Bank for International Settlements (BIS)
Argentine economists offer alternative to DSGE model on macro and financial interactions
Researchers look for alternative to DSGE models
New trading book QIS tackles correlation gripes
Changes proposed for correlation, exotic derivatives and hard-to-model risks
BIS paper models optimal response to unconventional shocks
Authors find ‘significant variation’ in optimal policy reactions to shock events
Guy Debelle to lead BIS’s work on global forex code
New working group formed to design global forex code
BIS statistics show divergent outlook for credit flows
Overall growth in cross-border claims hides wide disparities
Commodity trading advisers unmoved by liquidity concerns
Quant hedge funds revamp algorithms since crisis, soothing liquidity woes
BIS annual report launches new line of attack on old fears
The BIS has outlined its concerns, but are central banks listening?
Central banks have 'track record' to manage new African SWFs, says World Bank expert
Ekaterina Gratcheva points to institutional history at central banks
BIS calls for new paradigm in economic policy
Annual report warns of failure to understand importance of finance
BIS researchers find evidence of macro-pru and monetary policy cancelling out
'Some evidence' of spillover effects
Basel Committee lays out two tracks for banking book capital requirements
Possibility of a new 'hybrid approach' to capital requirements
Devising effective data strategies to help inform policy decisions
Report offers potential for powerful data sharing but more needs to be done
BIS committees highlight broad monetary effects of regulation
Central banks can take action to offset impact of regulation
ECB’s Mersch warns against blindly pinning hopes on macro-prudential policy
Yves Mersch says there is much to learn about how macro-prudential tools work
Alexandre Lamfalussy: 1929–2015
Hungarian economist passes away after long and accomplished career
Colombian paper extends Bernanke research on asset price bubbles
Results suggest central bank should not use interest rate against bubbles
BIS research posits test for unsustainable credit growth
Method could provide early-warning system
BIS paper analyses carry trades in Latin America
Carry trades ‘may pose significant risks', say researchers
BIS’s Caruana wants monetary policy to tackle stability and 'spillbacks'
Central banks should be good neighbours, general manager says
Smaller China banks opt for internal credit risk modelling
Basel III and a rise in bad loans drive banks to reassess credit risk management
BIS economists say investor behaviour key to understanding EM challenges
Part of wider Banque de France review on financial intermediation
BIS’s Hannoun backs central banks' right to surprise markets
Deputy general manager praises Swiss National Bank
Cross-border claims end upward rise, BIS data shows
Aggregate figures mask substantial variation
Central Bank of Argentina publishes secret minutes from last dictatorship
Minutes from 1981–83 are available on the central bank’s website