BIS Quarterly Review

2000 - 2026

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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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

The anatomy of the global FX market through the lens of the 2013 Triennial Survey: Dagfinn Rime and Andreas Schrimpf
FX market trends before, between and beyond Triennial Surveys: Morten Bech and Jhuvesh Sobrun
FX and derivatives markets in emerging economies and the internationalisation of their currencies: Torsten Ehlers and Frank Packer
The OTC interest rate derivatives market in 2013: Jacob Gyntelberg and Christian Upper

How have banks adjusted to higher capital requirements?: Benjamin Cohen
CoCos: a primer: Stefan Avdjiev, Anastasia Kartasheva and Bilyana Bogdanova
Interest rate pass-through since the financial crisis: Anamaria Illes and Marco Lombardi
Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets: Ingo Fender and Ulf Lewrick
Database for policy actions on housing markets: Ilhyock Shim, Bilyana Bogdanova, Jimmy Shek and Agne Subeltye

A template for recapitalising too-big-to-fail banks: Paul Melaschenko and Noel Reynolds
Total credit as an early warning indicator for systemic banking crises: Mathias Drehmann
Looking at the tail: price-based measures of systemic importance: Chen Zhou and Nikola Tarashev

Central bank asset purchases and inflation expectations: Boris Hofmann and Feng Zhu
Financial conditions and economic activity: a statistical approach: Magdalena Erdem and Kostas Tsatsaronis
Hedging in derivatives markets: the experience of Chile: Fernando Avalos and Ramon Moreno
How much does the private sector really borrow - a new database for total credit to the private non-financial sector: Christian Dembiermont, Mathias Drehmann and Siriporn Muksakunratana

Natural catastrohpes and global reinsurance - exploring the linkages: Sebastian von Dahlen and Goetz von Peter
The euro area crisis and cross-border bank lending to emerging markets: Stefan Afdjiev, Zsolt Kuti and Elod Takats
On the liquidity coverage ratio and monetary policy implementation: Morten Bech and Todd Keister
Enhancements to the BIS debt securities statistics: Branimir Gruic and Philip Wooldridge

Do debt service costs affect macroeconomic and financial stability?: Mathias Drehmann and John Juselius
Taylor rules and monetary policy: a global "Great Deviation"?: Boris Hofmann and Bilyana Bogdanova
Credit in times of stress: lessons from Latin America: Carlos Montoro and Liliana Rojas-Suarez
Have public bailouts made banks' loan books safer?: Michael Brei and Blaise Gadanecz

Countercyclical policies in emerging markets: Elod Takats
Eurodollar banking and currency internationalisation: Dong He and Robert McCauley
The expansion of central bank balance sheets in emerging Asia: what are the risks?: Andrew Filardo and James Yetman

The impact of Federal Reserve asset purchase programmes: another twist: Jack Meaning and Feng Zhu
FX volume during the financial crisis and now: Morten Bech
Bank stock returns, leverage and the business cycle: Jing Yang and Kostas Tsatsaronis

FX strategies in periods of distress: Jacob Gyntelberg and Andreas Schrimpf
Renminbi internationalisation and China's financial development: Robert McCauley
Assessing global liquidity: Dietrich Domanski, Ingo Fender and Patrick McGuire
The impact of recent central bank asset purchase programmes: Jack Meaning and Feng Zhu
Enhanced BIS statistics on credit risk transfer: Nicholas Vause

The trade balance and the real exchange rate: Enisse Kharroubi
Global credit and domestic credit booms: Claudio Borio, Robert McCauley and Patrick McGuire
The rise of sovereign credit risk: implications for financial stability: Michael Davies and Tim Ng

The global output gap: measurement issues and regional disparities: Petra Gerlach-Kristen
Rating methodologies for banks: Frank Packer and Nikola Tarashev
The predictive content of financial cycle measures for output fluctuations: Tim Ng
Expansion of central clearing: Daniel Heller and Nicholas Vause

The $4 trillion question: what explains FX growth since the 2007 survey?: Michael King and Dagfinn Rime
Systemic importance: some simple indicators: Mathias Drehmann and Nikola Tarashev
Inflation expectations and the great recession: Petra Gerlach-Kristen, Peter Hördahl and Richhild Moessner
The use of reserve requirements as a policy instrument in Latin America: Carlos Montoro and Ramon Moreno
Foreign exchange trading in emerging currencies: more financial, more offshore: Robert McCauley and Michela Scatigna