Bank for International Settlements Communications

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Bank for International Settlements Communications (2009)

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by Liquidity Crises , Claudio Borio , Claudio Borio

Citations

442	The Role of Demandable Debt in Structuring Optimal Banking Arrangements - Calomiris, Kahn - 1991
205	Deciphering the Liquidity and Credit Crunch 2007–08 - Brunnermeier - 2009
193	Capital Regulation, Risk-taking and Monetary Policy: A Missing Link in the Transmission Mechanism?” Bank for International Settlements Working Paper 268. - Borio, Zhu - 2008
133	Dybvig (1983): “Bank Runs, Deposit Insurance, and Liquidity - Diamond, H
99	Can ”It” Happen Again? - Minsky - 1982
90	Systemic risk in the financial sector: an analysis of the subprime-mortgage financial crisis. De Economist 157 - Hellwig - 2009
50	Peter (2009): “The US dollar shortage in global banking and the international policy response”, BIS Working Papers, no 291 - McGuire, von
42	White (2004): “Whither monetary and financial stability? The implications of evolving policy regimes - Borio, R
36	The spillover of money market turbulence to FX swap and cross-currency swap markets", - Baba, Packer, et al. - 2008
36	Market Distress and Vanishing Liquidity: Anatomy and Policy Options” BIS Working Papers No 158, Bank of International Settlements. - Borio - 2004
31	Tirole (2009): “Collective Moral Hazard, Maturity Mismatch and Systemic Bailouts,” Working Paper - E, J
31	Rethinking Capital Regulation,’ paper prepared for the Federal Reserve Bank of Kansas City Symposium at - Kashyap, Rajan, et al. - 2008
28	2009), "Unconventional monetary policies: an appraisal", BIS Working Papers, No. 292. 19To limit computational time, the plotted posterior probability regions are only based on 250 instead of 1000 draws - Borio, Disyatat
27	Hoerova (M.) and Holthausen (C.) (2009) “Liquidity hoarding and interbank market spreads: the role of counterparty risk”, ECB Working Paper - Heider - 1126
22	R McCauley and S Ramaswamy (2009): “US dollar money market funds and non-US - Baba
19	Some Considerations on Using Monetary Policy to Stabilize Economic Activity,” remarks to a symposium sponsored by the Federal Reserve bank of Kansas City - Carney - 2009
19	Crisis and Response: The Federal Reserve and the Financial crisis of 2007–2008 - Cecchetti - 2008
19	2008): Developments in repo markets during the financial turmoil, BIS Quarterly Review - Hördahl, King
17	2008), Monetary operations and the financial turmoil BIS Quarterly Review (March - Borio, Nelson
15	Reducing systemic risk in a dynamic financial system - GEITHNER - 2008
14	Lasse Pedersen (2007). “Market Liquidity and Funding Liquidity.” Working Paper - Brunnermeier
14	Peter (2007): “Distress selling and asset market feedback”, BIS Working Papers, no 229 - Shim, von
13	Procyclicality and volatility in the financial system: the implementation of Basel II and IAS 39” working paper, - Goodhart, Taylor - 2004
11	2009), “Central Counterparties for Over-the-counter Derivatives,” bis Quarterly Review - Cecchetti, Gyntelberg, et al.
10	Liquidity Risk and Correlation Risk: Implications for Risk - Acharya, Schaefer - 2008
8	The subprime crisis: what’s old, what’s new, and what’s next?, Working Paper. - Calomiris - 2009
8	Ratnovski (2008), “The Dark Side of Bank Wholesale Funding,” mimeo, International Monetary Fund - Huang, Lev
8	C Upper (2007): “Changing post-trading arrangements for OTC derivatives - Ledrut
8	Financial markets, financial fragility, and central banking”, paper presented at “The Greenspan Era: Lessons for the Future” – Symposium sponsored by the Federal Reserve Bank of Kansas City; - Rajan - 2005
7	Information and economic efficiency - Arnott, Greenwald, et al. - 1994
7	Committee on Banking Supervision, 2008, “Liquidity Risk: Management and Supervisory Challenges,” February (Basel: Basel Committee on Banking Supervision - Basel
7	The nature and management of payment system risks: an international perspective. Economic Papers 36, Bank for International Settlements - Borio - 1993
7	Nikolaou (2009), “Funding Liquidity Risk: Definition and Measurement”, ECB Working Paper 1024 - Drehmann, K
7	Saurina (2007), Hazardous time for monetary policy: what do twenty-three million bank loans say about the effects of monetary policy on credit risk?, CEPR Discussion Paper 6514 - Jiménez, Ongena, et al.
6	HS 2007, 'Liquidity and Financial Cycles', paper presented to - Adrian, Shin
6	A (2008): “Systemic risk-taking: amplification effects, externalities and regulatory responses”, mimeograph - Korineck
5	Peydró (2008), Monetary policy, risk-taking and pricing: evidence from a quasi-natural experiment - Ionnadou, Ongena, et al.
4	Some Thoughts on Incentives at Micro- and Macro-level for Crisis Prevention.” Remarks at the Eighth Bank for International Settlements Annual Conference - Shirakawa
4	Credible Alertness Revisited”, speech delivered at the symposium on “Financial stability and Macroeconomic Policy”, sponsored by the Federal Reserve Bank of Kansas City - Trichet - 2009
2	F-L Michaud (2008): “Central bank measures to alleviate foreign currency funding shortages - Ho
2	Shin (2008), “Fair Value Accounting and Financial Stability - Plantin, Sapra, et al.
1	K Tsatsaronis (2006): “Risk in financial reporting: status and suggested future directions”, BIS Working Papers, no 213 - Borio
1	G Illing (2008): “Monetary policy and liquidity shortages”, CESifo Working Paper Series, no 2210 - Cao
1	2008): “Government-led rescue initiatives - Domanski, Ramaswamy
1	2009): “Do Central Clearing Counterparties Reduce Counterparty Risk - Duffie, Zhu - 2009
1	A Frankel and J Gyntelberg (2008b): “Three market implications - Fender
1	N Tarashev and H Zhu (2008a): “Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures - Fender
1	2007): Luncheon speech at the - Goodhart
1	2008): “The subprime panic”, NBER Working Paper, no 14398 - Gorton
1	Lessons from the global crisis”, remarks before the World Bank - Greenspan - 1999
1	Now you see it, now you don’t: risk in the small and in the large”, speech delivered at the Eighth Annual Risk Management Convention of the Global Association of Risk Professionals, 27–28 February. Also available as - Knight - 2007
1	2008): “Central bank balance sheets - Michaud, Schnabel