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 ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Risk transfers in international banking: Iñaki Aldasoro and Torsten Ehlers
Is there a debt service channel of monetary transmission?: Boris Hofmann and Gert Peersman
Household debt: recent developments and challenges: Anna Zabai

FX swaps and forwards: missing global debt?: Claudio Borio, Robert McCauley and Patrick McGuire
Central bank cryptocurrencies: Morten Bech and Rodney Garratt
What are the effects of macroprudential policies on macroeconomic performance?: Codruta Boar, Leonardo Gambacorta, Giovanni Lombardo and Luiz Awazu Pereira da Silva
Green bond finance and certification: Torsten Ehlers and Frank Packer

Consumption-led expansions: Enisse Kharroubi and Emanuel Kohlscheen
The new era of expected credit loss provisioning: Benjamin Cohen and Gerald A. Edwards, Jr.
The quest for speed in payments: Morten Bech, Yuuki Shimizu and Paul Wong
The bond benchmark continues to tip to swaps: Lawrence L Kreicher, Robert McCauley and Philip Wooldridge

Downsized FX markets: causes and implications: Michael Moore, Andreas Schrimpf and Vladyslav Sushko
The changing shape of interest rate derivatives markets: Torsten Ehlers and Egemen Eren
Emerging derivatives markets?: Christian Upper and Marcos Valli
Non-deliverable forwards: impact of currency internationalisation and derivatives reform: Robert McCauley and Chang Shu
Does the financial channel of exchange rates offset the trade channel?: Jonathan Kearns and Nikhil Patel

Covered interest parity lost: understanding the cross-currency basis: Claudio Borio, Robert McCauley, Patrick McGuire and Vladyslav Sushko
Foreign exchange market intervention in EMEs: what has changed?: Dietrich Domanski, Emanuel Kohlscheen and Ramon Moreno
Domestic financial markets and offshore bond financing: Jose Maria Serena Garralda and Ramon Moreno
The ECB's QE and euro cross-border bank lending: Stefan Avdjiev, Agnė Subelytė and Elod Takats

How have central banks implemented negative policy rates?: Morten Bech and Aytek Malkhozov
Wealth inequality and monetary policy: Dietrich Domanski, Michela Scatigna and Anna Zabai
The resilience of banks' international operations: Patrick McGuire and Goetz von Peter
Hanging up the phone - electronic trading in fixed income markets and its implications: Morten Bech, Anamaria Illes, Ulf Lewrick and Andreas Schrimpf

Dollar credit to emerging market economies: Robert McCauley, Patrick McGuire and Vladyslav Sushko
Calibrating the leverage ratio: Ingo Fender and Ulf Lewrick
Central clearing: trends and current issues: Dietrich Domanski, Leonardo Gambacorta and Cristina Picillo
Sovereign ratings of advanced and emerging economies after the crisis: Marlene Amstad and Frank Packer

Introduction to BIS statistics: Bank for International Settlements
Enhanced data to analyse international banking: Stefan Avdjiev, Patrick McGuire and Philip Wooldridge
A new database on general government debt: Christian Dembiermont, Michela Scatigna, Robert Szemere and Bruno Tissot
How much income is used for debt payments? A new database for debt service ratios: Mathias Drehmann, Anamaria Illes, John Juselius and Marjorie Santos
International monetary spillovers: Boris Hofmann and Elod Takats
The rise of regional banking in Asia and the Pacific: Eli Remolona and Ilhyock Shim

The costs of deflations: a historical perspective: Claudio Borio, Magdalena Erdem, Andrew Filardo and Boris Hofmann
Oil and debt: Dietrich Domanski, Jonathan Kearns, Marco Lombardi and Hyun Song Shin
(Why) Is investment weak?: Ryan Banerjee, Jonathan Kearns and Marco Lombardi
Financial inclusion - issues for central banks: Aaron Mehrotra and James Yetman
Shifting tides - market liquidity and market-making in fixed income instruments: Ingo Fender and Ulf Lewrick

Currency movements drive reserve composition: Robert McCauley and Tracy Chan
Securitisations: tranching concentrates uncertainty: Adonis Antoniades and Nikola Tarashev
Bank business models: Rungporn Roengpitya, Nikola Tarashev and Kostas Tsatsaronis
Non-financial corporations from emerging market economies and capital flows: Stefan Avdjiev, Michael Chui and Hyun Song Shin

Asset managers in emerging market economies: Ken Miyajima and Ilhyock Shim
Risks related to EME corporate balance sheets: the role of leverage and currency mismatch: Michael Chui, Ingo Fender and Vladyslav Sushko
Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals: Stefan Avdjiev and Elod Takats
Residential property price statistics across the globe: Michela Scatigna, Robert Szemere and Kostas Tsatsaronis

Financial structure and growth: Leonardo Gambacorta, Jing Yang and Kostas Tsatsaronis
Forward guidance at the zero lower bound: Andrew Filardo and Boris Hofmann
The credit-to-GDP gap and countercyclical capital buffers: questions and answers: Mathias Drehmann and Kostas Tsatsaronis
Non-deliverable forwards: 2013 and beyond: Robert McCauley, Chang Shu and Guonan Ma
Non-US banks' claims on the Federal Reserve: Robert McCauley and Patrick McGuire