Full text and statistical tables:
Statistical annex (PDF, 115 pages, 804 kb)
Text by chapter:
International banking and financial market developments
2. Highlights of international banking and financial market activity Special features Recent initiatives Recent initiatives by the Basel-based
committees and groups1. Overview: markets reprice to reflect risks to growth Full text (PDF, 15 pages, 231 kb) Full text (PDF, 13 pages, 216 kb) Monetary operations and the financial turmoil
by Claudio Borio and William Nelson What drives interbank rates? Evidence from the Libor panel
by François-Louis Michaud and Christian Upper Interbank rate fixings during the recent turmoil
by Jacob Gyntelberg and Philip Wooldridge The spillover of money market turbulence to FX swap and cross-currency swap markets
by Naohiko Baba, Frank Packer and Teppei Nagano Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
by Ingo Fender, Nikola Tarashev and Haibin Zhu Full text (PDF, 4 pages, 123 kb)