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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Macro stress tests and crises: what can we learn?: Rodrigo Alfaro and Mathias Drehmann
Monetary policy and the risk-taking channel: Leonardo Gambacorta
Government size and macroeconomic stability: Madhusudan Mohanty and Fabrizio Zampolli
Issues and developments in loan loss provisioning: the case of Asia: Sarawan Angklomkliew, Jason George and Frank Packer
Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging: Robert McCauley and Patrick McGuire

The future of securitisation: how to align incentives: Ingo Fender and Janet Mitchell
Central counterparties for over-the-counter derivatives: Stephen Cecchetti, Jacob Gyntelberg and Marc Hollanders
The cost of equity for global banks: a CAPM perspective from 1990 to 2009: Michael King
The systemic importance of financial institutions: Nikola Tarashev, Claudio Borio and Kostas Tsatsaronis

Government debt management at low interest rates: Robert McCauley and Kazuo Ueda
The global crisis and Latin America: financial impact and policy responses: Alejandro Jara, Ramon Moreno and Camilo Tovar

Assessing the risk of banking crises - revisited: Claudio Borio and Mathias Drehmann
The US dollar shortage in global banking: Patrick McGuire and Goetz von Peter
US dollar money market funds and non-US banks: Naohiko Baba, Robert McCauley and Srichander Ramaswamy
Execution methods in foreign exchange markets: Paola Gallardo and Alexandra Heath

Developments in repo markets during the financial turmoil: Peter Hördahl and Michael King
Commodity prices and inflation dynamics: Stephen Cecchetti and Richhild Moessner
Bank health and lending to emerging markets: Patrick McGuire and Nikola Tarashev
How many in negative equity? The role of mortgage contract characteristics: Luci Ellis

The inflation risk premium in the term structure of interest rates: Peter Hördahl
The development of money markets in Asia: Mico Loretan and Philip Wooldridge
Reducing foreign exchange settlement risk: Robert Lindley
The ABX: how do the markets price subprime mortgage risk?: Ingo Fender and Martin Scheicher

International banking activity amidst the turmoil: Patrick McGuire and Goetz von Peter
Managing international reserves: how does diversification affect financial costs?: Srichander Ramaswamy
Credit derivatives an structured creit: the nascant markets of Asia and the Pacific: Eli Remolona and Ilhyock Shim
Asian banks and the international interbank market: Robert McCauley and Jenz Zukunft

Monetary operations and the financial turmoil: Claudio Borio and William Nelson
What drives interbank rates? Evidence from the Libor panel: François-Louis Michaud and Christian Upper
Interbank rate fixings during the recent turmoil: Jacob Gyntelberg and Philip Wooldridge
The spillover of money market turbulence to FX swap and cross-currency swap markets: Naohiko Baba, Frank Packer and Teppei Nagano
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures: Ingo Fender, Nikola Tarashev and Haibin Zhu

International banking centres: a network perspective: Goetz von Peter
International banking with the euro: Patrick McGuire and Nikola Tarashev
What drives the growth in FX activity? Interpreting the 2007 triennial survey: Gabriele Galati and Alexandra Heath
Risk in carry trades: a look at target currencies in Asia and the Pacific: Jacob Gyntelberg and Eli Remolona
Changing post-trading arrangements for OTC derivatives: Elisabeth Ledrut and Christian Upper

Evidence of carry trade activity: Gabriele Galati, Alexandra Heath and Patrick McGuire
The covered bond market: Frank Packer, Ryan Stever and Christian Upper
Global and regional financial integration: progress in emerging markets: Alicia Garcia-Herrero and Philip Wooldridge
Securitisation in Latin America: Michela Scatigna and Camilo Tovar
Corporate financial restructuring in Asia: implications for financial stability: Michael Pomerleano

The bond market term premium: what is it, and how can we measure it?: Don H Kim and Athanasios Orphanides
The BIS statistics on payments and settlements: Elisabeth Ledrut
Recent episodes of credit card distress in Asia: Tae Soo Kang and Guonan Ma
The search for liquidity in the Brazilian domestic government bond market: André Amante, Márcio Araujo and Serge Jeanneau

Interpreting sovereign spreads: Eli Remolona, Michela Scatigna and Eliza Wu
Exchange rates and global volatility: implications for Asia-Pacific currencies: John Cairns, Corrinne Ho and Robert McCauley
Financial investors and commodity markets: Dietrich Domanski and Alexandra Heath
Economic derivatives: Blaise Gadanecz, Richhild Moessner and Christian Upper
Measuring portfolio credit risk: modelling versus calibration errors: Nikola Tarashev and Haibin Zhu