http://www.bis.org/list/papers/index.rss Research papers from the Bank for International Settlements, including the Quarterly Review, BIS Papers and BIS Working Papers series. en http://www.bis.org/publ/bcbs147.htm Abstract of 'Principles for sound stress testing practices and supervision', January 2009 2009-01-05T23:00:00Z Principles for sound stress testing practices and supervision 2009-01-05T23:00:00Z BIS risk management Stress testing corporate governance financial crisis risk mitigation PDF version http://www.bis.org/publ/bcbs147.pdf 6 Jan 2009 Bank for International Settlements: BCBS Publications Principles for sound stress testing practices and supervision http://www.bis.org/publ/work270.htm Abstract of BIS Working Papers No 270 2008-12-23T18:00:00Z Catching-up and inflation in transition economies: the Balassa-Samuelson effect revisited 2008-12-23T18:00:00Z BIS Balassa-Samuelson effect productivity inflation transition convergence Maastricht criteria European monetary union PDF version http://www.bis.org/publ/work270.pdf Dubravko Mihaljek Dubravko Mihaljek Mr Marc Klau Marc Klau Mr Dubravko Mihaljek and Marc Klau 23 Dec 2008 Bank for International Settlements: Working Papers 270 Catching-up and inflation in transition economies: the Balassa-Samuelson effect revisited http://www.bis.org/publ/work269.htm BIS Working Papers No 269 2008-12-22T18:00:00Z Monetary policy implementation: Misconceptions and their consequences 2008-12-22T18:00:00Z BIS interest rates monetary policy implementation transmission mechanism sterilized intervention money liquidity effect bank lending channel PDF version http://www.bis.org/publ/work269.pdf Piti Disyatat Piti Disyatat Mr Piti Disyatat 22 Dec 2008 Bank for International Settlements: Working Papers 269 Monetary policy implementation: Misconceptions and their consequences http://www.bis.org/publ/work268.htm BIS Working Papers No 268 2008-12-17T18:00:00Z Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? 2008-12-17T18:00:00Z BIS procyclicality risk-taking channel transmission mechanism capital regulation PDF version http://www.bis.org/publ/work268.pdf Claudio Borio Claudio Borio Mr Haibin Zhu Haibin Zhu Mr Claudio Borio and Haibin Zhu 17 Dec 2008 Bank for International Settlements: Working Papers 268 Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? http://www.bis.org/publ/work267.htm BIS Working Papers No 267 2008-12-17T17:00:00Z Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 2008-12-17T17:00:00Z BIS FX Swap dollar term auction facility dollar swap lines counterparty risk financial market turmoil covered interest parity PDF version http://www.bis.org/publ/work267.pdf Naohiko Baba Naohiko Baba Mr Frank Packer Frank Packer Mr Naohiko Baba and Frank Packer 17 Dec 2008 Bank for International Settlements: Working Papers 267 Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 http://www.bis.org/publ/qtrpdf/r_qt0812.htm Table of contents of 'International banking and financial market developments' (BIS Quarterly Review), December 2008. 2008-12-08T00:00:00Z BIS Quarterly Review, December 2008 2008-12-08T00:00:00Z BIS PDF version http://www.bis.org/publ/qtrpdf/r_qt0812.pdf 8 Dec 2008 Bank for International Settlements: BIS Quarterly Reviews BIS Quarterly Review, December 2008 http://www.bis.org/publ/work266.htm Abstract of BIS Working Papers No 266 2008-12-02T17:00:00Z Private matters 2008-12-02T17:00:00Z BIS initial public offering private benefits of control private firms family firms inside ownership board composition venture capital PDF version http://www.bis.org/publ/work266.pdf Jean Helwege Jean Helwege Mr Frank Packer Frank Packer Mr Jean Helwege and Frank Packer 2 Dec 2008 Bank for International Settlements: Working Papers 266 Private matters http://www.bis.org/publ/bcbs146.htm Abstract of 'External audit quality and banking supervision', December 2008 2008-12-01T23:00:00Z External audit quality and banking supervision 2008-12-01T23:00:00Z BIS external auditors accounting auditing PDF version http://www.bis.org/publ/bcbs146.pdf 2 Dec 2008 Bank for International Settlements: BCBS Publications External audit quality and banking supervision http://www.bis.org/publ/bcbs145.htm Abstract of 'Supervisory guidance for assessing banks' financial instrument fair value practices', November 2008 2008-11-27T23:00:00Z Supervisory guidance for assessing banks' financial instrument fair value practices 2008-11-27T23:00:00Z BIS fair value valuations PDF version http://www.bis.org/publ/bcbs145.pdf 28 Nov 2008 Bank for International Settlements: BCBS Publications Supervisory guidance for assessing banks' financial instrument fair value practices http://www.bis.org/publ/cpss85.htm Abstract of the preliminary release of 'Statistics on payment and settlement systems in selected countries' (figures for 2007), published by the Committee on Payment and Settlement Systems (CPSS), November 2008. 2008-11-24T23:00:00Z Statistics on payment and settlement systems in selected countries - Figures for 2007 - Preliminary release 2008-11-24T23:00:00Z BIS retail transactions retail payment CPSS PDF version http://www.bis.org/publ/cpss85.pdf 25 Nov 2008 Bank for International Settlements: CPSS Publications 85 Statistics on payment and settlement systems in selected countries - Figures for 2007 - Preliminary release http://www.bis.org/publ/work265.htm Abstract of BIS Working Papers No 265 2008-11-17T17:00:00Z External support and bank behaviour in the international syndicated loan market 2008-11-17T17:00:00Z BIS syndicated loans banks external support portfolio choices risk taking PDF version http://www.bis.org/publ/work265.pdf Blaise Gadanecz Blaise Gadanecz Mr Kostas Tsatsaronis Kostas Tsatsaronis Mr Yener Altunbas Yener Altunbas Mr Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas 17 Nov 2008 Bank for International Settlements: Working Papers 265 External support and bank behaviour in the international syndicated loan market http://www.bis.org/publ/work264.htm Abstract of BIS Working Papers No 264 2008-11-13T17:00:00Z Price discovery from cross-currency and FX swaps: a structural analysis 2008-11-13T17:00:00Z BIS Currency Swap FX Swap Price Discovery State Space Model Efficient Price PDF version http://www.bis.org/publ/work264.pdf Naohiko Baba Naohiko Baba Mr Yasuaki Amatatsu Yasuaki Amatatsu Mr Naohiko Baba and Yasuaki Amatatsu 13 Nov 2008 Bank for International Settlements: Working Papers 264 Price discovery from cross-currency and FX swaps: a structural analysis http://www.bis.org/publ/bppdf/bispap43.htm BIS Papers No. 43 2008-11-03T23:00:00Z Monetary and financial stability implications of capital flows in Latin America and the Caribbean 2008-11-03T23:00:00Z BIS foreign exchange intervention financial integration gross and net capital flows gross and net international investment positions policy trilemma exchange rate market pressures sterilisation currency mismatches risk exposures cross-border bank lending international bank claims creditor concentration common lender PDF version http://www.bis.org/publ/bppdf/bispap43.pdf 4 Nov 2008 Bank for International Settlements: BIS Papers 43 Monetary and financial stability implications of capital flows in Latin America and the Caribbean http://www.bis.org/publ/work263.htm Abstract of BIS Working Papers No 263 2008-10-24T16:00:00Z Determinants of house prices in nine Asia-Pacific economies 2008-10-24T16:00:00Z BIS Asia-Pacific economies House price dynamics Housing bubble House price overvaluation Mean reversion Persistence parameter PDF version http://www.bis.org/publ/work263.pdf Eloisa T Glindro Eloisa T Glindro Ms Tientip Subhanij Tientip Subhanij Mr Jessica Szeto Jessica Szeto Ms Haibin Zhu Haibin Zhu Mr Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu 24 Oct 2008 Bank for International Settlements: Working Papers 263 Determinants of house prices in nine Asia-Pacific economies http://www.bis.org/fsi/awp2008.pdf FSI Award 2008 Winning Paper 2008-10-15T13:49:00Z Stress Testing Credit Risk: Comparison of the Czech Republic and Germany 2008-10-15T13:49:00Z BIS 15 Oct 2008 Stress Testing Credit Risk: Comparison of the Czech Republic and Germany 275 kb