Company News



Working Paper Series NO 1646: Modeling Emergence of the Interbank Networks

Interbank contagion has become a buzzword in the aftermath of the financial crisis that led to a series of shocks to the interbank market and to periods of pronounced market disruptions. . .

http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1646.pdf



ECB Working Paper Series NO 1645: Forward-looking reaction to bank regulation

This paper presents evidence that banks react to regulation in a forward-looking manner. A case study documents a reaction to Basel II as early as 2000, in other words about seven years prior to the implementation of the regulation in 2007. . .

http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1645.pdf



ECB Working Paper 1644: FINANCIAL CONDITIONS INDEX AND CREDIT SUPPLY SHOCKS FOR THE EURO AREA

We implement a two-step approach to construct a financing conditions index (FCI) for the euro area and its four larger member states (Germany, France, Italy and Spain). . .

http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1644.pdf



EME banking systems and regional financial integration

This report – prepared by a Study Group chaired by Andrew Khoo (Monetary Authority of Singapore) – develops a central bank perspective on the regional integration of EME banking systems and financial markets, assesses the drivers of these developments, and draws broad conclusions for policymakers. The findings are based on data from the BIS international banking statistics (IBS) and various other public sources, interviews with the private sector, inputs from central banks from non-CGFS jurisdictions, as well as reviews of the existing academic literature and case studies from select CGFS member jurisdictions. . . .

http://www.bis.org/publ/cgfs51.htm



Basel III monitoring results published by the Basel Committee

The Basel Committee today published the results of its Basel III monitoring exercise. The study is based on the rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets. The results of previous exercises in this series were published in  September 2013, March 2013,  September 2012 and  April 2012. . .

http://www.bis.org/press/p140306.htm