
Luitgard Anna Maria Veraart and Iñaki Aldasoro
London School of Economics & Political Science (LSE) - Department of Mathematics and Bank for International Settlements (BIS)
Downloads 142 (347,683)

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Central counterparties, systemic risk, contagion, stress testing, Cover 2

17.

Central Bank Swap Lines and Cross-Border Bank Flows

BIS Bulletin No 34
Number of pages: 9 Posted: 12 Feb 2021
Iñaki Aldasoro, Christian Cabanilla, Piti Disyatat, Torsten Ehlers, Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS), Federal Reserve Banks - Federal Reserve Bank of New York, Puey Ungphakorn Institute for Economic Research, Bank of Thailand, International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 137 (357,445)
Citation 7

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dollar funding, dollar liqudiity, central bank swap lines, cross border capital flows

18.

Global banks' dollar funding needs and central bank swap lines

BIS Bulletin No 27
Number of pages: 9 Posted: 12 Feb 2021
Iñaki Aldasoro, Torsten Ehlers, Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS), International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 132 (367,811)
Citation 4

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dollar funding, central bank swap lines, dollar liquidity

19.

External Financing and Economic Activity in the Euro Area - Why are Bank Loans Special?

Downloads 124 (385,641)
Citation 4

External Financing and Economic Activity in the Euro Area - Why are Bank Loans Special?

BIS Working Paper No. 622
Number of pages: 30 Posted: 01 Apr 2017
Iñaki Aldasoro and Robert Unger
Bank for International Settlements (BIS) and Deutsche Bundesbank
Downloads 101 (450,431)

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E30, E40, E50, G20, G30

External Financing and Economic Activity in the Euro Area: Why are Bank Loans Special?

Bundesbank Discussion Paper No. 04/2017
Number of pages: 31 Posted: 24 Apr 2017
Iñaki Aldasoro and Robert Unger
Bank for International Settlements (BIS) and Deutsche Bundesbank
Downloads 23 (880,431)
Citation 8

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bank loans, Bayesian VAR, credit creation, ECB, euro area, external financing, financing structure

20.

Concentration in Cross-Border Banking

BIS Quarterly Review, June 2019
Number of pages: 11 Posted: 25 Jun 2019
Iñaki Aldasoro and Torsten Ehlers
Bank for International Settlements (BIS) and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 122 (390,360)
Citation 5

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21.

Business Models and Dollar Funding of Global Banks

BIS Working Paper No. 708
Number of pages: 49 Posted: 26 Mar 2018
Iñaki Aldasoro, Torsten Ehlers and Egemen Eren
Bank for International Settlements (BIS), International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 122 (390,360)
Citation 2

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global banks, dollar funding, money market funds, relationship frictions, US Money Market Fund reform

22.

Spillovers of Funding Dry-Ups

Downloads 116 (404,964)
Citation 3

Spillovers of Funding Dry-Ups

SAFE Working Paper No. 259 (2019)
Number of pages: 56 Posted: 10 Sep 2019
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 79 (527,511)
Citation 4

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funding dry-ups, competition, spillovers, money market funds, corporate deposits, dollar funding

Spillovers of Funding Dry-Ups

BIS Working Paper No. 810
Number of pages: 57 Posted: 09 Sep 2019
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 37 (760,839)

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funding dry-ups, competition, spillovers, money market funds, corporate deposits, dollar funding

23.

The Geography of Dollar Funding of Non-US Banks

BIS Quarterly Review December 2018
Number of pages: 12 Posted: 29 Jan 2019
Iñaki Aldasoro and Torsten Ehlers
Bank for International Settlements (BIS) and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 116 (404,964)
Citation 5

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24.

Spillovers of Funding Dry-Ups

Number of pages: 55 Posted: 08 Nov 2018 Last Revised: 06 Dec 2019
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 93 (472,273)

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funding dry-ups, spillovers, money market funds, corporate deposits, dollar funding, competition

25.

Inflation Differentials in the Euro Area and Their Determinants - An Empirical View

William Davidson Institute Working Paper No. 958
Number of pages: 53 Posted: 15 Oct 2009
Vaclav Zdarek and Iñaki Aldasoro
University of Economics and Management in Prague and Bank for International Settlements (BIS)
Downloads 91 (478,893)
Citation 6

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inflation differentials, price convergence, exchange rate, panel data

26.

Bank Solvency Risk and Funding Cost Interactions in a Small Open Economy: Evidence from Korea

BIS Working Paper No. 738
Number of pages: 54 Posted: 23 Aug 2018
Iñaki Aldasoro and Kyounghoon Park
Bank for International Settlements (BIS) and The Bank of Korea
Downloads 55 (630,185)

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Solvency risk, funding cost, simultaneous equation model, stress testing, macroprudential policy, bank business models

27.

Contagion Accounting

ECB Working Paper No. 20202499
Number of pages: 41 Posted: 11 Dec 2020
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok
Bank for International Settlements (BIS), Bank of England and European Central Bank (ECB)
Downloads 53 (641,139)
Citation 1

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28.

The Janus Face of Bank Geographic Complexity

BIS Working Paper No. 858
Number of pages: 56 Posted: 27 Apr 2020
Iñaki Aldasoro, Bryan Hardy and Maximilian Jager
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Frankfurt School of Finance and Management
Downloads 43 (700,264)
Citation 1

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bank geographic complexity, bank risk, bank regulation, GSIB

29.

Systemic Loops and Liquidity Regulation

CEPR Discussion Paper No. DP10918
Number of pages: 39 Posted: 04 Nov 2015
Iñaki Aldasoro and Ester Faia
Bank for International Settlements (BIS) and Goethe University Frankfurt
Downloads 1 (1,048,615)
Citation 9
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bank runs, contagion, interconnections, liquidity scarcity, phase-ins

30.

Less Aid Proliferation and More Donor Coordination? The Wide Gap between Words and Deeds

Iñaki Aldasoro & Peter Nunnenkamp & Rainer Thiele, 2010. "Less Aid Proliferation and More Donor Coordination? The Wide Gap Between Words and Deeds," Journal of International Development, John Wiley & Sons, Ltd., vol. 22(7), pages 920-940
Posted: 28 Aug 2013
Iñaki Aldasoro, Peter Nunnenkamp and Rainer Thiele
Bank for International Settlements (BIS), University of Kiel and Kiel Institute for the World Economy

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aid allocation, sector-specific commitments, Theil index, donor coordination, overlaps