Details about Iñaki Aldasoro

Access statistics for papers by Iñaki Aldasoro.

Last updated 2021-12-16. Update your information in the RePEc Author Service.

Short-id: pal621

Working Papers

2021

1. Asset managers, market liquidity and bank regulation
   BIS Working Papers, Bank for International Settlements View citations (1)
2. Covid-19 and cyber risk in the financial sector
   BIS Bulletins, Bank for International Settlements

2020

3. Central bank swap lines and cross-border bank flows
   BIS Bulletins, Bank for International Settlements
4. Contagion Accounting
   BIS Working Papers, Bank for International Settlements
   Also in Bank of England working papers, Bank of England (2020)
   Working Paper Series, European Central Bank (2020)
5. Effects of Covid-19 on the banking sector: the market's assessment
   BIS Bulletins, Bank for International Settlements View citations (10)
6. Global and domestic financial cycles: variations on a theme
   BIS Working Papers, Bank for International Settlements
7. Global banks' dollar funding needs and central bank swap lines
   BIS Bulletins, Bank for International Settlements View citations (7)
8. Operational and cyber risks in the financial sector
   BIS Working Papers, Bank for International Settlements
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
9. The Janus Face of bank geographic complexity
   BIS Working Papers, Bank for International Settlements View citations (3)
   See also Journal Article in Journal of Banking & Finance (2022)
10. The drivers of cyber risk
    BIS Working Papers, Bank for International Settlements View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
11. The macro-financial effects of international bank lending on emerging markets
    BIS Working Papers, Bank for International Settlements View citations (1)

2019

12. Spillovers of funding dry ups
    BIS Working Papers, Bank for International Settlements View citations (2)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2019)

2018

13. Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea
    BIS Working Papers, Bank for International Settlements
14. Business models and dollar funding of global banks
    BIS Working Papers, Bank for International Settlements View citations (16)

2017

15. External financing and economic activity in the euro area - why are bank loans special?
    BIS Working Papers, Bank for International Settlements View citations (5)
    Also in Discussion Papers, Deutsche Bundesbank (2017) View citations (7)
16. Multiplex interbank networks and systemic importance - An application to European data
    BIS Working Papers, Bank for International Settlements View citations (4)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (8)
    ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (4)
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (8)
    Working Paper Series, European Central Bank (2016) View citations (4)
    See also Journal Article in Journal of Financial Stability (2018)
17. Syndicated loans and CDS positioning
    BIS Working Papers, Bank for International Settlements View citations (3)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (3)

2016

18. Bank networks: contagion, systemic risk and prudential policy
    BIS Working Papers, Bank for International Settlements View citations (3)
    Also in CESifo Working Paper Series, CESifo (2015) View citations (24)
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (24)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (28)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)
19. Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
    ESRB Occasional Paper Series, European Systemic Risk Board View citations (76)

2015

20. Systemic Loops and Liquidity Regulation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article in Journal of Financial Stability (2016)

2014

21. The fiscal compact and government debt: One law, multiple statistics
    SAFE Policy Letters, Leibniz Institute for Financial Research SAFE View citations (1)
22. Vertical Fiscal Imbalances and the Accumulation of Government Debt
    IMF Working Papers, International Monetary Fund View citations (8)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2014) View citations (6)

2013

23. Input-Output-based Measures of Systemic Importance
    MPRA Paper, University Library of Munich, Germany View citations (13)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2013) View citations (4)
    See also Journal Article in Quantitative Finance (2015)

2009

24. Inflation Differentials in the Euro Area and their Determinants ??? an empirical view
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan
25. Less aid proliferation and more donor coordination? The wide gap between words and deeds
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (24)

Journal Articles

2022

1. Bank solvency risk and funding cost interactions: Evidence from Korea
   Journal of Banking & Finance, 2022, 134, (C)
2. The Janus face of bank geographic complexity
   Journal of Banking & Finance, 2022, 134, (C) View citations (1)
   See also Working Paper (2020)

2021

3. Corporate debt: post-GFC through the pandemic
   BIS Quarterly Review, 2021
4. Dollar funding of non-US banks through Covid-19
   BIS Quarterly Review, 2021

2020

5. Cross-border links between banks and non-bank financial institutions
   BIS Quarterly Review, 2020 View citations (5)

2019

6. Concentration in cross-border banking
   BIS Quarterly Review, 2019 View citations (5)

2018

7. Early warning indicators of banking crises: expanding the family
   BIS Quarterly Review, 2018 View citations (40)
   Also in Journal of Financial Transformation, 2018, 48, 142-155 (2018) View citations (41)
8. Global liquidity: changing instrument and currency patterns
   BIS Quarterly Review, 2018 View citations (16)
9. Multiplex interbank networks and systemic importance: An application to European data
   Journal of Financial Stability, 2018, 35, (C), 17-37 View citations (24)
   See also Working Paper (2017)
10. The credit default swap market: what a difference a decade makes
    BIS Quarterly Review, 2018 View citations (19)
11. The geography of dollar funding of non-US banks
    BIS Quarterly Review, 2018 View citations (11)

2017

12. Bank networks: Contagion, systemic risk and prudential policy
    Journal of Economic Behavior & Organization, 2017, 142, (C), 164-188 View citations (25)
    See also Working Paper (2016)
13. Risk transfers in international banking
    BIS Quarterly Review, 2017

2016

14. Systemic loops and liquidity regulation
    Journal of Financial Stability, 2016, 27, (C), 1-16 View citations (17)
    See also Working Paper (2015)

2015

15. Input-output-based measures of systemic importance
    Quantitative Finance, 2015, 15, (4), 589-606 View citations (18)
    See also Working Paper (2013)