5

Click here to load reader

- 438 - Bibliography Asser, T.M. (2001) Legal Aspects … · § Asser, T.M. (2001) Legal Aspects of Regulatory Treatment of Banks in Distress, IMF ... Guide to International Banking

Embed Size (px)

Citation preview

Page 1: - 438 - Bibliography Asser, T.M. (2001) Legal Aspects … · § Asser, T.M. (2001) Legal Aspects of Regulatory Treatment of Banks in Distress, IMF ... Guide to International Banking

- 438 -

DRAFT: March 2003

Bibliography

§ Asser, T.M. (2001) Legal Aspects of Regulatory Treatment of Banks in Distress, IMF

§ Australian Bureau of Statistics, (2001), “Measuring Australia’s Foreign Currency

Exposure,” Balance of Payments and International Investment Position, December

Quarter

§ Bank for International Settlements, (2002), Triennial Central Bank Survey: Foreign

Exchange and Derivative Market Activity in 2001, BIS (2002)

§ Bank for International Settlements, (2000), Guide to International Banking Statistics

§ Basel Committee on Banking Supervision, (1966), Amendment to the Capital Accord

to Incorporate Market Risks

§ Basel Committee on Banking Supervision, (2001), Compendium of Documents,

Volume One: Basic Supervisory Methods

§ Basel Committee on Banking Supervision, (1997), Core Principles for Effective

Banking Supervision, Number 20

§ Basel Committee on Banking Supervision, (1988), International Convergence of

Capital Measurement and Capital Standards

§ Basel Committee on Banking Supervision, (1991), Measuring and controlling large

credit exposures

§ Basel Committee on Banking Supervision, (1999), Sound practices for loan

accounting and disclosure

§ Basel Committee on Banking Supervision, (2000), Sound practices for managing

liquidity in banking organizations

Page 2: - 438 - Bibliography Asser, T.M. (2001) Legal Aspects … · § Asser, T.M. (2001) Legal Aspects of Regulatory Treatment of Banks in Distress, IMF ... Guide to International Banking

- 439 -

DRAFT: March 2003

§ Bank for International Settlements, Committee on Payment and Settlement Systems,

(2001), Core Principles for Systemically Important Payment Systems

§ Bank for International Settlements, Committee on Payment and Settlement Systems,

(2001), Glossary of Terms used in Payments and Settlement Systems.

§ Bank for International Settlements, Committee on Payment and Settlement Systems,

(2001), Statistics on Payment Systems in the Group of Ten Countries (Red book).

§ Barton, Dominic, Roberto Newell, and Gregory Wilson (2003), Dangerous Markets:

Managing in Financial Crises.

§ Benito, Andrew and Dgertjan Vlieghe, (2000) “Sytlised Facts on UK Corporate

Financial Health: Evidence from Micro-data,” Financial Stability Review (June),

Bank of England.

§ Blaschke, Winfrid, Matthew T. Jones. Giovanni Majnoni, and Soledad Martinez

Peria, (2001), Stress Testing of Financial Systems: An Overview of Issues,

Methodologies, and FSAP Experiences, IMF Working Paper (WP/01/88)

§ Bliss, Robert R and Nikolaos Panigirtzoglou, (2000) Testing the Stability of Implied

Probability Density Functions, Bank of England Working Paper 114.

§ Bloem, Adriaan, Robert Dippelsman, Nils Maehle (2001), Quarterly National

Accounts Manual: Concepts, Data Sources, and Compilation, IMF.

§ Carson, Carol (2001), Toward a Framework for Assessing Data Quality, IMF

Working Paper (WP/01/25).

§ Case and Szymanoski, (1995), Precision in House Price Indices: Findings of a

Comparative Study of House Price Index Methods, Journal of Housing Research

(Volume 6, No. 3 pp. 483-496)

Page 3: - 438 - Bibliography Asser, T.M. (2001) Legal Aspects … · § Asser, T.M. (2001) Legal Aspects of Regulatory Treatment of Banks in Distress, IMF ... Guide to International Banking

- 440 -

DRAFT: March 2003

§ Committee on the Global Financial Systems of the Central Banks of the Group of Ten

Countries (BIS), (1999), Market Liquidity

§ Cortavarria, Dziobek, Kanaya, and Song (2000), Loan Review, Provisions, and

Macroeconomic Linkages, page 11, IMF Working paper (WP/00/195)

§ Crockett, Andrew (2000), Marrying the micro- and macro-prudential dimensions of

financial stability, Eleventh International Conference of Banking Supervisors, Basel

September 2000.

§ Dziobek, Claudia, J. Kim Hobbs, and David Marston, (2000), Towards a Framework

for Systemic Liquidity Policy, IMF Working Paper (WP/00/34)

§ Manual on Statistics of International Trade in Services (2001), European

Commission, International Monetary Fund, Organization for Economic Co-operation

and Development, United Nations, United Nations Conference on Trade and

Development, and World Trade Organization.

§ Eurostat, International Monetary Fund, Organization for Economic Co-operation and

Development, United Nations, and World Bank (1993), System of National Accounts.

§ Furfine, Craig and Eli Remolona, (2002), “What’s Behind the Liquidity Spread? On-

the-run and off-the-run US Treasuries in Autumn 1998,” BIS Quarterly Review, June

§ Garcia, G (2000), Deposit Insurance and Crisis Management, IMF Working Paper

(WP/00/57)

§ Griliches, (1964), “Notes on the Measurement of Price and Quality Changes” in

Models of Income Determination, Studies in Income and Wealth, NBER Report,

Princeton University Press

§ Gropp, Reint, Jukka Vesala and Giuseppe Vulpes, (2001), Equity and bond market

signals as leading indicators of bank fragility, European Central Bank.

Page 4: - 438 - Bibliography Asser, T.M. (2001) Legal Aspects … · § Asser, T.M. (2001) Legal Aspects of Regulatory Treatment of Banks in Distress, IMF ... Guide to International Banking

- 441 -

DRAFT: March 2003

§ Heath, Robert (1998), The Statistical Measurement of Financial Derivatives, IMF

Working Paper (WP/98/24).

§ International Monetary Fund, (2000), Money and Financial Statistics Manu, al

(MFSM)

§ International Monetary Fund, (1993), Balance of Payments Manual

§ International Monetary Fund, (2000), Manual on Money and Financial Statistics,

§ International Monetary Fund, Government Finance Statistics Manual, 2001.

§ International Monetary Fund, (2001), External Debt Statistics: Guide for Compilers

and Users

§ International Monetary Fund, (2000), The New International Standards for the

Statistical Measurement of Financial Derivatives: Change to the Text of the 1993

SNA

§ Khawaja, Sarmad and Thomas K Morrison, (2002) Statistical Legislation: Toward a

More General Framework (2002), IMF Working Paper (WP/02/179).

§ Latter, A (2001), Derivatives from a Central Bank Perspective, Hong Kong Monetary

Authority, presented at the FOW Derivatives Expo, Hong Kong..

§ Pollakowski, Henry (1995), “Data Sources for Measuring House Price Changes”,

Journal of Housing Research, (Volume 6, No. 3 pp. 377-387)

§ Reinhart, Vincent and Brian Sack, (2002), “The Changing Information Content of

Market Interest Rates,” BIS Quarterly Review, June

§ Sarr, Abdourahmane and Tonny Lybek, (2002), Measuring Liquidity in Financial

Markets, IMF Working Paper (WP/02/232)

Page 5: - 438 - Bibliography Asser, T.M. (2001) Legal Aspects … · § Asser, T.M. (2001) Legal Aspects of Regulatory Treatment of Banks in Distress, IMF ... Guide to International Banking

- 442 -

DRAFT: March 2003

§ Sundararajan, V., Charles Enoch, Armida San Jose, Paul Hilbers, Russell Krueger,

Marina Moretti and Graham Slack, (2002). Financial Soundness Indicators:

Analytical Aspects and Country Practices, IMF Occasional Paper

§ Sundararajan, V., and Luca Errico, (2002), Islamic Financial Institutions and

Products in the Global Financial System: Key Issues in Risk Management and

Challenges Ahead, IMF Working Paper (WP/02/192).