Ulf Lewrick

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

University of Basel - Faculty of Business and Economics

Research Fellow

Petersplatz 1

Basel, 4001

Switzerland

  • Bank for International Settlements (BIS) - Monetary and Economic Department

  • University of Basel - Faculty of Business and Economics

SCHOLARLY PAPERS

18

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4,906

TOTAL CITATIONS
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Top 18,433

in Total Papers Citations

46

Scholarly Papers (18)

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1.

Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies

CESifo Working Paper No. 10355
Number of pages: 25 Posted: 13 Apr 2023
Raphael Auer, Marc Farag, Ulf Lewrick, Lovrenc Orazem and Markus Zoss
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 1,071 (44,064)

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cryptocurrencies, decentralised finance, digital currencies, financial regulation, financial supervision, exchange stablecoin, Bitcoin, Ethereum

2.

Shifting Tides – Market Liquidity and Market-Making in Fixed Income Instruments

Downloads 544 (107,889)
Citation 1

Shifting Tides – Market Liquidity and Market-Making in Fixed Income Instruments

BIS Quarterly Review, March 2015
Number of pages: 13 Posted: 28 Mar 2015
Ingo Fender and Ulf Lewrick
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 276 (230,617)
Citation 1

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market liquidity, market-making, fixed income markets

Shifting Tides - Market Liquidity and Market-Making in Fixed Income Instruments

BIS Quarterly Review March 2015
Number of pages: 13 Posted: 01 Apr 2015
Ingo Fender and Ulf Lewrick
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 268 (237,734)

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3.

Adding it All Up: The Macroeconomic Impact of Basel III and Outstanding Reform Issues

BIS Working Paper No. 591
Number of pages: 31 Posted: 09 Nov 2016
Ingo Fender and Ulf Lewrick
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 474 (127,540)
Citation 3

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Basel III, density ratio, global systemically important banks, leverage ratio, macroeconomic impact, risk-shifting

4.

Calibrating the Leverage Ratio

BIS Quarterly Review December 2015
Number of pages: 16 Posted: 08 Dec 2015
Ingo Fender and Ulf Lewrick
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 462 (131,544)

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5.

Hanging Up the Phone - Electronic Trading in Fixed Income Markets and its Implications

BIS Quarterly Review March 2016
Number of pages: 16 Posted: 09 Mar 2016
Morten L. Bech, Annamaria Illes, Ulf Lewrick and Andreas Schrimpf
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 368 (170,894)
Citation 3

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6.

Is the Price Right? Swing Pricing and Investor Redemptions

BIS Working Paper No. 664
Number of pages: 40 Posted: 13 Oct 2017
Ulf Lewrick and Jochen F. Schanz
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 298 (214,416)

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Financial stability, mutual funds, regulation, market liquidity

7.

COVID-19 and Bank Resilience: Where Do We Stand?

Number of pages: 9 Posted: 10 Dec 2021
Yuuki Ikeda, Will Kerry, Ulf Lewrick and Christian Schmieder
Independent, International Monetary Fund (IMF), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 266 (241,124)
Citation 9

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Bank Resilience, Basel III, Capital Ratios, Merton Model

8.

Believing in Bail-In? Market Discipline and the Pricing of Bail-In Bonds

BIS Working Paper No. 831
Number of pages: 36 Posted: 18 Dec 2019
Ulf Lewrick, José María Serena and Grant Turner
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Reserve Bank of Australia
Downloads 228 (280,742)
Citation 2

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too big to fail, banking regulation, TLAC, financial stability

9.

Playing it Safe: Global Systemically Important Banks after the Crisis

BIS Quarterly Review, September 2019
Number of pages: 13 Posted: 14 Oct 2019
Tirupam Goel, Ulf Lewrick and Aakriti Mathur
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 225 (284,415)
Citation 11

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10.

Window Dressing Systemic Importance: Evidence from EU Banks and the G-SIB Framework

European Banking Authority Research Paper No. 12
Number of pages: 35 Posted: 07 Apr 2021
Luis Garcia, Ulf Lewrick and Taja Sečnik
European Banking Authority, Bank for International Settlements (BIS) - Monetary and Economic Department and European Banking Authority
Downloads 172 (364,387)
Citation 3

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Systemically important bank, systemic risk, regulation, financial stability

11.

Is Window Dressing by Banks Systemically Important?

BIS Working Papers, no 960
Number of pages: 31 Posted: 19 Aug 2021
Luis Garcia, Ulf Lewrick and Taja Sečnik
European Banking Authority, Bank for International Settlements (BIS) - Monetary and Economic Department and European Banking Authority
Downloads 153 (402,873)
Citation 2

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Systemically important bank, systemic risks, regulatory arbitrage, financialstability

12.

Does Regulation Only Bite the Less Profitable? Evidence from the Too-Big-to-Fail Reforms

Downloads 146 (418,483)
Citation 2

Does Regulation Only Bite the Less Profitable? Evidence from the Too-Big-to-Fail Reforms

Bank of England Working Paper No. 946
Posted: 14 Dec 2021 Last Revised: 29 Oct 2024
Tirupam Goel, Ulf Lewrick and Aakriti Mathur
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Indira Gandhi Institute of Development Research (IGIDR)
Downloads 106 (539,911)
Citation 2

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Global systemically important bank (G-SIB), textual analysis, capital regulation, systemic risk, bank profitability, difference-in-differences (DD)

Does Regulation Only Bite the Less Profitable? Evidence from the Too-Big-To-Fail Reforms

Number of pages: 58 Posted: 21 Sep 2022
Tirupam Goel, Ulf Lewrick and Aakriti Mathur
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of England
Downloads 40 (915,117)

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G21, G28, L51

13.

Liquidity Risk in Markets with Trading Frictions: What Can Swing Pricing Achieve?

BIS Working Paper No. 663
Number of pages: 31 Posted: 13 Oct 2017
Ulf Lewrick and Jochen F. Schanz
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 141 (430,204)
Citation 2

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Financial stability, mutual funds, regulation, liquidity insurance, trading frictions

14.

When Firms and Industries Matter: Understanding the Sources of Productivity Growth

BIS Working Paper No. 469
Number of pages: 30 Posted: 23 Oct 2014
Ulf Lewrick, Lukas Mohler and Rolf Weder
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Basel and University of Basel - Department of Finance
Downloads 104 (543,119)
Citation 1

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Growth, total factor productivity, inter-industry trade, intra-industry trade

15.

Mind the Gap? Sources and Implications of Supply-Demand Imbalances in Collateral Asset Markets

BIS Quarterly Review, September 2013
Number of pages: 15 Posted: 28 Apr 2014
Ingo Fender and Ulf Lewrick
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 102 (550,790)
Citation 2

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16.

Bank Capital Allocation under Multiple Constraints

BIS Working Paper No. 666
Number of pages: 32 Posted: 10 Nov 2017
Tirupam Goel, Ulf Lewrick and Nikola A. Tarashev
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 83 (627,123)
Citation 5

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internal capital market, Value-at-Risk, leverage ratio, risk-adjusted return on capital

17.

Making stablecoins stable(r): Can regulation help?

Number of pages: 30 Posted: 10 Feb 2025
Tirupam Goel, Ulf Lewrick and Isha Agarwal
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and University of British Columbia (UBC) - Sauder School of Business
Downloads 43 (866,468)

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Capital regulation, liquidity regulation, Money-market funds, Stablecoins, Crypto

18.

Releasing Bank Buffers to Cushion the Crisis - A Quantitative Assessment

BIS Bulletin No, 11 (2020)
Number of pages: 9
Christian Schmieder, Ulf Lewrick, Előd Takáts and Jhuvesh Sobrun
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 26

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Bank solvency, COVID, Capital Ratios, Bank lending