Cathérine Koch

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

17

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1,461

SSRN CITATIONS
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Top 9,087

in Total Papers Citations

25

CROSSREF CITATIONS

79

Scholarly Papers (17)

1.

The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment

BIS Working Paper No. 695
Number of pages: 43 Posted: 31 Jan 2018
Bank for International Settlements (BIS), American University - Department of Finance and Real Estate, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 338 (88,364)
Citation 2

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financial channel, exchange rates, cross-border bank lending, real investment

2.

The Dollar, Bank Leverage and the Deviation from Covered Interest Parity

BIS Working Paper No. 592
Number of pages: 43 Posted: 16 Nov 2016
Stefan Avdjiev, Wenxin Du, Cathérine Koch and Hyun Song Shin
Bank for International Settlements (BIS), University of Chicago Booth School of Business, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 247 (123,661)
Citation 1

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exchange rates, bank leverage, cross-currency basis

3.

Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Countercyclical Capital Buffer (CCB)

BIS Working Paper No. 511
Number of pages: 58 Posted: 02 Sep 2015
Christoph Carl Basten and Cathérine Koch
University of Zurich, Department of Banking and Finance and Bank for International Settlements (BIS)
Downloads 245 (125,220)

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banks, macroprudential policy, capital requirements, mortgage pricing

Margins of International Banking: Is There a Productivity Pecking Order in Banking, Too?

CESifo Working Paper Series No. 2891
Number of pages: 49 Posted: 10 Jan 2010
Claudia M. Buch, Cathérine Koch and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 120 (233,919)

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5.

Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer

University of Zurich, Department of Economics, Working Paper No. 169
Number of pages: 60 Posted: 30 Jul 2014
Christoph Carl Basten and Cathérine Koch
University of Zurich, Department of Banking and Finance and Bank for International Settlements (BIS)
Downloads 109 (249,719)
Citation 14

Abstract:

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bank lending, mortgage market

6.

The Causal Effect of House Prices on Mortgage Demand and Mortgage Supply

University of Zurich, Department of Economics, Working Paper No. 140
Number of pages: 51 Posted: 20 Feb 2014
Christoph Carl Basten and Cathérine Koch
University of Zurich, Department of Banking and Finance and Bank for International Settlements (BIS)
Downloads 85 (294,059)
Citation 10

Abstract:

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House prices, mortgage demand, mortgage supply, instrumental variables

7.

How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market

CESifo Working Paper Series No. 6649
Number of pages: 40 Posted: 27 Sep 2017
Christoph Carl Basten, Benjamin Guin and Cathérine Koch
University of Zurich, Department of Banking and Finance, Bank of England and Bank for International Settlements (BIS)
Downloads 51 (384,848)

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Fixed-Rate Mortgage (FRM), Adjustable-Rate Mortgage (ARM), fixation period, maturity mismatch, interest rate risk, credit risk, duration

8.

Crises and Rescues: Liquidity Transmission Through International Banks

BIS Working Paper No. 576
Number of pages: 36 Posted: 26 Aug 2016
Claudia M. Buch, Cathérine Koch and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 48 (395,023)
Citation 1

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Term Auction Facility, international banking, liquidity shock, bank funding structure, ABCP exposure

9.

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 47 (398,454)

Abstract:

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International banking, macroprudential measures, spillovers

Crises, Rescues, and Policy Transmission Through International Banks

Deutsche Bundesbank Discussion Paper Series 1: 15/2011
Number of pages: 44 Posted: 04 Jan 2013
Claudia M. Buch, Cathérine Koch and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 34 (459,736)
Citation 8

Abstract:

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Cross-border banking, financial crisis, government support, Term Auction Facility

Crises, Rescues, and Policy Transmission Through International Banks

Bundesbank Series 1 Discussion Paper No. 2011,15
Number of pages: 44 Posted: 08 Jun 2016
Claudia M. Buch, Cathérine Koch and Michael Koetter
Deutsche Bundesbank, Bank for International Settlements (BIS) and Halle Institute for Economic Research
Downloads 10 (606,850)

Abstract:

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Cross-border banking, financial crisis, government support, Term Auction Facility

11.

The Causal Effect of House Prices on Mortgage Demand and Mortgage Supply: Evidence from Switzerland

BIS Working Paper No. 555
Number of pages: 52 Posted: 08 Apr 2016
Christoph Carl Basten and Cathérine Koch
University of Zurich, Department of Banking and Finance and Bank for International Settlements (BIS)
Downloads 36 (440,578)

Abstract:

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House prices, mortgage demand, mortgage supply, IV

Transmission of Monetary Policy Through Global Banks: Whose Policy Matters?

BIS Working Paper No. 737
Number of pages: 43 Posted: 23 Aug 2018
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 26 (502,064)
Citation 3

Abstract:

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International banking, dollar lending, global funding currency, monetary policy transmission, international spillovers

Transmission of Monetary Policy Through Global Banks: Whose Policy Matters?

Journal of International Money and Finance, Vol 89, December 2018 DOI/10.1016/j.jimonfin.2018.08.013
Posted: 09 Apr 2019
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis

Abstract:

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International banking; Currencies; Monetary policy transmission; International spillovers

13.

Common Lenders in Emerging Asia: Their Changing Roles in Three Crises

BIS Quarterly Review, March 2018
Number of pages: 12 Posted: 13 Mar 2018
Cathérine Koch and Eli M. Remolona
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 17 (539,501)

Abstract:

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14.

How Do Banks and Households Manage Interest Rate Risk? Evidence from Mortgage Applications and Banks’ Responses

Bank of England Working Paper No. 733
Number of pages: 50 Posted: 08 Jun 2018
Christoph Basten, Benjamin Guin and Cathérine Koch
University of Zurich, Bank of England and Bank for International Settlements (BIS)
Downloads 15 (551,276)

Abstract:

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Interest rate risk, credit risk, maturity mismatch, duration, fixation period, repricing frequency, fixed-rate mortgage, adjustable rate mortgage

15.

The Growing Footprint of EME Banks in the International Banking System

BIS Quarterly Review December 2018
Number of pages: 11 Posted: 29 Jan 2019
Eugenio Cerutti, Cathérine Koch and Swapan-Kumar Pradhan
International Monetary Fund (IMF), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 12 (569,803)
Citation 2

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16.

The Demand and Supply of Mortgage Fixation Periods. Managing Interest Rate Risk and Credit Risk in a Low Rate Environment

Number of pages: 62 Posted: 21 Jan 2017
Benjamin Guin, Christoph Carl Basten and Cathérine Koch
Bank of England, University of Zurich, Department of Banking and Finance and Bank for International Settlements (BIS)
Downloads 11 (575,958)

Abstract:

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Interest Rate Risk, Credit Risk, Mortgages, Fixation Period

17.

Risky Adjustments or Adjustments to Risks: Decomposing Bank Leverage

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 61 Posted: 20 Feb 2013
Cathérine Koch
Bank for International Settlements (BIS)
Downloads 10 (582,289)

Abstract:

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banking crisis, leverage, funding shock, cointegration