Details about Iñaki Aldasoro

Access statistics for papers by Iñaki Aldasoro.

Last updated 2023-06-07. Update your information in the RePEc Author Service.

Short-id: pal621

Working Papers

2023

1. Non-bank lending during crises
   BIS Working Papers, Bank for International Settlements
2. The tokenisation continuum
   BIS Bulletins, Bank for International Settlements

2021

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

2020

5. Central bank swap lines and cross-border bank flows
   BIS Bulletins, Bank for International Settlements
6. 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)
7. Effects of Covid-19 on the banking sector: the market's assessment
   BIS Bulletins, Bank for International Settlements View citations (10)
8. Global and domestic financial cycles: variations on a theme
   BIS Working Papers, Bank for International Settlements
9. Global banks' dollar funding needs and central bank swap lines
   BIS Bulletins, Bank for International Settlements View citations (13)
10. Operational and cyber risks in the financial sector
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in BIS Working Papers, Bank for International Settlements (2020) View citations (11)
11. 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)
12. The drivers of cyber risk
    BIS Working Papers, Bank for International Settlements View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (12)
    See also Journal Article in Journal of Financial Stability (2022)
13. The macro-financial effects of international bank lending on emerging markets
    BIS Working Papers, Bank for International Settlements View citations (2)
    See also Journal Article in Journal of International Economics (2023)

2019

14. Spillovers of funding dry ups
    BIS Working Papers, Bank for International Settlements View citations (3)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2019) View citations (1)
    See also Journal Article in Journal of International Economics (2022)

2018

15. Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea
    BIS Working Papers, Bank for International Settlements
16. Business models and dollar funding of global banks
    BIS Working Papers, Bank for International Settlements View citations (18)

2017

17. External financing and economic activity in the euro area - why are bank loans special?
    BIS Working Papers, Bank for International Settlements View citations (11)
    Also in Discussion Papers, Deutsche Bundesbank (2017) View citations (10)
18. Multiplex interbank networks and systemic importance - An application to European data
    BIS Working Papers, Bank for International Settlements View citations (6)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (9)
    Working Paper Series, European Central Bank (2016) View citations (5)
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (9)
    ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (5)
    See also Journal Article in Journal of Financial Stability (2018)
19. 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

20. Bank networks: contagion, systemic risk and prudential policy
    BIS Working Papers, Bank for International Settlements View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (33)
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (32)
    DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) (2015) View citations (33)
    CESifo Working Paper Series, CESifo (2015) View citations (32)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)
21. 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 (85)

2015

22. 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

23. The fiscal compact and government debt: One law, multiple statistics
    SAFE Policy Letters, Leibniz Institute for Financial Research SAFE View citations (1)
24. Vertical Fiscal Imbalances and the Accumulation of Government Debt
    IMF Working Papers, International Monetary Fund View citations (11)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2014) View citations (11)

2013

25. Input-Output-based Measures of Systemic Importance
    MPRA Paper, University Library of Munich, Germany View citations (12)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2013) View citations (3)
    See also Journal Article in Quantitative Finance (2015)

2009

26. 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 View citations (1)
27. 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 (26)

Journal Articles

2023

1. The macro-financial effects of international bank lending on emerging markets
   Journal of International Economics, 2023, 142, (C) View citations (1)
   See also Working Paper (2020)

2022

2. Bank solvency risk and funding cost interactions: Evidence from Korea
   Journal of Banking & Finance, 2022, 134, (C) View citations (3)
3. Comment on "Growing importance of investment funds in capital flows" by Richard Schmidt and Pinar Yesin
   Aussenwirtschaft, 2022, 72, (01), 41-44
4. Contagion accounting in stress-testing
   Journal of Economic Dynamics and Control, 2022, 137, (C) View citations (3)
5. Global banks' local presence: a new lens
   BIS Quarterly Review, 2022
6. Global banks, dollar funding, and regulation
   Journal of International Economics, 2022, 137, (C) View citations (5)
7. Non-bank lenders in the syndicated loan market
   BIS Quarterly Review, 2022 View citations (4)
8. Spillovers of funding dry-ups
   Journal of International Economics, 2022, 137, (C)
   See also Working Paper (2019)
9. The Janus face of bank geographic complexity
   Journal of Banking & Finance, 2022, 134, (C) View citations (3)
   See also Working Paper (2020)
10. The drivers of cyber risk
    Journal of Financial Stability, 2022, 60, (C) View citations (9)
    See also Working Paper (2020)
11. Under pressure: market conditions and stress
    BIS Quarterly Review, 2022 View citations (1)

2021

12. Corporate debt: post-GFC through the pandemic
    BIS Quarterly Review, 2021
13. Dollar funding of non-US banks through Covid-19
    BIS Quarterly Review, 2021 View citations (10)

2020

14. Cross-border links between banks and non-bank financial institutions
    BIS Quarterly Review, 2020 View citations (12)

2019

15. Concentration in cross-border banking
    BIS Quarterly Review, 2019 View citations (7)

2018

16. Early warning indicators of banking crises: expanding the family
    Journal of Financial Transformation, 2018, 48, 142-155 View citations (63)
    Also in BIS Quarterly Review, 2018 (2018) View citations (62)
17. Global liquidity: changing instrument and currency patterns
    BIS Quarterly Review, 2018 View citations (23)
18. Multiplex interbank networks and systemic importance: An application to European data
    Journal of Financial Stability, 2018, 35, (C), 17-37 View citations (39)
    See also Working Paper (2017)
19. The credit default swap market: what a difference a decade makes
    BIS Quarterly Review, 2018 View citations (29)
20. The geography of dollar funding of non-US banks
    BIS Quarterly Review, 2018 View citations (16)

2017

21. Bank networks: Contagion, systemic risk and prudential policy
    Journal of Economic Behavior & Organization, 2017, 142, (C), 164-188 View citations (39)
    See also Working Paper (2016)
22. Risk transfers in international banking
    BIS Quarterly Review, 2017

2016

23. Systemic loops and liquidity regulation
    Journal of Financial Stability, 2016, 27, (C), 1-16 View citations (21)
    See also Working Paper (2015)

2015

24. Input-output-based measures of systemic importance
    Quantitative Finance, 2015, 15, (4), 589-606 View citations (23)
    See also Working Paper (2013)