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

17

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SSRN CITATIONS
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Top 16,588

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39

CROSSREF CITATIONS

39

Scholarly Papers (17)

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1.

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

Downloads 494 (99,562)
Citation 9

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 257 (203,167)

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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 237 (220,027)
Citation 1

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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 420 (120,589)
Citation 2

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

3.

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 406 (125,398)

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

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 382 (134,417)

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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 344 (150,767)
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 216 (241,242)

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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 210 (247,704)
Citation 4

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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 183 (280,162)
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 156 (321,315)
Citation 9

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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 121 (391,837)
Citation 3

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Systemically important bank, systemic risk, regulation, financial stability

11.

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 121 (391,837)
Citation 2

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

12.

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

Downloads 106 (431,176)
Citation 1

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

Bank of England Working Paper No. 946
Number of pages: 55 Posted: 14 Dec 2021
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 80 (522,179)
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 26 (850,264)

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G21, G28, L51

13.

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 100 (449,401)
Citation 2

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14.

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 92 (474,399)
Citation 2

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Systemically important bank, systemic risks, regulatory arbitrage, financialstability

15.

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 91 (477,752)
Citation 1

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

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 67 (570,290)
Citation 6

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

17.

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 17

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Bank solvency, COVID, Capital Ratios, Bank lending