Frank Packer

Bank for International Settlements (BIS)

CH-4002 Basel, Basel-Stadt

Switzerland

SCHOLARLY PAPERS

44

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Top 1,318

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38,953

SSRN CITATIONS
Rank 2,726

SSRN RANKINGS

Top 2,726

in Total Papers Citations

409

CROSSREF CITATIONS

271

Scholarly Papers (44)

1.

Green Bond Finance and Certification

BIS Quarterly Review September 2017
Number of pages: 16 Posted: 26 Sep 2017
Torsten Ehlers and Frank Packer
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 10,152 (1,072)
Citation 13

Abstract:

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2.

Determinants and Impact of Sovereign Credit Ratings

Economic Policy Review, Vol. 2, No. 2, October 1996
Number of pages: 18 Posted: 11 Nov 2007
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 9,310 (1,237)
Citation 122

Abstract:

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Sovereign credit ratings, Moody's Investor Services, S&P

3.

Sovereign Credit Ratings

Current Issues in Economics and Finance, Vol. 1, No. 3, June 1995
Number of pages: 6 Posted: 19 Jul 2007
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 2,264 (13,056)
Citation 2

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Sovereign ratings, default risk, International bond markets

4.

Green Bonds and Carbon Emissions: Exploring the Case for a Rating System at the Firm Level

BIS Quarterly Review, September 2020
Number of pages: 17 Posted: 22 Feb 2021
Torsten Ehlers, Benoît Mojon and Frank Packer
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 1,777 (19,129)
Citation 21

Abstract:

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green bonds, carbon emissions, green finance, climate transition, green ratings

5.

The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets

BIS Quarterly Review, March 2008
Number of pages: 14 Posted: 11 Jul 2012
Naohiko Baba, Frank Packer and Teppei Nagano
Bank of Japan - Financial Markets Department, Bank for International Settlements (BIS) and Bank of Japan - Research and Statistics Department
Downloads 1,551 (23,553)
Citation 20

Abstract:

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6.

The Covered Bond Market

BIS Quarterly Review, September 2007
Number of pages: 13 Posted: 29 Jun 2012
Frank Packer, Ryan Stever and Christian Upper
Bank for International Settlements (BIS), Acadian Asset Management and Bank for International Settlements (BIS)
Downloads 1,219 (33,606)
Citation 3

Abstract:

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7.

How Consistent are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk

Number of pages: 22 Posted: 13 Jul 2000
John Ammer and Frank Packer
Board of Governors of the Federal Reserve System and Bank for International Settlements (BIS)
Downloads 1,210 (33,961)
Citation 5

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Bonds, rating agencies, capital requirements, Basel Committee on Banking Supervision

8.

Derivatives in Emerging Markets

BIS Quarterly Review, December 2010
Number of pages: 16 Posted: 22 Aug 2012
Dubravko Mihaljek and Frank Packer
Institute of Public Finance, Zagreb and Bank for International Settlements (BIS)
Downloads 1,123 (37,732)
Citation 1

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9.

The Design of Digital Financial Infrastructure: Lessons from India

BIS Paper No. 106
Number of pages: 39 Posted: 18 Dec 2019
Bank for International Settlements (BIS) - Office for Asia and the Pacific, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Office for Asia and the Pacific
Downloads 1,077 (40,116)
Citation 1

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digital finance, financial inclusion, payment system, interoperability, data privacy, India Stack

10.

Rating Methodologies for Banks

BIS Quarterly Review, June 2011
Number of pages: 14 Posted: 31 Aug 2012
Frank Packer and Nikola A. Tarashev
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 879 (53,285)
Citation 3

Abstract:

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11.

Loan Loss Provisioning Practices of Asian Banks

BIS Working Paper No. 375
Number of pages: 31 Posted: 11 Apr 2012 Last Revised: 14 May 2014
Frank Packer and Haibin Zhu
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 780 (62,716)
Citation 24

Abstract:

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loan loss provisioning, financial system procyclicality, international accounting standards, earnings smoothing, macroprudential policy

12.

Sovereign Credit Default Swaps

BIS Quarterly Review, December 2003
Number of pages: 10 Posted: 01 May 2012
Frank Packer and Chamaree Suthiphongchai
Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 647 (79,749)

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13.

Contractual Terms and CDS Pricing

BIS Quarterly Review, 2005
Number of pages: 12 Posted: 21 May 2012 Last Revised: 29 Sep 2013
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 512 (106,850)
Citation 7

Abstract:

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14.

Issues and Developments in Loan Loss Provisioning: The Case of Asia

BIS Quarterly Review December 2009
Number of pages: 15 Posted: 08 Aug 2012
Bank of Thailand, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 506 (108,425)
Citation 1

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Local Currency Bond Markets and the Asian Bond Fund 2 Initiative

BIS Paper No. 63f
Number of pages: 27 Posted: 15 Feb 2012 Last Revised: 05 Oct 2013
affiliation not provided to SSRN, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 229 (254,953)

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Bond markets, yield curve, derivatives, market liquidity

16.

Assessing New Perspectives on Country Risk

BIS Quarterly Review, December 2004
Number of pages: 20 Posted: 14 May 2012 Last Revised: 29 Sep 2013
Claudio E. V. Borio and Frank Packer
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 432 (130,846)
Citation 1

Abstract:

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17.

Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-08

BIS Working Paper No. 267
Number of pages: 22 Posted: 27 Jan 2009
Naohiko Baba and Frank Packer
Bank of Japan - Financial Markets Department and Bank for International Settlements (BIS)
Downloads 383 (150,069)
Citation 58

Abstract:

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FX swap, covered interest parity, financial market turmoil, counterparty risk, dollar swap lines, dollar term auction facility

18.

FX and Derivatives Markets in Emerging Economies and the Internationalisation of Their Currencies

BIS Quarterly Review, December 2013
Number of pages: 14 Posted: 28 Apr 2014
Torsten Ehlers and Frank Packer
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 351 (165,197)
Citation 8

Abstract:

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19.

From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers

BIS Working Paper No. 285
Number of pages: 40 Posted: 20 Aug 2009
Naohiko Baba and Frank Packer
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 346 (167,811)
Citation 66

Abstract:

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FX swap, covered interest parity, financial market turmoil, counterparty risk, US dollar swap lines, term auction facility, central bank cooperation, Lehman bankruptcy

20.

Why Do Firms Issue Abroad? Lessons from Onshore and Offshore Corporate Bond Finance in Asian Emerging Markets

BIS Working Paper No. 401
Number of pages: 51 Posted: 12 Apr 2013
University of Nottingham, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and University of Glasgow
Downloads 342 (169,909)

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bond financing, offshore markets, derivatives, capital structure, emerging markets, market depth, Asian bond markets

21.

Sovereign Ratings of Advanced and Emerging Economies after the Crisis

BIS Quarterly Review December 2015
Number of pages: 15 Posted: 08 Dec 2015
Marlene Amstad, Marlene Amstad and Frank Packer
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen and Bank for International Settlements (BIS)
Downloads 332 (175,476)
Citation 4

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22.

Credit Ratings of Domestic and Global Agencies: What Drives the Differences in China and How are They Priced?

BIS Working Paper No. 648
Number of pages: 36 Posted: 03 Jul 2017
Xianfeng Jiang and Frank Packer
The People's Bank of China (PBC) - Institute of Financial Research and Bank for International Settlements (BIS)
Downloads 331 (176,021)
Citation 1

Abstract:

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Credit ratings, split ratings, state-owned firms, Chinese bond markets

23.

The Pricing of Carbon Risk in Syndicated Loans: Which Risks Are Priced and Why?

Journal of Banking & Finance, Volume 136, 2022, 106180, https://doi.org/10.1016/j.jbankfin.2021.106180.
Number of pages: 29 Posted: 03 Jun 2021 Last Revised: 04 Apr 2022
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Swiss Finance InstituteUniversity Zurich
Downloads 324 (180,093)
Citation 74

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environmental policy, climate policy risk, transition risk, loan pricing

To Err is Human: Rating Agencies and the Interwar Foreign Government Debt Crisis

BIS Working Paper No. 335
Number of pages: 46 Posted: 06 Jun 2011
Marc Flandreau, Norbert Gaillard and Frank Packer
Centre for Economic Policy Research (CEPR), NG Consulting and Bank for International Settlements (BIS)
Downloads 194 (297,782)
Citation 5

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sovereign credit ratings, Great Depression, financial crisis, international bond markets

To Err is Human: Rating Agencies and the Interwar Foreign Government Debt Crisis

BIS Working Paper No. 335
Number of pages: 46 Posted: 13 Jan 2011
Marc Flandreau, Norbert Gaillard and Frank Packer
Centre for Economic Policy Research (CEPR), NG Consulting and Bank for International Settlements (BIS)
Downloads 123 (437,381)
Citation 6

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sovereign credit ratings, Great Depression, financial crisis, international bond markets

25.

Private Matters

BIS Working Paper No. 266
Number of pages: 36 Posted: 27 Jan 2009
Jean Helwege and Frank Packer
UC Riverside and Bank for International Settlements (BIS)
Downloads 316 (184,818)
Citation 3

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Private firms, IPO, initial public offering, private benefits of control, private firms, family firms, inside ownership, board composition, private equity, venture capital

26.

The Samurai Bond Market

Current Issues in Economics and Finance Vol. 3, No. 8, June 1997
Number of pages: 6 Posted: 11 Jul 2007
Frank Packer and Elizabeth Reynolds
Bank for International Settlements (BIS) and Independent
Downloads 290 (202,401)

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Samurai Bond Market, issuance

27.

Institutional Affiliation and the Role of Venture Capital: Evidence from Initial Public Offerings in Japan

FRB of New York Staff Report No. 52
Number of pages: 50 Posted: 15 Oct 2006
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of Florida - Department of Finance, Insurance and Real Estate and Bank for International Settlements (BIS)
Downloads 280 (209,824)
Citation 21

Abstract:

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28.

Credit Risk in Japan's Corporate Bond Market

Current Issues in Economics and Finance Vol. 5, No. 15, November 1999
Number of pages: 6 Posted: 26 Jun 2007
Frank Packer
Bank for International Settlements (BIS)
Downloads 233 (251,720)
Citation 3

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corporate bonds, credit risk, keiretsu, yield spreads, Japanese economy

29.

A taxonomy of sustainable finance taxonomies

BIS Papers No 118
Number of pages: 30 Posted: 18 Nov 2021
Torsten Ehlers, Diwen Gao and Frank Packer
Bank for International Settlements (BIS), University of Bristol Business School and Bank for International Settlements (BIS)
Downloads 221 (264,748)
Citation 22

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green finance, sustainable finance, taxonomies, transition risk, Paris accord, greenwashing, certification, verification

30.

Measuring Corporate Bond Liquidity in Emerging Market Economies: Price- vs Quantity-Based Measures

BIS Paper No. 102e
Number of pages: 18 Posted: 22 May 2019
Allaudeen Hameed, Jean Helwege, Ran Li and Frank Packer
National University of Singapore (NUS) - Department of Finance, UC Riverside, World Bank and Bank for International Settlements (BIS)
Downloads 200 (290,274)
Citation 3

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corporate bonds, bond liquidity, Islamic and conventional bonds, Malaysia

31.

Interpreting Deviations from Covered Interest Parity During the Financial Market Turmoil of 2007-08

Number of pages: 40 Posted: 03 Feb 2009
Naohiko Baba and Frank Packer
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 173 (330,722)
Citation 1

Abstract:

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FX swap, covered interest parity, financial market turmoil, counterparty risk, dollar swap lines, dollar term auction facility

32.

Corporate Leverage in Emerging Asia

BIS Paper No. 91c
Number of pages: 30 Posted: 29 Apr 2017
Vidhan K. Goyal and Frank Packer
Hong Kong University of Science and Technology and Bank for International Settlements (BIS)
Downloads 164 (346,427)

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corporate finance, capital structure, leverage

33.

Mind the Gap: Domestic Versus Foreign Currency Sovereign Ratings

BIS Quarterly Review, September 2003
Number of pages: 10 Posted: 26 Apr 2012
Frank Packer
Bank for International Settlements (BIS)
Downloads 124 (432,958)
Citation 2

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34.

Development and Functioning of FX Markets in Asia and the Pacific

BIS Paper No. 82e
Number of pages: 58 Posted: 19 Oct 2015
Richard M. Levich and Frank Packer
New York University (NYU) - Department of Finance and Bank for International Settlements (BIS)
Downloads 118 (449,511)

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35.

Information Governance in Sustainable Finance

Number of pages: 29 Posted: 02 Jan 2023
Sirio Aramonte and Frank Packer
Federal Reserve Board of Governors and Bank for International Settlements (BIS)
Downloads 104 (493,235)

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Sustainable finance, disclosures, ratings, governance

36.

The Effects of a Central Bank's Inflation Forecasts on Private Sector Forecasts: Recent Evidence from Japan

BIS Working Paper No. 585
Number of pages: 31 Posted: 04 Oct 2016
Hitotsubashi University, Hong Kong Monetary Authority, Bank for International Settlements (BIS) and Hitotsubashi University - Graduate School of Economics
Downloads 97 (517,020)
Citation 1

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central bank communication, Bank of Japan, inflation forecast, inflation targeting

37.

Does Sovereign Risk in Local and Foreign Currency Differ?

BIS Working Paper No. 709
Number of pages: 38 Posted: 26 Mar 2018
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 91 (538,832)
Citation 1

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sovereign risk, local currency debt, foreign currency debt, credit ratings

38.

The Impact of Regime Change on the Influence of the Central Bank’s Inflation Forecasts: Evidence From Japan’s Shift to Inflation Targeting

International Journal of Central Banking, Forthcoming.
Number of pages: 25 Posted: 27 Jan 2021
Hitotsubashi University, affiliation not provided to SSRN, Bank for International Settlements (BIS) and Hitotsubashi University - Graduate School of Economics
Downloads 63 (662,381)

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central bank communication, inflation forecast, inflation targeting

Sovereign Green Bonds: A Catalyst for Sustainable Debt Market Development?

IMF Working Paper No. 2024/120
Number of pages: 29 Posted: 12 Jul 2024
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and International Monetary Fund (IMF)
Downloads 29 (921,461)

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Green bonds, sustainable bonds, sovereign debt, taxonomies, green verification, bond market development

Sovereign Green Bonds: A Catalyst for Sustainable Debt Market Development?

Number of pages: 29 Posted: 28 Jun 2024
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and International Monetary Fund (IMF)
Downloads 20 (1,014,710)

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JEL Classification Numbers: H63, O16, Q01, Q50 Green bonds, sustainable bonds, sovereign debt, taxonomies, green verification, bond market development

40.

Foreword to: Expanding the Boundaries of Monetary Policy in Asia and the Pacific

BIS Paper No. 88 (Foreword)
Number of pages: 4 Posted: 02 Nov 2016
Frank Packer and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 28 (904,206)

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41.

Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities

CEPR Discussion Paper No. DP7328
Number of pages: 51 Posted: 15 Jul 2009
Marc Flandreau, Norbert Gaillard and Frank Packer
Centre for Economic Policy Research (CEPR), NG Consulting and Bank for International Settlements (BIS)
Downloads 8 (1,112,014)
Citation 1
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Abstract:

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great depression, Rating agencies regulatory licence, sovereign debt

42.

The Decision to Go Public: Evidence from Corporate Bond Issuers

Dice Center Working Paper No. 2001-12
Posted: 23 Aug 2001
Jean Helwege and Frank Packer
UC Riverside and Bank for International Settlements (BIS)

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43.

Multiple Ratings and Credit Standards: Differences of Opinion in the Credit Rating Industry

Federal Reserve Bank of New York Staff Reports, April 1996, No. 12
Posted: 26 Dec 1998
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)

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44.

Sovereign Risk Assessment and Agency Credit Ratings

Europen Financial Management Journal, Vol. 2, No. 2
Posted: 20 Nov 1996
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)

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