Working Papers on Banking 

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B
A New Capital Adequacy Framework: Pillar 3 - Market Discipline (PDF)
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)
www.bis.org
Banking and Commerce: A Liquidity Approach
Working paper that looks at the advantages and disadvantages of mixing banking and commerce, using the "liquidity" approach to financial intermediation. Requires Acrobat Reader.
www.bis.org
Central Bank Payment and Settlement Services With Respect to Cross-Border and Multi-Currency Transactions (PDF)
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.
www.bis.org
Clearing and Settlement Arrangements for Retail Payments in Selected Countries
Working paper that contributes to an understanding of retail payment systems across the Grouo of 10 countries and Australia. Requires Acrobat Reader.
www.bis.org
Consolidated Supervision of Banks' International Activities
Working paper with rationale for consolidated supervision of banks' cross-border activities. Requires Acrobat Reader.
www.bis.org
Core Principles for Effective Banking Supervision (PDF)
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)
www.bis.org
Core Principles for Systemically Important Payment Systems - Part 1
Working paper that set out 10 principles for payment systems and four responsibilities of central banks in applying them. Requires Acrobat Reader.
www.bis.org
Core Principles for Systemically Important Payment Systems - Part 2
Information on implementing the core principles from Part 1. Requires Acrobat Reader.
www.bis.org
Cross-Border Securities Settlements
Working paper that examines the channels market participants use to complete cross-border securities transactions.
www.bis.org
Current Topics in Payment and Settlements Systems
Working paper to enhance the exchange of information and cooperation on all issues relating to payment and settlement systems. Requires Acrobat Reader.
www.bis.org
Cyclical Sensitivity of Seasonality in US Employment
Working paper that develops an unobserved components model that accounts for the effects of business cycles on industry-level seasonality.
www.bis.org
Disclosure Framework for Securities Settlement Systems - February 1997
Working paper that sets a protocol for the review of a securities settlement system's operation and its allocation of risks.
www.bis.org
Enhancing Bank Transparency (PDF)
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...
www.bis.org
Enhancing Corporate Governance for Banking Organisations - September 1999
Working paper that draws on supervisory experience with corporate governance problems at banking organizations. Requires Acrobat Reader.
www.bis.org
Enhancing Corporate Governance in Banking Organisations (PDF)
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...
www.bis.org
Euro and European Financial Markets
Working paper that argues that the introduction of the euro would have a more immediate impact on European bond markets than on banking markets.
www.bis.org
Evidence on the Response of US Banks to Changes in Capital Requirements
Working paper that develops a structural, dynamic model of a banking firm to analyze how banks adjust their loan portfolios over time.
www.bis.org
Forecast-Based Monetary Policy
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.
www.bis.org
Foreign Direct Investment and Employment in the Industrial Countries
Working paper that looks for evidence regarding the precise relationship between FDI outflows and employment in the source countries.
www.bis.org
Framework for Internal Control Systems in Banking Organisations (PDF)
Principles presented will provide a useful framework for the effective supervision of internal control systems. (Adobe Required)
www.bis.org
Framework for Internal Control Systems in Banking Organisations - September 1998
Working paper with 13 principles covering an internal controls system. Requires Acrobat Reader.
www.bis.org
Framework for the Evaluation of Internal Control Systems (PDF)
Outlines a number of principles for use by supervisory authorities when evaluating banks' internal control systems. (Adobe Required)
www.bis.org
Importance of Bank Seniority for Relationship Lending
Working paper by Stanley D. Longhofer and João A. C. Santos.
www.bis.org
Interbank Exposures: Quantifying the Risk of Contagion
Working paper that examines the likelihood that failure of one bank would cause the subsequent collapse of a large number of other banks.
www.bis.org
Interbank Interest Rates and the Risk Premium
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.
www.bis.org
Internal audit in banking organisations and the relationship of the supervisory authorities with internal and external auditors (PDF)
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)
www.bis.org
International Convergence of Capital Measurement and Capital Standards - April 1998
Amended version of the Basel Capital Accord of July 1988. Requires Acrobat Reader.
www.bis.org
Management of Banks' Off-Balance-Sheet Exposures - March 1986
Working paper setting out the supervisory perspective of the risks incurred by banks in their off-balance-sheet activities. Requires Acrobat Reader.
www.bis.org
Monetary Policy in an Estimated Optimisation-Based Model With Sticky Prices and Wages
Working paper that analyzes the welfare properties of various interest-rate rules for conducting monetary policy. Requires Acrobat Reader.
www.bis.org
Monetary Policy Operating Procedures in Industrial Countries
Working paper that reviews current monetary policy implementation procedures to highlight similarities and differences across countries.
www.bis.org
Payment Systems in Australia
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
www.bis.org
Payment Systems in Czech Republic
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
www.bis.org
Payment Systems in Israel
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
www.bis.org
Payment Systems in Korea
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
www.bis.org
Payment Systems in Lebanon
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
www.bis.org
Payment Systems in Turkey
Working paper promoting safety and improving efficiency in payment systems as part of their overall concern with financial stability. Requires Acrobat Reader.
www.bis.org
Perceived Central Bank Intervention and Market Expectations: An Empirical Study of the Yen/Dollar Exchange Rate, 1993 - 1996
Working paper by Gabriele Galati and William Melick. Requires Acrobat Reader.
www.bis.org
Prevention of Criminal Use of the Banking System for the Purpose of Money-Laundering - December 1988
Working paper stating principles for banks designed to reduce the risk of becoming associated with criminals. Requires Acrobat Reader.
www.bis.org
Pricing of Bank Lending and Borrowing: Evidence From the Federal Funds Market
White paper that examines the terms of bank lending and borrowing by exploring pricing in the federal funds market.
www.bis.org
Principles for the Management of Interest Rate Risk - September 1997
Working paper with 12 principles the Basel Committee recommends supervisors use in evaluating banks' interest-rate risk. Requires Acrobat Reader.
www.bis.org
Proposals for the Inclusion of General Provisions/General Loan-Loss Reserves in Capital - February 1991
Working paper that explains the purpose of the amendment to the Capital Accord introduced in November 1991. Requires Acrobat Reader.
www.bis.org
Range of Practice in Banks’ Internal Ratings Systems
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 ...
www.bis.org
Real-Time Gross Settlement Systems
Working paper that identifies and analyzes the major issues related to the operation of large-value funds transfer systems.
www.bis.org
Report of the Committee on Interbank Netting Schemes of the Central Banks of the Group of Ten Countries
Working paper that contains the analysis conducted by the Committee on Interbank Netting Schemes together with the committee’s policy recommendations.
www.bis.org
Risk Management for Electronic Banking and Electronic Money Activities (PDF)
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)
www.bis.org
Risks in Computer and Telecommunication Systems - July 1989
Working paper providing an analysis of the risks for banks that arise in computer and telecommunications systems. Requires Acrobat Reader.
www.bis.org
Securities Lending Transactions: Market Development and Implications
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.
www.bis.org
Security of Electronic Money
Working paper that highlights the main design features and functional aspects of electronic money products and analyzes the technical risks specific to these products.
www.bis.org
Sound Practices for Banks’ Interactions with Highly Leveraged Institutions (PDF)
Provides information to financial institutions for management of credit risk in respect of HLIs, including practice standards. (Adobe Required)
www.bis.org
Sound Practices for Managing Liquidity in Banking Organisations - February 2000
Working paper outlining a 14 principles for banks and supervisors for the establishment and assessment of liquidity-management processes. Requires Acrobat Reader.
www.bis.org
Sound Practices for Managing Liquidity in Banking Organisations - February 2000 (PDF)
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...
www.bis.org
Statistics on Payment Systems in the Group of 10 Countries
Working paper that provides data on payments and payment systems in the Group of 10 countries. Requires Acrobat Reader.
www.bis.org
Supervision of Banks' Foreign Exchange Positions - August 1980
Working paper with risks for banks that engage in foreign-exchange activities and the role of supervisory authorities in monitoring them. Requires Acrobat Reader.
www.bis.org
Supervision of Financial Conglomerates (PDF)
Collection of papers that facilitate the exchange of information between supervisors within their own sectors and between supervisors in different sectors. (Adobe Required)
www.bis.org
Supervisory Cooperation on Year 2000 Cross-Border Issues (PDF)
Five recommendations provide a sound basis from which supervisors can address Year 2000 cross-border issues. (Adobe Required)
www.bis.org
Supervisory Lessons to be Drawn from the Asian Crisis - June 1999
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".
www.bis.org
Switching From Single to Multiple Bank Lending Relationships: Determinants and Implications
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.
www.bis.org
The Coming Transformation of Continental European Banking?
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.
www.bis.org
The Core Principles for Effective Banking Supervision (PDF)
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)
www.bis.org
The Supervision of Cross-border Banking (PDF)
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)
www.bis.org
The Year 2000 - A Challenge for Financial Institutions and Bank Supervisors (PDF)
Serves as a reference on the Year 2000 issue for central banks and other banking supervisors. (Adobe Required)
www.bis.org
Trading and Derivatives Disclosures of Banks and Securities Firms (PDF)
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...
www.bis.org
Update on work on a New Capital Adequacy Framework (PDF)
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)
www.bis.org
Year 2000 Cross-Border Communications between Supervisors during the Millennium Period (PDF)
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)
www.bis.org
F
I
Aftermath of Banking Crises - Effects on Real and Monetary Variables
Working paper by Poonam Gupta of the Research Department of the International Monetary Fund.
www.imf.org
Bank Failures and Fiscal Austerity - Policy Prescriptions for a Developing Country
Working paper by Andrew Feltenstein, International Monetary Fund (IMF) Institute.
www.imf.org
Centripetal Forces in China's Economic Takeoff
Working paper by Anuradha Dayal-Gulati and Aasim M. Husain of the Asia and Pacific Department of the International Monetary Fund Institute.
www.imf.org
Corruption, Structural Reforms and Economic Performance in the Transition Economies
Working paper by George T. Abed and Hamid Davoodi of the Fiscal Affairs Department of the International Monetary Fund.
www.imf.org
Demographic Change in Asia - The Impact on Optimal National Saving, Investment, and the Current Account
Working paper by Serge Besanger, Ross S. Guest and Ian McDonald of the International Monetary Fund Institute.
www.imf.org
Determinants of Dollarization - The Banking Side
Working paper by Marco Terrones and Luis Catao of the International Monetary Fund.
www.imf.org
Determinants of Inflation in the Islamic Republic of Iran-A Macroeconomic Analysis
Working paper by Olin Liu and Olumuyiwa S. Adedeji of the Middle Eastern Department of the International Monetary Fund.
www.imf.org
Do Asset Prices in Transition Countries Contain Information About Future Economic Activity?
Working paper by Peter F. Christoffersen and Torsten Slok of the Research Department of the International Monetary Fund.
www.imf.org
Domestic Competition, Cyclical Fluctuations, and Long-Run Growth in Hong Kong SAR
Working paper by Eric Zitzewitz of the Asia and Pacific Department of the International Monetary Fund.
www.imf.org
Factor Reallocation and Growth in Developing Countries
Working paper by Helene Poirson of the Research Department of the International Monetary Fund.
www.imf.org
Fiscal Policy and Growth in the Context of European Integration
Working paper by Paul R. Masson of the Research Department of the International Monetary Fund.
www.imf.org
Former Yugoslav Republic of Macedonia Banking Soundness and Recent Lessons
Working paper by Paulo Drummond of the International Monetary Fund.
www.imf.org
Globalization and Catching Up - From Recession to Growth in Transition Economies
Working paper by Grzegorz Kolodko of the Research Department of the International Monetary Fund.
www.imf.org
Indonesia - Implementing National Policies in a Decentralized Context - Special Purpose Programs to Protect the Poor
Working paper by S. Ehtisham Ahmad and Luc Leruth of the Fiscal Affairs Department of the International Monetary Fund.
www.imf.org
Managing Financial Crises - The Experience in East Asia
Working paper by Jack Boorman, Timothy Lane, Marianne Schulze-Ghattas, Ales Bulir and Atish R. Ghosh of the International Monetary Fund.
www.imf.org
Money Demand in Guyana
Working paper by Philippe Egoume-Bossogo of the Western Hemisphere Department of the International Monetary Fund.
www.imf.org
Review of the Experience with Oil Stabilization and Savings Funds in Selected Countries
Working paper by Ugo Fasano of the Middle Eastern Department of the International Monetary Fund.
www.imf.org
Selected Issues Concerning Monetary Policy and Institutional Design for Central Banks - A Review of Theories
Working paper by Christian Beddies of the International Monetary Fund.
www.imf.org
Spillovers Through Banking Centers - A Panel Data Analysis
Working paper by Caroline van Rijckeghem and Beatrice S. Weder, Research Department of the International Monetary Fund (IMF).
www.imf.org
The New Capital Adequacy Framework - Institutional Constraints and Incentive Structures
Working paper by Cem Karacadag and Michael Taylor of the Monetary and Exchange Affairs Department of the International Monetary Fund.
www.imf.org
N
New York Federal Reserve: Information Problems and Deposit Constraints At Banks
A test of whether bank lending is constrained by the availability of insured deposits.
www.ny.frb.org
New York Federal Reserve: What Makes Banks Opaque?
A study of the factors inherent in a bank's structure that makes them difficult to monitor.
www.ny.frb.org
R
Bankers on Boards: Monitoring, Conflicts of Interest, and Lender Liability
Study of the effect of bankers sitting on corporate boards for corporate governance.
jfe.rochester.edu
Stockholder Gains From Focusing Versus Diversifying Bank Mergers
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.
jfe.rochester.edu
The Duration of Bank Relationships
Empirical analysis of the length of bank relationships.
jfe.rochester.edu
W
Financial Institutions Center: Technology, Firm Strategies, Jobs, and Earnings in Retail Banking
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.
fic.wharton.upenn.edu
BAI Banking Articles
Articles on finance, banking & industry news. Free Subscription!
www.bai.org/bankingstrategies
College Finance Homework
Help for College & MBA students Homework Help & Tutoring
www.ASAPTutor.com
Banking Employment
Search From 1000s Of Job Postings Online. Find Your Dream Job Today!
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