Financial Stability Review

2002 - 2021

From Banque de France
Banque de France 31 Rue Croix des Petits Champs LABOLOG - 49-1404 75049 PARIS.
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2006, month December

Commodities: an asset class in their own right? pp. 31-38

P. Mongars and C. Marchal-Dombrat

Do emerging market economies still constitute a homogenous asset class? pp. 39-48

I. Odonnat and I. Rahmouni

Capital flows and credit booms in emerging market economies? pp. 49-66

S. Sa

Can risk aversion indicators anticipate financial crises? pp. 67-87

Virginie Coudert and Mathieu Gex

Bank liquidity and financial stability pp. 89-104

Natacha Valla, B. Saes-Escorbiac and M. Tiesset

Microstructure of financial and money markets: lessons learned from the conference held in Paris on 6 and 7 June 2006 pp. 105-116

Sanvi Avouyi-Dovi and Caroline Jardet

The Basel II framework: the role and implementation of Pillar 2 pp. 117-123

P Y. Thoraval

2006, month May

Better capturing risks in the trading book pp. 51-61

O. Prato

Market liquidity and its incorporation into risk management pp. 63-79

A. Bervas

Productivity and stock prices pp. 81-94

Sanvi Avouyi-Dovi and Julien Matheron

Corporate equity and fi nancial stability: An approach based on net worth at risk pp. 95-110

F. Mouriaux and S. Foulcher-Darwish

Recent developments in monetary and financial integration in Asia pp. 111-129

S. Sa and J. Guerin

Implications of globalisation for financial stability pp. 131-136

R. Ferguson and J A. Frenkel

2005, month November

Prudential supervision and the evolution of accounting standards: the stakes for financial stability pp. 47-58

P. Amis and E. Rospars

Regulatory capital and economic capital pp. 59-74

M. Tiesset and P. Troussard

Significance and limitations of the VAR figures publicly disclosed by large financial institutions pp. 75-90

G. Lévy-Rueff

The impact of stock market shocks on credit in France since the mid-1990s pp. 91-104

J. Baude

Sovereign debt (re)structuring-Where do we stand? pp. 105-124

P F. Weber

2005, month June

The CDO market Functioning and implications in terms of financial stability pp. 43-62

O. Cousseran and I. Rahmouni

Public debt sustainability and crises in emerging market countries: a presentation of the concepts and diagnostic tools pp. 63-80

A. Bachellerie and B. Couillault

Interest rate risk in the French banking system pp. 81-94

J L. Quémard and V. Golitin

Interest rate risk management by life insurance companies and pension funds pp. 96-111

V. Fleuriet and C. Lubochinsky

Analysis, by simulation, of the impact of a technical default of a payment system participant pp. 113-124

E. Mazars and G. Woelfel

2004, month November

Assessment of “stress tests” conducted on the French banking system pp. 55-72

Olivier de Bandt and V. Oung

Insurance and financial stability pp. 73-89

P. Trainar

Oversight of non-cash payment schemes: objectives and implementation procedures pp. 91-106

M. Andries and C. Martin

The resilience of post market infrastructures and payment systems Initiatives and perspectives pp. 107-113

D. Beau and G. Woelfel

Credit risk management and financial stability pp. 115-119

Laurent Clerc

2004, month June

Market dynamics associated with credit ratings: a literature review pp. 53-76

F. Gonzalez, F. Haas, R. Johannes, M. Persson, L. Toledo, Roberto Violi, C. Zins and M. Wieland

Market dynamics associated with credit ratings: a literature review pp. 77-93

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Techniques used on the credit derivatives market: credit default swaps pp. 94-107

E. Olléon-Assouan

Equity market interdependence: the relationship between European and US stock markets pp. 108-126

Sanvi Avouyi-Dovi and David Neto

Goodwill, balance sheet structures and accounting standards Recent developments and issues for French groups pp. 127-138

S. Marchal and A. Sauvé

2003, month November

Financial stability and the New Basel Accord pp. 51-65

P Y. Thoraval and A. Duchateau

Do asset price fluctuations constitute a risk to growth in the major industrialised countries? pp. 66-79

I. Odonnat and Anne-Marie Rieu-Foucault

Interactions between business cycles, stock market cycles and interest rates: the stylised facts pp. 80-99

Sanvi Avouyi-Dovi and Julien Matheron

Challenges arising from alternative investment management pp. 100-121

F. Haas, Noel Amenc and M. Vaissié

Protection of deferred net payment and securities settlement systems: the examples of SIT and Relit pp. 122-136

C. Sampic and F. Hervo

Vulnerabilities and surveillance of the international financial system pp. 137-148

Alan Krueger and M. Prada

2003, month June

Stock market volatility: from empirical data to their interpretation pp. 57-74

M H. Grouard, S. Lévy and C. Lubochinsky

Towards a “market continuum”? Structural models and interaction between credit and equity markets pp. 75-93

F. Haas

The changing incentive structure of institutional asset managers: implications for financial markets pp. 94-105

M. Cardona and Ingo Fender

An analytical review of credit risk tranfer instruments pp. 106-131

John Kiff, F L. Michaud and J. Mitchell

International accounting standardisation and financial stability pp. 132-153

S. Matherat

Towards a voluntary Code of good conduct for Sovereign Debt Restructuring pp. 154-162

B. Couillault and P F. Weber

2002, month November

The Eurosystem, the euro area and financial stability pp. 59-67

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Credit derivatives: a new source of financial instability? pp. 69-83

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How much credit should be given to credit spreads? pp. 85-102

C. Lubochinsky

The development of contingency clauses: appraisal and implications for financial stability pp. 103-115

S. Levy

Post-market infrastructures and financial stability pp. 117-129

F. Hervo and T. Ros

The CLSTM system: reducing settlement risk in foreign exchange transactions pp. 131-142

M. Bronner

International codes and standards: challenges and priorities for financial stability pp. 143-154

M. Cardonna and M. Farnoux