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

13

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1

CROSSREF CITATIONS

37

Scholarly Papers (13)

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1.

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

Downloads 374 ( 81,170)
Citation 8

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 233 (134,809)

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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 141 (212,297)

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market liquidity, market-making, fixed income markets

2.

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 239 (131,938)

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

3.

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 218 (144,301)
Citation 1

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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 147 (204,810)

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5.

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 99 (274,863)

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6.

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 73 (331,175)

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

7.

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 39 (441,021)

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Financial stability, mutual funds, regulation, market liquidity

8.

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 33 (466,861)

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

9.

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 30 (481,295)

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

10.

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 17 (555,440)

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11.

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 13 (586,863)

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

12.

Trade in Variety and Domestic Production: Evidence from US Manufacturing

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 49, Issue 4, pp. 1631-1657, 2016
Number of pages: 27 Posted: 27 Dec 2016
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 1 (669,662)
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13.

Productivity Growth from an International Trade Perspective

Review of International Economics, Vol. 26, Issue 2, pp. 339-356, 2018
Number of pages: 18 Posted: 13 Apr 2018
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
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