Financial Stability Papers sitemap

• financial-stability-paper
• 2006
• Costs of Sovereign Default
• 2007
• A New Approach to Assessing Risks to Financial Stability
• Monitoring Cyclicality of Basel II Capital Requirements
• 2008
• Reforming the IMF's Lending-into-Arrears Framework
• 2009
• A Risk-Based Methodology for Payment Systems Oversight
• The UK Special Resolution Regime for Failing Banks in an International Context
• 2010
• Liquidity Saving in Real-Time Gross Settlement Systems - an Overview
• Understanding International Bank Capital Flows during the Recent Financial Crisis
• 2011
• Growing Fragilities? Balance Sheets in the Great Moderation
• Intraday Liquidity - Risk and Regulation
• Reform of the International Monetary and Financial System
• The Future of International Capital Flows
• Whither the Credit Ratings Industry?
• 2012
• OTC derivatives reform and collateral demand impact
• Precautionary contingent capital
• RAMSI: a top-down stress-testing model
• The implicit subsidy of banks
• Thoughts on determining central clearing eligibility of OTC derivatives
• 2013
• Assessing the adequacy of CCPs' default resources
• Central counterparties and their financial resources - a numerical approach
• Central counterparty loss-allocation rules
• How could macroprudential policy affect financial system resilience and credit?
• Sovereign Default and State-Contingent Debt
• The Fractal Market Hypothesis and its implications for the stability of financial markets
• The role of external balance sheets in the financial crisis
• The structure and dynamics of the UK credit default swap market
• Which way do foreign branches sway? Evidence from the recent UK domestic credit cycle
• 2014
• An investigation into the procyclicality of risk-based initial margin models
• Dear Prudence, won't you come out to play? Approaches to the analysis of CCP default fund adequacy
• Taking uncertainty seriously - simplicity versus complexity in financial regulation
• Understanding the fair value of banks' loans
• 2015
• A European Capital Markets Union: implications for growth and stability
• Estimating the extent of the 'too big to fail' problem - a review of existing approaches
• Measuring the macroeconomic costs and benefits of higher UK bank capital requirements
• The resilience of financial market liquidity
• 2016
• Capital inflows - the good, the bad and the bubbly
• Got to be certain: The legal framework for CCP default management processes
• Sovereign GDP-linked bonds
• Stitching together the global financial safety net
• Systemic risk in derivatives markets: a pilot study using CDS data
• 2017
• Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging
• Simulating stress across the financial system: resilience of corporate bond markets and the role of investment funds
• 2018
• Mind the (current account) gap
• Risk sensitivity and risk shifting in banking regulation

• financial-stability-paper
• 2006
• Costs of Sovereign Default
• 2007
• A New Approach to Assessing Risks to Financial Stability
• Monitoring Cyclicality of Basel II Capital Requirements
• 2008
• Reforming the IMF's Lending-into-Arrears Framework
• 2009
• A Risk-Based Methodology for Payment Systems Oversight
• The UK Special Resolution Regime for Failing Banks in an International Context
• 2010
• Liquidity Saving in Real-Time Gross Settlement Systems - an Overview
• Understanding International Bank Capital Flows during the Recent Financial Crisis
• 2011
• Growing Fragilities? Balance Sheets in the Great Moderation
• Intraday Liquidity - Risk and Regulation
• Reform of the International Monetary and Financial System
• The Future of International Capital Flows
• Whither the Credit Ratings Industry?
• 2012
• OTC derivatives reform and collateral demand impact
• Precautionary contingent capital
• RAMSI: a top-down stress-testing model
• The implicit subsidy of banks
• Thoughts on determining central clearing eligibility of OTC derivatives
• 2013
• Assessing the adequacy of CCPs' default resources
• Central counterparties and their financial resources - a numerical approach
• Central counterparty loss-allocation rules
• How could macroprudential policy affect financial system resilience and credit?
• Sovereign Default and State-Contingent Debt
• The Fractal Market Hypothesis and its implications for the stability of financial markets
• The role of external balance sheets in the financial crisis
• The structure and dynamics of the UK CDS market
• Which way do foreign branches sway? Evidence from the recent UK domestic credit cycle
• 2014
• An investigation into the procyclicality of risk-based initial margin models
• Dear Prudence, won't you come out to play? Approaches to the analysis of CCP default fund adequacy
• Taking uncertainty seriously - simplicity versus complexity in financial regulation
• Understanding the fair value of banks' loans
• 2015
• A European Capital Markets Union: implications for growth and stability - FS Paper 33
• Estimating the extent of the 'too big to fail' problem - a review - FS Paper 32
• Measuring the macroeconomic costs and benefits of higher UK bank capital requirements - FSPaper 35
• The resilience of financial market liquidity - Financial Stability Paper 34
• 2016
• Capital inflows - the good, the bad and the bubbly - Financial Stability Paper 40
• Got to be certain: The legal framework for CCP default management processes - FSPaper 37
• Sovereign GDP-linked bonds - Financial Stability Paper 39
• Stitching together the global financial safety net - Financial Stability Paper 36
• Systemic risk in derivatives markets: a pilot study using CDS data - Financial Stability Paper 38
• 2017
• Gauging market dynamics using trade repository data - Financial Stability Paper 41
• Simulating stress across the financial system: resilience of corporate bond markets and the role of investment funds - Financial Stability Paper 42
• 2018
• Mind the (current account) gap
• Risk sensitivity and risk shifting in banking regulation

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