Research on global financial stability: the use of BIS international financial statistics

Bank for International Settlements

No 29 in CGFS Papers from Bank for International Settlements

Abstract: BIS statistics on international bank lending, collected by central banks under the auspices of the Euro-currency Standing Committee at the BIS since the late 1970s, have long been used to monitor risk exposures in the international financial system. For instance, these statistics provided clear and timely warnings about the scale and nature of external bank debt accumulation before al intermediation has evolved over the years, the scope of these statistics has been gradually broadened beyond bank lending to cover debt securities, syndicated credit facilities, and derivatives. These statistics are being used increasingly in economic research on questions related to global financial stability. However, it had been clear to us for some time that different researchers using these statistics were not always aware of each other's work. The BIS's Committee on the Global Financial System (the successor to the Euro-currency Standing Committee) therefore decided to sponsor a workshop of research based on the BIS international financial statistics. This volume contains papers presented at the workshop.

Date: 2007 Written 2007-12
ISBN: 92-9131-749-7
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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Chapters in this book:

Introduction to "Research on global financial stability: the use of BIS international financial statistics" , pp 1-2

Aviram Levy

What can BIS statistics tell us about the risks of crises in emerging markets? , pp 3-15

Ramon Moreno and Karsten von Kleist

Developments in a cross-border bank exposure "network" , pp 16-31

Masazumi Hattori and Yuko Suda

Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter? , pp 32-52

Eric Santor

The pecking order of cross-border investment , pp 53-89

Christian Daude and Marcel Fratzscher

Financial exchange rates and international currency exposures , pp 90-127

Philip Lane and Jay Shambaugh

International bank portfolios: short- and long-run responses to the business cycle , pp 128-155

Sven Blank and Claudia Buch

Hedge fund activity and carry trades , pp 156-175

Chris Becker and Kristina Clifton

Global monitoring with the BIS international banking statistics , pp 176-204

Patrick McGuire and Nikola Tarashev

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Persistent link: https://EconPapers.repec.org/RePEc:bis:biscgf:29

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