Details about Torsten Ehlers

Access statistics for papers by Torsten Ehlers.

Last updated 2024-09-02. Update your information in the RePEc Author Service.

Short-id: peh23

Working Papers

2024

1. Sovereign Green Bonds: A Catalyst for Sustainable Debt Market Development?
   IMF Working Papers, International Monetary Fund
   Also in BIS Working Papers, Bank for International Settlements (2024)

2023

2. Deconstructing ESG Scores: How to Invest with your own Criteria?
   IMF Working Papers, International Monetary Fund View citations (2)
   Also in BIS Working Papers, Bank for International Settlements (2022) View citations (7)
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022) View citations (7)

2021

3. Big techs in finance: on the new nexus between data privacy and competition
   BIS Working Papers, Bank for International Settlements View citations (5)
   See also Chapter Big Techs in Finance: On the New Nexus Between Data Privacy and Competition, Springer Books, Springer (2021) View citations (4) (2021)
4. The pricing of carbon risk in syndicated loans: which risks are priced and why?
   BIS Working Papers, Bank for International Settlements View citations (24)
   See also Chapter The pricing of carbon risk in syndicated loans: which risks are priced and why?, IFC Bulletins chapters, Bank for International Settlements (2022) (2022)
   Journal Article The pricing of carbon risk in syndicated loans: Which risks are priced and why?, Journal of Banking & Finance, Elsevier (2022) View citations (62) (2022)

2020

5. Central bank swap lines and cross-border bank flows
   BIS Bulletins, Bank for International Settlements
6. Global banks' dollar funding needs and central bank swap lines
   BIS Bulletins, Bank for International Settlements View citations (15)
7. Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized
   BIS Working Papers, Bank for International Settlements
   Also in ECON - Working Papers, Department of Economics - University of Zurich (2020)
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2020)

2018

8. Business models and dollar funding of global banks
   BIS Working Papers, Bank for International Settlements View citations (18)
9. Mapping shadow banking in China: structure and dynamics
   BIS Working Papers, Bank for International Settlements View citations (49)

2014

10. Understanding the challenges for infrastructure finance
    BIS Working Papers, Bank for International Settlements View citations (19)

Journal Articles

2024

1. Deconstructing ESG scores: investing at the category score level
   Journal of Asset Management, 2024, 25, (3), 222-244

2022

2. Global banks, dollar funding, and regulation
   Journal of International Economics, 2022, 137, (C) View citations (9)
3. Sovereigns and sustainable bonds: challenges and new options
   BIS Quarterly Review, 2022 View citations (8)
4. The pricing of carbon risk in syndicated loans: Which risks are priced and why?
   Journal of Banking & Finance, 2022, 136, (C) View citations (62)
   See also Working Paper The pricing of carbon risk in syndicated loans: which risks are priced and why?, BIS Working Papers (2021) View citations (24) (2021)
   Chapter The pricing of carbon risk in syndicated loans: which risks are priced and why?, IFC Bulletins chapters, 2022, 56 (2022) (2022)

2020

5. Green bonds and carbon emissions: exploring the case for a rating system at the firm level
   BIS Quarterly Review, 2020 View citations (36)

2019

6. Concentration in cross-border banking
   BIS Quarterly Review, 2019 View citations (12)
7. The evolution of OTC interest rate derivatives markets
   BIS Quarterly Review, 2019 View citations (8)

2018

8. Global liquidity: changing instrument and currency patterns
   BIS Quarterly Review, 2018 View citations (29)
9. The credit default swap market: what a difference a decade makes
   BIS Quarterly Review, 2018 View citations (38)
10. The geography of dollar funding of non-US banks
    BIS Quarterly Review, 2018 View citations (20)

2017

11. Green bond finance and certification
    BIS Quarterly Review, 2017 View citations (127)
12. Risk transfers in international banking
    BIS Quarterly Review, 2017 View citations (1)

2016

13. The changing shape of interest rate derivatives markets
    BIS Quarterly Review, 2016 View citations (10)

2013

14. FX and derivatives markets in emerging economies and the internationalisation of their currencies
    BIS Quarterly Review, 2013 View citations (37)

Books

2021

1. A taxonomy of sustainable finance taxonomies
   BIS Papers, Bank for International Settlements View citations (6)

Chapters

2022

1. The pricing of carbon risk in syndicated loans: which risks are priced and why?
   A chapter in Statistics for Sustainable Finance, 2022, vol. 56
   See also Working Paper The pricing of carbon risk in syndicated loans: which risks are priced and why?, Bank for International Settlements (2021) View citations (24) (2021)
   Journal Article The pricing of carbon risk in syndicated loans: Which risks are priced and why?, Elsevier (2022) View citations (62) (2022)

2021

2. Big Techs in Finance: On the New Nexus Between Data Privacy and Competition
   Springer View citations (4)
   See also Working Paper Big techs in finance: on the new nexus between data privacy and competition, Bank for International Settlements (2021) View citations (5) (2021)

2017

3. Foreign banks and credit conditions in EMEs
   A chapter in Financial systems and the real economy, 2017, vol. 91, pp 101-123 View citations (13)

2015

4. Channels and determinants of foreign bank lending
   A chapter in Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, 2015, vol. 82, pp 29-68 View citations (7)
5. The role of banks
   A chapter in What do new forms of finance mean for EM central banks?, 2015, vol. 82, pp 9-40 View citations (3)

2014

6. Infrastructure and Corporate Bond Markets in Asia
   A chapter in Financial Flows and Infrastructure Financing, 2014 View citations (17)

2013

7. Capital flow dynamics and FX intervention
   A chapter in Sovereign risk: a world without risk-free assets?, 2013, vol. 73, pp 25-38 View citations (8)

2012

8. The effectiveness of the Federal Reserve's Maturity Extension Program - Operation Twist 2: the portfolio rebalancing channel and public debt management
   A chapter in Threat of fiscal dominance?, 2012, vol. 65, pp 245-255 View citations (9)