Iñaki Aldasoro

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

31

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Top 10,614

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9,157

TOTAL CITATIONS
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Top 3,958

in Total Papers Citations

233

Scholarly Papers (31)

1.
Downloads 1,171 (37,855)
Citation 5

Operational and Cyber Risks in the Financial Sector

BIS Working Paper No. 840
Number of pages: 39 Posted: 09 Mar 2020
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 1,168 (37,379)
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
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 3 (1,313,532)
Citation 3
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cyber risks, financial institutions, Operational risks, time to discovery, Value-At-Risk

2.
Downloads 913 (53,898)

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 The University of Hong Kong - Faculty of Business and Economics
Downloads 881 (55,778)

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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 32 (962,359)

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

3.

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 Bank for International Settlements (BIS)
Downloads 902 (54,831)
Citation 27

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4.

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 721 (74,018)
Citation 17

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5.
Downloads 529 (109,790)
Citation 3

The Drivers of Cyber Risk

BIS Working Paper No. 865
Number of pages: 45 Posted: 02 Jun 2020
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 527 (108,917)
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
Bank for International Settlements (BIS), Bank for International Settlements (BIS), University of Pavia and University of Pavia - Department of Economics and Management
Downloads 2 (1,322,629)
Citation 1
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Bitcoin, cloud services, cryptocurrencies, cyber cost, cyber regulation, cyber risk, financial institutions

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 242 (258,415)
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 144 (415,205)

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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 134 (440,037)

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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

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), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 412 (147,613)
Citation 10

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

8.

Global and Domestic Financial Cycles: Variations on a Theme

BIS Working Paper No. 864
Number of pages: 32 Posted: 15 May 2020
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 353 (175,438)
Citation 10

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

9.

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
Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), 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 334 (186,260)
Citation 41

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derivatives markets, OTC, financial networks

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 196 (316,382)
Citation 11

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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 51 (800,477)
Citation 2

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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 50 (807,575)

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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 29 (993,493)
Citation 8

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interbank networks, systemic importance, multiplex networks

11.

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 278 (226,067)
Citation 11

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

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 152 (397,081)
Citation 3

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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 124 (468,283)

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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

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 Bank for International Settlements (BIS)
Downloads 201 (310,179)
Citation 6

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14.

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 Business School
Downloads 193 (321,936)
Citation 1

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Stablecoins, crypto, global games, bank runs

15.
Downloads 184 (336,309)
Citation 4

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 142 (419,924)

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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 42 (870,149)
Citation 4

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

16.

Central Bank Swap Lines and Cross-Border Bank Flows

BIS Bulletin No 34
Number of pages: 9 Posted: 12 Feb 2021
Bank for International Settlements (BIS), Federal Reserve Banks - Federal Reserve Bank of New York, Puey Ungphakorn Institute for Economic Research, Bank of Thailand, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 176 (349,997)
Citation 7

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

17.

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 168 (364,406)

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

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 134 (440,037)

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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 32 (962,359)
Citation 10

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

19.

Global banks' dollar funding needs and central bank swap lines

BIS Bulletin No 27
Number of pages: 9 Posted: 12 Feb 2021
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 160 (379,927)
Citation 4

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dollar funding, central bank swap lines, dollar liquidity

20.

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), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 156 (388,387)
Citation 2

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

21.

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 Bank for International Settlements (BIS)
Downloads 155 (390,478)
Citation 5

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22.

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 Bank for International Settlements (BIS)
Downloads 148 (405,553)
Citation 5

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23.
Downloads 134 (438,829)
Citation 4

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 92 (582,633)
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 42 (870,149)

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

24.

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 120 (478,307)
Citation 6

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inflation differentials, price convergence, exchange rate, panel data

25.

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 115 (493,819)

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

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 112 (503,592)
Citation 2

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

27.

Stablecoins, Money Market Funds and Monetary Policy

ECB Working Paper No. 2024/2987
Number of pages: 25 Posted: 08 Oct 2024
Bank for International Settlements (BIS), Bank for International Settlements (BIS), European Central Bank (ECB), Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 109 (513,796)

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Bitcoin, crypto, monetary policy shocks, money market funds, stablecoins

28.

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 64 (703,999)
Citation 1

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29.

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 57 (744,158)
Citation 1

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bank geographic complexity, bank risk, bank regulation, GSIB

30.

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 4 (1,252,350)
Citation 10
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bank runs, contagion, interconnections, liquidity scarcity, phase-ins

31.

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