Details about Ingo Fender

Access statistics for papers by Ingo Fender.

Last updated 2022-08-04. Update your information in the RePEc Author Service.

Short-id: pfe328

Working Papers

2022

1. Sustainable management of central banks’ foreign exchange (FX) reserves
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library

2020

2. Effects of Covid-19 on the banking sector: the market's assessment
   BIS Bulletins, Bank for International Settlements View citations (10)
3. Reserve management and sustainability: the case for green bonds?
   BIS Working Papers, Bank for International Settlements View citations (4)

2016

4. Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues
   BIS Working Papers, Bank for International Settlements View citations (26)

2011

5. Daily CDS pricing in emerging markets before and during the global financial crisis
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)

2010

6. Toward a global risk map
   BIS Working Papers, Bank for International Settlements View citations (24)

2009

7. Incentives and Tranche Retention in Securitisation: A Screening Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)
   Also in Working Paper Research, National Bank of Belgium (2009) View citations (22)
   BIS Working Papers, Bank for International Settlements (2009) View citations (27)
8. The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
   BIS Working Papers, Bank for International Settlements View citations (25)
   See also Journal Article The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (24) (2009)

2004

9. CDO rating methodology: Some thoughts on model risk and its implications
   BIS Working Papers, Bank for International Settlements View citations (25)

2000

10. Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy
    BIS Working Papers, Bank for International Settlements View citations (21)
11. The impact of corporate risk management on monetary policy transmission: some empirical evidence
    BIS Working Papers, Bank for International Settlements View citations (15)

1998

12. Central bank policy in a more perfect financial system
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies View citations (14)
    See also Journal Article Central Bank Policy in a More Perfect Financial System, Open Economies Review, Springer (1998) View citations (14) (1998)

Journal Articles

2019

1. Green bonds: the reserve management perspective
   BIS Quarterly Review, 2019 View citations (17)

2018

2. The ABCs of bank PBRs
   BIS Quarterly Review, 2018 View citations (17)

2017

3. Global Liquidity: A Selective Review
   Annual Review of Economics, 2017, 9, (1), 587-612 View citations (16)

2015

4. Calibrating the leverage ratio
   BIS Quarterly Review, 2015 View citations (24)
5. Shifting tides - market liquidity and market-making in fixed income instruments
   BIS Quarterly Review, 2015 View citations (26)

2014

6. Risks related to EME corporate balance sheets: the role of leverage and currency mismatch
   BIS Quarterly Review, 2014 View citations (88)

2013

7. Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets
   BIS Quarterly Review, 2013 View citations (9)

2012

8. Daily pricing of emerging market sovereign CDS before and during the global financial crisis
   Journal of Banking & Finance, 2012, 36, (10), 2786-2794 View citations (72)

2011

9. Assessing global liquidity
   BIS Quarterly Review, 2011 View citations (26)

2010

10. Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
    BIS Quarterly Review, 2010 View citations (86)
11. European banks' US dollar funding pressures
    BIS Quarterly Review, 2010 View citations (18)

2009

12. The future of securitisation: how to align incentives
    BIS Quarterly Review, 2009 View citations (28)
13. The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
    Applied Financial Economics, 2009, 19, (24), 1925-1945 View citations (24)
    See also Working Paper The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices, BIS Working Papers (2009) View citations (25) (2009)

2008

14. Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
    BIS Quarterly Review, 2008 View citations (28)
15. The ABX: how do the markets price subprime mortgage risk?
    BIS Quarterly Review, 2008 View citations (19)

2005

16. Structured finance: complexity, risk and the use of ratings
    BIS Quarterly Review, 2005 View citations (29)
    Also in Financial Stability Review, 2005, 3, (1), 127-135 (2005) View citations (21)

2003

17. Institutional asset managers: industry trends, incentives and implications for market efficiency
    BIS Quarterly Review, 2003 View citations (3)
18. The changing incentive structure of institutional asset managers: implications for financial markets
    Financial Stability Review, 2003, (2), 94-105

2001

19. An international survey of stress tests
    Current Issues in Economics and Finance, 2001, 7, (Nov) View citations (6)
20. Stress testing in practive: a survey of 43 major financial institutions
    BIS Quarterly Review, 2001 View citations (3)
21. The impact of transatlantic M&A activity on the dollar/euro exchange rate
    BIS Quarterly Review, 2001 View citations (2)

1998

22. Central Bank Policy in a More Perfect Financial System
    Open Economies Review, 1998, 9, (1), 493-532 View citations (14)
    See also Working Paper Central bank policy in a more perfect financial system, ZEI Working Papers (1998) View citations (14) (1998)

Chapters

2016

1. Patterns in International Banking and Their Implications for Prudential Policies
   Chapter 12 in The Future of Large, Internationally Active Banks, 2016, pp 187-211