BIS Quarterly Review

2003 - 2008

Edited by Frank Packer

from Bank for International Settlements
Contact information at EDIRC.
Series data maintained by Timo Laurmaa ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2008

Asian banks and the international interbank market

Robert N McCauley and Jenz Zukunft

Credit derivatives an structured creit: the nascant markets of Asia and the Pacific

Eli M Remolona and Ilhyock Shim

Managing international reserves: how does diversification affect financial costs?

Srichander Ramaswamy

International banking activity amidst the turmoil

Patrick McGuire and Goetz von Peter

Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures

Ingo Fender, Nikola Tarashev and Haibin Zhu

The spillover of money market turbulence to FX swap and cross-currency swap markets

Naohiko Baba, Frank Packer and Teppei Nagano

Interbank rate fixings during the recent turmoil

Jacob Gyntelberg and Philip Wooldridge

What drives interbank rates? Evidence from the Libor panel

François-Louis Michaud and Christian Upper

Monetary operations and the financial turmoil

Claudio Borio and William Nelson

2007

Changing post-trading arrangements for OTC derivatives

Elisabeth Ledrut and Christian Upper

Risk in carry trades: a look at target currencies in Asia and the Pacific

Jacob Gyntelberg and Eli M Remolona

What drives the growth in FX activity? Interpreting the 2007 triennial survey

Gabriele Galati and Alexandra Heath

International banking with the euro

Patrick McGuire and Nikola Tarashev

International banking centres: a network perspective

Goetz von Peter

Corporate financial restructuring in Asia: implications for financial stability

Michael Pomerleano

Securitisation in Latin America

Michela Scatigna and Camilo Ernesto Tovar

Global and regional financial integration: progress in emerging markets

Alicia Garcia-Herrero and Philip Wooldridge

The covered bond market

Frank Packer, Ryan Stever and Christian Upper

Evidence of carry trade activity

Gabriele Galati, Alexandra Heath and Patrick McGuire

The search for liquidity in the Brazilian domestic government bond market

André Amante, Márcio Araujo and Serge Jeanneau

Recent episodes of credit card distress in Asia

Tae Soo Kang and Guonan Ma

The BIS statistics on payments and settlements

Elisabeth Ledrut

The bond market term premium: what is it, and how can we measure it?

Don H Kim and Athanasios Orphanides

Measuring portfolio credit risk: modelling versus calibration errors

Nikola Tarashev and Haibin Zhu

Economic derivatives

Blaise Gadanecz, Richhild Moessner and Christian Upper

Financial investors and commodity markets

Dietrich Domanski and Alexandra Heath

Exchange rates and global volatility: implications for Asia-Pacific currencies

John Cairns, Corrinne Ho and Robert Neil Mccauley

Interpreting sovereign spreads

Eli M Remolona, Michela Scatigna and Eliza Wu

2006

The role of government-supported housing finance agencies in Asia

Eric Chan, Michael Davies and Jacob Gyntelberg

The structure of housing finance markets and house prices in Asia

Haibin Zhu

Internationalising a currency: the case of the Australian dollar

Robert Neil Mccauley

Tracking international bank flows

Patrick McGuire and Nikola Tarashev

Derivatives activity and monetary policy

Christian Upper

Forward currency markets in Asia: lessons from the Australian experience

Guy Debelle, Jacob Gyntelberg and Michael Plumb

Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?

M S Mohanty and Philip Turner

The changing composition of official reserves

Philip D Wooldridge

Securitisation in Asia and the Pacific: implications for liquidity and credit risks

Jacob Gyntelberg and Eli M Remolona

Domestic bond markets in Latin America: achievements and challenges

Serge Jeanneau and Camilo Ernesto Tovar

Risk premia across asset markets: information from option prices

Nikola Tarashev and Kostas Tsatsaronis

Basket weaving: the euromarket experience with basket currency bonds

Clifford R Dammers and Robert Neil Mccauley

Prime or not so prime? An exploration of US housing finance in the new century

Allen Frankel

The new BIS effective exchange rate indices

Marc Klau and San Sau Fung

2005

Reducing financial vulnerability: the development of the domestic government bond market in Mexico

Serge Jeanneau and Carlos Perez Verdia

Corporate bond markets in Asia

Jacob Gyntelberg, Guonan Ma and Eli M Remolona

Foreign banks in emerging market economies: changing players, changing issues

Dietrich Domanski

Risk aversion and risk premia in the CDS market

Jeffery D Amato

Structural models of default: lessons from firm-level data

Nikola Tarashev

The rise and fall of US dollar interest rate volatility: evidence from swaptions

Fabio Fornari

The BIS consolidated banking statistics: structure, uses and recent enhancements

Patrick McGuire and Philip Wooldridge

Distinguishing global dollar reserves from official holdings in the United States

Robert Neil Mccauley

Opening markets through a regional bond fund: lessons from ABF2

Guonan Ma and Eli M Remolona

Structured finance: complexity, risk and the use of ratings

Ingo Fender and Janet Mitchell

Currency choice in international bond issuance

Benjamin H Cohen

Contractual terms and CDS pricing

Franck Packer and Haibin Zhu

CDS index tranches and the pricing of credit risk correlations

Jeffery D Amato and Jacob Gyntelberg

Time-varying exposures and leverage in hedge funds

Patrick McGuire, Eli Remolona and Kostas Tsatsaronis

Trading Asian currencies

Corrinne Ho, Guonan Ma and Robert Neil Mccauley