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Details about Ingo Fender

Homepage:http://www.bis.org/author/ingo_fender.htm
Postal address:Banking Department Aeschenplatz 1 CH-4002 Basel Switzerland
Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Ingo Fender.

Last updated 2019-12-12. Update your information in the RePEc Author Service.

Short-id: pfe328


Jump to Journal Articles Chapters

Working Papers

2016

  1. Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues
    BIS Working Papers, Bank for International Settlements Downloads View citations (10)

2011

  1. 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) Downloads

2010

  1. Toward a global risk map
    BIS Working Papers, Bank for International Settlements Downloads View citations (21)

2009

  1. Incentives and Tranche Retention in Securitisation: A Screening Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (21)
    Also in Working Paper Research, National Bank of Belgium (2009) Downloads View citations (12)
    BIS Working Papers, Bank for International Settlements (2009) Downloads View citations (20)
  2. The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
    BIS Working Papers, Bank for International Settlements Downloads View citations (18)
    See also Journal Article in Applied Financial Economics (2009)

2004

  1. CDO rating methodology: Some thoughts on model risk and its implications
    BIS Working Papers, Bank for International Settlements Downloads View citations (24)

2000

  1. Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy
    BIS Working Papers, Bank for International Settlements Downloads View citations (18)
  2. The impact of corporate risk management on monetary policy transmission: some empirical evidence
    BIS Working Papers, Bank for International Settlements Downloads View citations (13)

1998

  1. Central bank policy in a more perfect financial system
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies Downloads View citations (13)
    See also Journal Article in Open Economies Review (1998)

Journal Articles

2019

  1. Green bonds: the reserve management perspective
    BIS Quarterly Review, 2019 Downloads

2018

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

2017

  1. Global Liquidity: A Selective Review
    Annual Review of Economics, 2017, 9, (1), 587-612 Downloads View citations (6)
  2. La suma de todas las partes: el efecto macroeconómico de Basilea III y temas destacados de la reforma
    Boletín, 2017, LXIII, (1), 1-28 Downloads

2015

  1. Calibrating the leverage ratio
    BIS Quarterly Review, 2015 Downloads View citations (19)
  2. Shifting tides - market liquidity and market-making in fixed income instruments
    BIS Quarterly Review, 2015 Downloads View citations (20)

2014

  1. Risks related to EME corporate balance sheets: the role of leverage and currency mismatch
    BIS Quarterly Review, 2014 Downloads View citations (40)

2013

  1. Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets
    BIS Quarterly Review, 2013 Downloads View citations (6)

2012

  1. Daily pricing of emerging market sovereign CDS before and during the global financial crisis
    Journal of Banking & Finance, 2012, 36, (10), 2786-2794 Downloads View citations (43)

2011

  1. Assessing global liquidity
    BIS Quarterly Review, 2011 Downloads View citations (17)

2010

  1. Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
    BIS Quarterly Review, 2010 Downloads View citations (67)
  2. European banks' US dollar funding pressures
    BIS Quarterly Review, 2010 Downloads View citations (16)

2009

  1. The future of securitisation: how to align incentives
    BIS Quarterly Review, 2009 Downloads View citations (21)
  2. 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 Downloads View citations (13)
    See also Working Paper (2009)

2008

  1. Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
    BIS Quarterly Review, 2008 Downloads View citations (26)
  2. The ABX: how do the markets price subprime mortgage risk?
    BIS Quarterly Review, 2008 Downloads View citations (16)

2005

  1. Structured finance: complexity, risk and the use of ratings
    Financial Stability Review, 2005, 3, (1), 127-135 Downloads View citations (12)
    Also in BIS Quarterly Review, 2005 (2005) Downloads View citations (23)

2003

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

2001

  1. An international survey of stress tests
    Current Issues in Economics and Finance, 2001, (nov) Downloads View citations (4)
  2. Stress testing in practive: a survey of 43 major financial institutions
    BIS Quarterly Review, 2001 Downloads View citations (3)
  3. The impact of transatlantic M&A activity on the dollar/euro exchange rate
    BIS Quarterly Review, 2001 Downloads View citations (2)

1998

  1. Central Bank Policy in a More Perfect Financial System
    Open Economies Review, 1998, 9, (1), 493-532 Downloads View citations (10)
    See also Working Paper (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 Downloads
 
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