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How to measure credit risk transfer in the EU

In: Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008

Author

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  • Paolo Poloni
  • Julien Reynaud

Abstract

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Suggested Citation

  • Paolo Poloni & Julien Reynaud, 2009. "How to measure credit risk transfer in the EU," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 123-140, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:31-09
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    File URL: http://www.bis.org/ifc/publ/ifcb31k.pdf
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    Cited by:

    1. Forster , Katrin & Vasardani, Melina A. & Ca' Zorzi, Michele, 2011. "Euro area cross-border financial flows and the global financial crisis," Occasional Paper Series 126, European Central Bank.
    2. Björn Fischer & Frank Mayerlen, 2009. "Further enhancing monetary analysis with more data at short notice," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 408-421, Bank for International Settlements.
    3. Ca' Zorzi, Michele & Forster, Katrin & Vasardani, Melina A., 2011. "Euro area cross-border financial flows and the global financial crisis," Occasional Paper Series 126, European Central Bank.
    4. Antonio Matas Mir & Jani Matilainen & Paolo Poloni & Rafael Quevedo & Barbara Zupancic, 2010. "Boradening the institutional coverage of financial statistics in the euro area," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contribution to the 57th ISI Session, Durban, August 2009, volume 33, pages 249-259, Bank for International Settlements.
    5. Clive A Jackson, 2011. "The development of securitisation statisitcs in Ireland," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 627-637, Bank for International Settlements.
    6. Violetta Damia & Jean-Marc Israel & Paolo Poloni, 2010. "Creating a statistical framework for the measurement of credit risk transfer - the ECB experience," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contribution to the 57th ISI Session, Durban, August 2009, volume 33, pages 102-109, Bank for International Settlements.
    7. Philippe Moutot & Giovanni Vitale, 2009. "Monetary policy strategy in a global environment," Occasional Paper Series 106, European Central Bank.

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