BIS Quarterly Review

2000 - 2025

Current editor(s): Christian Upper

From Bank for International Settlements
Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler ().

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A multi-sector assessment of the macroeconomic effects of tariffs: Matthias Burgert, Benoit Mojon, Daniel Rees, Matthias Rottner and Hongyan Zhao
A global survey of household perceptions and expectations: Francesco D'Acunto, Fiorella De Fiore, Damiano Sandri and Michael Weber
Monetary policy operational frameworks - a new taxonomy: Paolo Cavallino, Mathias Drehmann, Richard Finlay and Julie Remache
International finance through the lens of BIS statistics: bond markets, domestic and international: Tracy Chan, Goetz von Peter and Philip Wooldridge

The global drivers of private credit: Fernando Avalos, Sebastian Doerr and Gabor Pinter
Moving targets? Inflation targeting frameworks,1990–2025: Claudio Borio and Matthieu Chavaz
Growth of the green bond market and green house gas emissions: Jakub Demski, Yingwei Dong, Patrick McGuire and Benoit Mojon
Commonality under pressure: banks and funds: Matteo Aquilina, Giulio Cornelli and Nikola Tarashev
International finance through the lens of BIS statistics: the international dimensions of credit: Torsten Ehlers, Bryan Hardy and Patrick McGuire

Large language models: a primer for economists: Byeungchun Kwon, Taejin Park, Fernando Perez-Cruz and Phurichai Rungcharoenkitkul
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity: Ryan Banerjee, Denis Gorea, Deniz Igan and Gabor Pinter
Targeted Taylor rules: monetary policy responses to demand- and supply-driven inflation: Boris Hofmann, Cristina Manea and Benoit Mojon
International finance through the lens of BIS statistics: the geography of banks' operations: Bryan Hardy, Patrick McGuire and Goetz von Peter

Shifting landscapes: life insurance and financial stability: Fabian Garavito, Ulf Lewrick, Tomas Stastny and Karamfil Todorov
Deconstructing global trade: the role of geopolitical alignment: Han Qiu, Fan Dora Xia and James Yetman
The US dollar and capital flows to EMEs: R. Gaston Gelos, Pietro Patelli and Ilhyock Shim
International finance through the lens of BIS statistics: bank exposures and country risk: Bryan Hardy, Patrick McGuire and Goetz von Peter

International finance through the lens of BIS statistics: the global reach of currencies: Patrick McGuire, Goetz von Peter and Sonya Zhu

Quo vadis, r*? The natural rate of interest after the pandemic: Gianluca Benigno, Boris Hofmann, Galo Nuño Barrau and Damiano Sandri
Fast payments: design and adoption: Jon Frost, Priscilla Koo Wilkens, Anneke Kosse, Vatsala Shreeti and Carolina Velásquez
Sectoral price dynamics in the last mile of post-Covid-19 disinflation: Pongpitch Amatyakul, Deniz Igan and Marco Lombardi
Towards liquid and resilient government debt markets in EMEs: Bernardus Van Doornik, Jon Frost, Rafael Guerra, Alexandre Tombini and Christian Upper
International finance through the lens of BIS statistics: residence vs nationality: Patrick McGuire, Goetz von Peter and Sonya Zhu

Global liquidity: a new phase?: Bryan Hardy and Goetz von Peter
Liquid assets at CCPs and systemic liquidity risks: Iñaki Aldasoro, Fernando Avalos and Wenqian Huang
Who borrows from money market funds?: Iñaki Aldasoro and Sebastian Doerr
Buy now, pay later: a cross-country analysis: Giulio Cornelli, Leonardo Gambacorta and Livia Pancotto
Labour markets: what explains the resilience?: Bernardus Van Doornik, Deniz Igan and Enisse Kharroubi

Bank positions in FX swaps: insights from CLS: Pēteris Kloks, Patrick McGuire, Angelo Ranaldo and Vladyslav Sushko
Interest rate risk management by EME banks: Julián Caballero, Alexis Maurin, Philip Wooldridge and Fan Dora Xia
Unpacking international banks' deposit funding: Bryan Hardy and Sonya Zhu
CP and CDs markets: a primer: Matteo Aquilina, Andreas Schrimpf and Karamfil Todorov

Prudential policy and financial dominance: exploring the link: Frederic Boissay, Claudio Borio, Cristina Leonte and Ilhyock Shim
Commodity prices, the dollar and stagflation risk: Boris Hofmann, Taejin Park and Albert Pierres Tejada
Global supply chain interdependence and shock amplification - evidence from Covid lockdowns: Sally Chen, Eric Tsang and Leanne (Si Ying) Zhang
Covid, central banks and the bank-sovereign nexus: Bryan Hardy and Sonya Zhu

Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey: Patrick McGuire, Andreas Schrimpf and Nikola Tarashev
The post-Libor world: a global view from the BIS derivatives statistics: Wenqian Huang and Karamfil Todorov
The global foreign exchange market in a higher-volatility environment: Mathias Drehmann and Vladyslav Sushko
The internationalisation of EME currency trading: Julian Caballero, Alexis Maurin, Philip Wooldridge and Fan Dora Xia
Dollar debt in FX swaps and forwards: huge, missing and growing: Claudio Borio, Robert McCauley and Patrick McGuire
FX settlement risk: an unsettled issue: Marc Glowka and Thomas Nilsson

Commodity markets: shocks and spillovers: Fernando Avalos and Wenqian Huang
Under pressure: market conditions and stress: Iñaki Aldasoro, Peter Hördahl and Sonya Zhu
Sovereigns and sustainable bonds: challenges and new options: Gong Cheng, Torsten Ehlers and Frank Packer
Borrower vulnerabilities, their distribution and credit losses: Ryan Banerjee, Francesco Franceschi and Stéphane Riederer
Bank funding: evolution, stability and the role of foreign offices: John Caparusso and Bryan Hardy

The outsize role of cross-border financial centres: Pamela Pogliani, Goetz von Peter and Philip Wooldridge

Global growth: drivers and post-pandemic prospects: Gabriela Nodari, Daniel Rees and Phurichai Rungcharoenkitkul
Global banks' local presence: a new lens: Iñaki Aldasoro, John Caparusso and Yingyuan Chen
Non-bank lenders in the syndicated loan market: Iñaki Aldasoro, Sebastian Doerr and Haonan Zhou