Patrick McGuire

Bank for International Settlements (BIS)

CH-4002 Basel, Basel-Stadt

Switzerland

SCHOLARLY PAPERS

38

DOWNLOADS
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CITATIONS
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Top 1,722

in Total Papers Citations

322

Scholarly Papers (38)

1.

Dollar Appreciation in 2008: Safe Haven, Carry Trades, Dollar Shortage and Overhedging

BIS Quarterly Review December 2009
Number of pages: 9 Posted: 07 Aug 2012
Robert N. McCauley and Patrick McGuire
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 529 (22,308)
Citation 17

Abstract:

2.

Estimating Hedge Fund Leverage

BIS Working Paper No. 260
Number of pages: 41 Posted: 27 Jan 2009
Patrick McGuire and Kostas Tsatsaronis
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 393 (53,255)
Citation 9

Abstract:

hedge funds, systemic risk, leverage, style analysis

3.

The Architecture of Global Banking: From International to Multinational?

BIS Quarterly Review, March 2010
Number of pages: 13 Posted: 09 Aug 2012
Robert N. McCauley, Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 360 (54,517)
Citation 14

Abstract:

4.

Common Factors in Emerging Market Spreads

BIS Quarterly Review, December 2003
Number of pages: 14 Posted: 30 Apr 2012
Patrick McGuire and Martijn A. Schrijvers
Bank for International Settlements (BIS) and Independent
Downloads 269 (73,441)
Citation 18

Abstract:

5.

The US Dollar Shortage in Global Banking and the International Policy Response

BIS Working Paper No. 291
Number of pages: 32 Posted: 21 Oct 2009
Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 256 (93,528)
Citation 37

Abstract:

international banking, financial crises, funding risk, US dollar shortage, central bank swap lines

6.

Systemic Risk in Global Banking: What Can Available Data Tell Us and What More Data are Needed?

BIS Working Paper No. 376
Number of pages: 26 Posted: 12 Apr 2012
Eugenio Cerutti, Stijn Claessens and Patrick McGuire
Johns Hopkins University, Board of Governors of the Federal Reserve System (FRB) and Bank for International Settlements (BIS)
Downloads 233 (94,705)
Citation 5

Abstract:

systemic risks, banking system, international, contagion, vulnerabilities

7.

Toward a Global Risk Map

BIS Working Paper No. 309
Number of pages: 27 Posted: 28 Jun 2010
Stephen G. Cecchetti, Ingo Fender and Patrick McGuire
Brandeis International Business School, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 197 (108,266)
Citation 6

Abstract:

Risk Map, International Banking, Financial Crises, Yen Carry Trade, Funding Risk

8.

The US Dollar Shortage in Global Banking

BIS Quarterly Review, March 2009
Number of pages: 17 Posted: 26 Jul 2012
Bank for International Settlements (BIS), Bank for International Settlements - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 192 (117,768)
Citation 64

Abstract:

9.

Global Monitoring with the BIS International Banking Statistics

BIS Working Paper No. 244
Number of pages: 29 Posted: 16 Apr 2008
Patrick McGuire and Nikola A. Tarashev
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 189 (119,951)
Citation 9

Abstract:

international banking, foreign exposures, offshore centres, stress testing, petrodollars, Asian surplus

10.

Bank Structure, Funding Risk and the Transmission of Shocks Across Countries: Concepts and Measurement

BIS Quarterly Review, September 2010
Number of pages: 17 Posted: 20 Aug 2012
Ingo Fender and Patrick McGuire
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 176 (103,145)
Citation 8

Abstract:

Bank Ties and Bond Market Access: Evidence on Investment-Cash Flow Sensitivity in Japan

BIS Working Paper No. 151
Number of pages: 52 Posted: 20 Sep 2007
Patrick McGuire
Bank for International Settlements (BIS)
Downloads 121 (185,025)
Citation 4

Abstract:

Bank Ties and Bond Market Access: Evidence on Investment-Cash Flow Sensitivity in Japan

NBER Working Paper No. w9644
Number of pages: 59 Posted: 26 Apr 2003
Patrick McGuire
Bank for International Settlements (BIS)
Downloads 26 (406,762)
Citation 4

Abstract:

Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data are Needed?

IMF Working Paper No. 11/222
Number of pages: 27 Posted: 28 Sep 2011
Eugenio Cerutti, Stijn Claessens and Patrick McGuire
Johns Hopkins University, Board of Governors of the Federal Reserve System (FRB) and Bank for International Settlements (BIS)
Downloads 135 (169,766)
Citation 5

Abstract:

Bank credit, Banking systems, Credit risk, Data collection, Financial risk, International banking, International financial system

Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data are Needed?

NBER Working Paper No. w18531
Number of pages: 27 Posted: 11 Nov 2012
Eugenio Cerutti, Stijn Claessens and Patrick McGuire
Johns Hopkins University, Board of Governors of the Federal Reserve System (FRB) and Bank for International Settlements (BIS)
Downloads 2 (539,629)
Citation 5

Abstract:

13.

Interpreting TARGET2 Balances

BIS Working Paper No. 393
Number of pages: 23 Posted: 05 Jan 2013
Brandeis International Business School, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 131 (127,028)

Abstract:

payment system, financial crisis, monetary policy, international lending

14.

Global Credit and Domestic Credit Booms

BIS Quarterly Review, September 2011
Number of pages: 15 Posted: 03 Sep 2012 Last Revised: 29 Sep 2013
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 124 (133,008)
Citation 6

Abstract:

15.

Assessing Global Liquidity

BIS Quarterly Review, December 2011
Number of pages: 15 Posted: 07 Sep 2012
Dietrich Domanski, Ingo Fender and Patrick McGuire
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 123 (141,517)
Citation 1

Abstract:

16.

European Banks' US Dollar Funding Pressures

BIS Quarterly Review, June 2010
Number of pages: 8 Posted: 16 Aug 2012
Ingo Fender and Patrick McGuire
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 115 (168,308)
Citation 4

Abstract:

17.

Global Dollar Credit: Links to US Monetary Policy and Leverage

BIS Working Paper No. 483
Number of pages: 36 Posted: 22 Jan 2015
Robert N. McCauley, Patrick McGuire and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 101 (180,938)

Abstract:

US dollar, offshore credit, interest rate differentials, leverage, bond fund flows, policy rates, term premium, unconventional monetary policy

18.

Rapid Credit Growth and International Credit: Challenges for Asia

BIS Working Paper No. 377
Number of pages: 28 Posted: 19 Apr 2012
Stefan Avdjiev, Robert N. McCauley and Patrick McGuire
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 101 (162,620)
Citation 1

Abstract:

international credit, credit booms, cross-border lending, emerging markets

The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets

BIS Working Paper No. 590
Number of pages: 64 Posted: 28 Oct 2016
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 66 (275,750)

Abstract:

Covered interest parity, FX swaps, currency basis, limits to arbitrage, US dollar funding, currency hedging

The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets

BIS Working Papers No 590
Number of pages: 70 Posted: 02 Feb 2017
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 19 (445,198)

Abstract:

Covered interest parity, FX swaps, currency basis, limits to arbitrage, US dollar

20.

Twin Peaks in Equity and Housing Prices?

BIS Quarterly Review, March 2004
Number of pages: 16 Posted: 19 Oct 2009 Last Revised: 09 Mar 2012
Claudio E. V. Borio and Patrick McGuire
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 76 (192,793)
Citation 29

Abstract:

housing prices, asset bubbles

21.

Bank Health and Lending to Emerging Markets

BIS Quarterly Review, December 2008
Number of pages: 14 Posted: 23 Jul 2012 Last Revised: 29 Sep 2013
Patrick McGuire and Nikola A. Tarashev
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 67 (186,721)
Citation 12

Abstract:

Emerging markets, international banking, financial crisis, foreign bank participation

22.

Bank Ties and Firm Performance in Japan: Some Evidence Since FY2002

BIS Working Paper No. 272
Number of pages: 50 Posted: 29 Jul 2009
Patrick McGuire
Bank for International Settlements (BIS)
Downloads 50 (296,128)
Citation 2

Abstract:

Cross-Shareholding, Main Bank, Japanese Banks, Firm Performance

23.

Time Varying Exposures and Leverage in Hedge Funds

BIS Quarterly Review, March 2005
Number of pages: 14 Posted: 19 Oct 2009 Last Revised: 09 Mar 2012
Patrick McGuire, Eli M. Remolona and Kostas Tsatsaronis
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 44 (259,848)
Citation 12

Abstract:

hedge funds, leverage, style analysis

24.

The BIS Consolidated Banking Statistics: Structure, Uses and Recent Enhancements

BIS Quarterly Review, September 2005
Number of pages: 14 Posted: 26 May 2012 Last Revised: 29 Sep 2013
Patrick McGuire and Philip D. Wooldridge
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 38 (301,316)
Citation 13

Abstract:

International banking, BIS banking statistics, country risk, transfer risk

25.

Evidence of Carry Trade Activity

BIS Quarterly Review, September 2007
Number of pages: 15 Posted: 28 Jun 2012 Last Revised: 29 Sep 2013
Alexandra Heath, Gabriele Galati and Patrick McGuire
Reserve Bank of Australia - Economic Research, De Nederlandsche Bank and Bank for International Settlements (BIS)
Downloads 37 (150,900)
Citation 29

Abstract:

carry trade, BIS banking statistics

26.

Tracking International Bank Flows

BIS Quarterly Review, December 2006
Number of pages: 14 Posted: 14 Jun 2012 Last Revised: 29 Sep 2013
Patrick McGuire and Nikola A. Tarashev
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 33 (329,561)
Citation 6

Abstract:

International banking, international capital flows, global imbalances

27.

The 2011 FDIC Assessment on Banks Managed Liabilities: Interest Rate and Balance-Sheet Responses

BIS Working Paper No. 413
Number of pages: 32 Posted: 20 Jun 2013
Lawrence Kreicher, Robert N. McCauley and Patrick McGuire
Dartmouth College, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 30 (332,679)

Abstract:

deposit insurance, reserve balances, money markets, federal funds, repo, eurodollars, wholesale funding, flow of funds, large-scale asset purchases, Dodd-Frank

28.

Non-US Banks' Claims on the Federal Reserve

BIS Quarterly Review March 2014
Number of pages: 10 Posted: 23 Jun 2014
Robert N. McCauley and Patrick McGuire
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 25 (352,101)

Abstract:

29.

A Shift in London's Eurodollar Market

BIS Quarterly Review, September 2004
Number of pages: 12 Posted: 12 May 2012 Last Revised: 29 Sep 2013
Patrick McGuire
Bank for International Settlements (BIS)
Downloads 22 (370,127)
Citation 3

Abstract:

International banking, international banking centres

30.

Enhanced Data to Analyse International Banking

BIS Quarterly Review September 2015
Number of pages: 16 Posted: 18 Sep 2015
Stefan Avdjiev, Patrick McGuire and Philip D. Wooldridge
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 21 (335,737)

Abstract:

31.

The Social Value of Policy Signals

BIS Working Paper No. 386
Number of pages: 37 Posted: 02 Oct 2012
Stefan Avdjiev, Patrick McGuire and Nikola A. Tarashev
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 16 (424,945)

Abstract:

optimal disclosure, endogenous public signal, strategic complementarity, private information

32.

International Banking Activity Amidst the Turmoil

BIS Quarterly Review, June 2008
Number of pages: 13 Posted: 13 Jul 2012 Last Revised: 29 Sep 2013
Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 13 (445,222)
Citation 5

Abstract:

Financial crisis, funding risk, international banking

33.

International Banking with the Euro

BIS Quarterly Review, December 2007
Number of pages: 15 Posted: 04 Jul 2012 Last Revised: 29 Sep 2013
Patrick McGuire and Nikola A. Tarashev
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 9 (440,194)
Citation 2

Abstract:

International banking, introduction of the euro, banking integration, euro lending

34.

International Prudential Policy Spillovers: A Global Perspective

BIS Working Paper No. 589
Number of pages: 28 Posted: 28 Oct 2016
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 0 (435,059)

Abstract:

International banking, macroprudential measures, spillovers

35.

Covered Interest Parity Lost: Understanding the Cross-Currency Basis

BIS Quarterly Review September 2016
Number of pages: 20 Posted: 05 Oct 2016
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (189,116)

Abstract:

36.

The Resilience of Banks' International Operations

BIS Quarterly Review March 2016
Number of pages: 14 Posted: 09 Mar 2016
Patrick McGuire and Goetz von Peter
Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 0 (359,036)

Abstract:

37.

Dollar Credit to Emerging Market Economies

BIS Quarterly Review December 2015
Number of pages: 15 Posted: 08 Dec 2015
Robert N. McCauley, Patrick McGuire and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (242,386)

Abstract:

38.

After the Global Financial Crisis: From International to Multinational Banking?

Journal of Economics and Business, Vol. 64, No. 1, February 2012
Posted: 26 May 2013
Goetz von Peter, Robert N. McCauley and Patrick McGuire
Bank for International Settlements - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Abstract:

Multinational banking, Global banks, Local operations, Regulatory reform, Basel III, Liquidity regulation