Contents of Periodicals published by Banks

received in September 2009

イギリス / England

Bank of England : Quarterly bulletin (v. 49, no. 3 ; 3rd quarter 2009)

  • Global imbalances and the financial crisis / Mark Astley, Julia Giese, Michael Hume and Chris Kubelec.
  • Household saving / Stuart Berry, Richard Williams and Matthew Waldron.
  • Interpreting recent movements in sterling / Mark Astley, James Smith and Darren Pain.
  • What can be said about the rise and fall in oil prices? / Victoria Saporta, Matt Trott and Merxe Tudela.
  • Bank of England Systemic Risk Survey / Sarah Burls.
  • Monetary Policy Roundtable.

ドイツ / Germany

Deutsche Bundesbank : Monatsbericht (61. Jahr., Nr. 9 ; Sept. 2009)

  • Die Entwicklung der Kredite an den privaten Sektor in Deutschland während der globalen Finanzkrise.
  • Die Ertragslage der deutschen Kreditinstitute im Jahr 2008.
  • Änderung der neu gefassten EU-Bankenrichtlinie und der EU-Kapitaladäquanzrichtlinie sowie Anpassung der Mindestanforderungen an das Risikomanagement.

オーストリア / Austria

Oesterreichische Nationalbank : Monetary policy & the economy (2nd quarter 2009)

  • Economic crisis unleashes deep recession in Austria : stabilization expected at year-end : economic outlook for Austria from 2009 to 2011 (June 2009) / Christian Ragacs, Klaus Vondra and Julia Wörz.
  • Inflation expectations : role and measurement for monetary policy / Ernest Gnan, Johann Scharler and Maria Antoinette Silgoner.
  • Responses of Austrian firms to a decline in demand : results of a company survey / Claudia Kwapil.
  • The role of exchange rate movements for prices in the euro area / Paul Gaggl.
  • Housing wealth of Austrian households / Pirmin Fessler, Peter Mooslechner, Martin Schürz and Karin Wagner.
  • Beyond the crisis : economic policy in a new macroeconomic environment : summary of the 37th economics conference / Ernest Gnan and Burkhard Raunig.

カナダ / Canada

Bank of Canada : Bank of Canada Review (summer 2009)

  • Collateral management in the LVTS by Canadian financial institutions / Chris D'Souza.
  • The complexities of financial risk management and systemic risks / Frank Milne.
  • The changing pace of labour reallocation in Canada : causes and consequences / Danny Leung and Shutao Cao.
  • BoC-GEM : modelling the world economy / René Lalonde and Dirk Muir.

オーストラリア / Australia

Reserve Bank of Australia : Bulletin (Sept. 2009)

  • Patterns and trends in global saving and investments ratios.
  • The impact of currency hedging on investment returns.
  • Measuring credit.

その他 / Other

International journal of central banking (v. 5, no. 3 ; Sept. 2009)

  • Special issue : stress testing : the link between macro and micro
    • Stress testing credit risk : a survey of authorities' approaches / Antonella Foglia.
    • Towards a framework for quantifying systemic stability / Piergiorgio Alessandri, Prasanna Gai, Sujit Kapadia, Nada Mora and Claus Puhr.
    • Interdependencies between expected default frequency and the macro economy / Per Åsberg Sommar and Hovick Shahnazarian.
    • Stress testing the enterprise sector's bank debt : a micro approach / Eivind Bernhardsen and Bjørne Dyre Syversten.
    • Crash testing German banks / Klaus Duellmann and Martin Erdelmeier.
    • Macroeconomic default modeling and stress testing / Dietske Simons and Ferdinand Rolwes.
    • How to find plausible, severe, and useful stress scenarios / Thomas Breuer, Martin Jandačka, Klaus Rheinberger and Martin Summer.