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Working paper that contains the analysis conducted by the Committee on Interbank Netting Schemes together with the committee’s policy recommendations.
Working paper that examines options central banks might consider in an effort to help reduce risk and increase efficiency in the settlement of cross-border interbank transactions.
Amended version of the Basel Capital Accord of July 1988. Requires Acrobat Reader.
Working paper by Cem Karacadag and Michael Taylor of the Monetary and Exchange Affairs Department of the International Monetary Fund.
Working paper by William R. White.
Working paper that identifies and analyzes the major issues related to the operation of large-value funds transfer systems.
Working paper that reviews current monetary policy implementation procedures to highlight similarities and differences across countries.
Working paper with 12 principles the Basel Committee recommends supervisors use in evaluating banks' interest-rate risk. Requires Acrobat Reader.
Working paper with risks for banks that engage in foreign-exchange activities and the role of supervisory authorities in monitoring them. Requires Acrobat Reader.
Working paper to enhance the exchange of information and cooperation on all issues relating to payment and settlement systems. Requires Acrobat Reader.
This paper presents a comprehensive set of twenty-five Core Principles that have been developed by the Basle Committee as a basic reference for effective banking supervision. (Adobe Required)
Working paper that develops a structural, dynamic model of a banking firm to analyze how banks adjust their loan portfolios over time.
Principles presented will provide a useful framework for the effective supervision of internal control systems. (Adobe Required)
Working paper that draws on supervisory experience with corporate governance problems at banking organizations. Requires Acrobat Reader.
White paper that examines the terms of bank lending and borrowing by exploring pricing in the federal funds market.
Information on implementing the core principles from Part 1. Requires Acrobat Reader.
Find that capital regime based on internal ratings can prove to be more sensitive to the level of risk in a bank’s portfolio, and can provide incentives for industry-wide improvements in risk management practices, consistent with the objectives .
Collection of papers that facilitate the exchange of information between supervisors within their own sectors and between supervisors in different sectors. (Adobe Required)
Working paper that develops an unobserved components model that accounts for the effects of business cycles on industry-level seasonality.
Working paper by Marco Terrones and Luis Catao of the International Monetary Fund.
Provide considerations for supervisory authorities and banking organisations as they develop methods for identifying, assessing, managing and controlling the risks associated with electronic banking and electronic money. (Adobe Required)
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
Working paper by Poonam Gupta of the Research Department of the International Monetary Fund.
Working paper that contributes to an understanding of retail payment systems across the Grouo of 10 countries and Australia. Requires Acrobat Reader.
Working paper by Christian Beddies of the International Monetary Fund.
Working paper by William R. White.
Working paper with 13 principles covering an internal controls system. Requires Acrobat Reader.
Working paper that set out 10 principles for payment systems and four responsibilities of central banks in applying them. Requires Acrobat Reader.
The paper draws some lessons from the 1997-1998 Asian financial crisis for G10 creditor banks and their supervisors, particularly in relation to the Basel Capital Accord and the 'Core Principles'.
Working paper that examines the likelihood that failure of one bank would cause the subsequent collapse of a large number of other banks.
Working paper by Peter F. Christoffersen and Torsten Slok of the Research Department of the International Monetary Fund.
Working paper by Ugo Fasano of the Middle Eastern Department of the International Monetary Fund.
Outlines a set of sound practices for managing liquidity in banking organisations. The Committee believes that liquidity - the ability to fund increases in assets and meet obligations as they become due - is crucial to the ongoing viability of a.
Provides the view that internal controls within banking organisations must be supplemented by an effective internal audit function that independently evaluates the control systems within the organisation. (Adobe Required)
Working paper by Helene Poirson of the Research Department of the International Monetary Fund.
Represent a global standard for prudential regulation and supervision. The vast majority of countries have endorsed the Core Principles and have declared their intention to implement them. (Adobe Required)
Working paper that looks for evidence regarding the precise relationship between FDI outflows and employment in the source countries.
Working paper that argues that the introduction of the euro would have a more immediate impact on European bond markets than on banking markets.
Working paper by Paulo Drummond of the International Monetary Fund.
Working paper that provides data on payments and payment systems in the Group of 10 countries. Requires Acrobat Reader.
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
Working paper by Gabriele Galati and William Melick. Requires Acrobat Reader.
Working paper that highlights the main design features and functional aspects of electronic money products and analyzes the technical risks specific to these products.
Working paper providing a survey and analysis of the use of securities lending transactions, the current dynamics of the market and the principal areas of risk. Requires Acrobat Reader.
A test of whether bank lending is constrained by the availability of insured deposits.
Working paper by George T. Abed and Hamid Davoodi of the Fiscal Affairs Department of the International Monetary Fund.
A study of the factors inherent in a bank's structure that makes them difficult to monitor.
Inform the banking industry, the supervisory community and other interested parties about the work under way in the Basel Committee on Banking Supervision (Basel Committee) on the New Capital Adequacy Framework. (Adobe Required)
Serves as a reference on the Year 2000 issue for central banks and other banking supervisors. (Adobe Required)
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
Working paper with rationale for consolidated supervision of banks' cross-border activities. Requires Acrobat Reader.
Working paper that analyzes the welfare properties of various interest-rate rules for conducting monetary policy. Requires Acrobat Reader.
Working paper that analyzes the welfare consequences of delegating to the central bank the task of minimizing deviations of forecasts of goal variables from their target values.
The publication of this fifth annual survey report on the trading and derivatives disclosures of major G10 banks and securities firms represents a continued effort by the Basel Committee on Banking Supervision and the IOSCO Technical Committee t.
This report discusses the role of information in effective market discipline and effective banking supervision. It provides general guidance to banking supervisors and regulators as they formulate and improve regulatory frameworks for public dis.
Working paper setting out the supervisory perspective of the risks incurred by banks in their off-balance-sheet activities. Requires Acrobat Reader.
This document outlines an approach that bank supervisors may want to consider as they develop their national and cross-border Year 2000 event management and communication strategies. (Adobe Required)
Provides information to financial institutions for management of credit risk in respect of HLIs, including practice standards. (Adobe Required)
Five recommendations provide a sound basis from which supervisors can address Year 2000 cross-border issues. (Adobe Required)
Working paper by Eric Zitzewitz of the Asia and Pacific Department of the International Monetary Fund.
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
Empirical analysis of the length of bank relationships.
Working paper that shows that the majority of firms borrow for the first time from a single bank but soon borrow from several. Requires Acrobat Reader.
Hypothesis of determining factors in bank stock prices. Provided by KMV.
Working paper by Jack Boorman, Timothy Lane, Marianne Schulze-Ghattas, Ales Bulir and Atish R. Ghosh of the International Monetary Fund.
Provides guidance on corporate governance in banks. The paper draws on supervisory experience with corporate governance problems at banking organisations and suggests the types of practices that could help to avoid such problems. (Adobe Required.
Outlines a number of principles for use by supervisory authorities when evaluating banks' internal control systems. (Adobe Required)
Working paper by Olin Liu and Olumuyiwa S. Adedeji of the Middle Eastern Department of the International Monetary Fund.
Working paper by Grzegorz Kolodko of the Research Department of the International Monetary Fund.
Presents a number of proposals for overcoming the impediments experienced by banking supervisors in conducting effective supervision of the cross-border operations of international banks. (Adobe Required)
Working paper that explains the purpose of the amendment to the Capital Accord introduced in November 1991. Requires Acrobat Reader.
Paper stating that bank mergers that enhance value upon announcement can be distinguished from those that do not create value. By Gayle L. DeLong, Baruch College. Requires Acrobat Reader.
Working paper that sets a protocol for the review of a securities settlement system's operation and its allocation of risks.
Working paper by Paul R. Masson of the Research Department of the International Monetary Fund.
Working paper that examines the channels market participants use to complete cross-border securities transactions.
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
Working paper by Anuradha Dayal-Gulati and Aasim M. Husain of the Asia and Pacific Department of the International Monetary Fund Institute.
Working paper by Andrew Feltenstein, International Monetary Fund (IMF) Institute.
Working paper by Patrick Honohan.
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
Working paper stating principles for banks designed to reduce the risk of becoming associated with criminals. Requires Acrobat Reader.
Working paper that looks at the advantages and disadvantages of mixing banking and commerce, using the 'liquidity' approach to financial intermediation. Requires Acrobat Reader.
Study of the effect of bankers sitting on corporate boards for corporate governance.
This paper provides detailed guidance on what disclosures should be made in order to advance the role of market discipline in promoting bank capital adequacy. (Adobe Required)
Working paper presents a one-factor affine model of the term structure of Libor rates with autocorrelated measurement errors, by Henri Pagès. Requires Acrobat Reader.
Working paper by Philippe Egoume-Bossogo of the Western Hemisphere Department of the International Monetary Fund.
The authors find that technology enables retail banking workplace reform but does not determine its effect on jobs and earnings; these effects are contingent on managerial strategies.
Working paper providing an analysis of the risks for banks that arise in computer and telecommunications systems. Requires Acrobat Reader.
Working paper by Caroline van Rijckeghem and Beatrice S. Weder, Research Department of the International Monetary Fund (IMF).
Working paper outlining a 14 principles for banks and supervisors for the establishment and assessment of liquidity-management processes. Requires Acrobat Reader.
Working paper by S. Ehtisham Ahmad and Luc Leruth of the Fiscal Affairs Department of the International Monetary Fund.
A paper by the FDIC.
Working paper that provides an overview of current conditions in the banking industry in some of the countries that will participate in European economic and monetary union.
Working paper by Serge Besanger, Ross S. Guest and Ian McDonald of the International Monetary Fund Institute.
Working paper by Stanley D. Longhofer and João A. C. Santos.
2000 study by Robert De Young, William Lang, Mark J. Flannery and Sorin M. Sorescu.
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