Frank Packer

Bank for International Settlements (BIS)

CH-4002 Basel, Basel-Stadt

Switzerland

SCHOLARLY PAPERS

43

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SSRN CITATIONS
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Top 2,543

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160

CROSSREF CITATIONS

368

Scholarly Papers (43)

1.

Determinants and Impact of Sovereign Credit Ratings

Number of pages: 18 Posted: 11 Nov 2007
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 7,784 (988)
Citation 176

Abstract:

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Sovereign credit ratings, Moody's Investor Services, S&P

2.

Green Bond Finance and Certification

BIS Quarterly Review September 2017
Number of pages: 16 Posted: 26 Sep 2017
Torsten Ehlers and Frank Packer
International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS)
Downloads 4,507 (2,577)
Citation 13

Abstract:

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3.

Sovereign Credit Ratings

Number of pages: 6 Posted: 19 Jul 2007
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 2,031 (9,755)
Citation 2

Abstract:

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Sovereign ratings, default risk, International bond markets

4.

The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets

BIS Quarterly Review, March 2008
Number of pages: 14 Posted: 11 Jul 2012
Naohiko Baba, Frank Packer and Teppei Nagano
Bank of Japan - Financial Markets Department, Bank for International Settlements (BIS) and Bank of Japan - Research and Statistics Department
Downloads 1,194 (22,301)
Citation 11

Abstract:

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5.

How Consistent are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk

Number of pages: 22 Posted: 13 Jul 2000
John Ammer and Frank Packer
Board of Governors of the Federal Reserve System and Bank for International Settlements (BIS)
Downloads 1,132 (24,116)
Citation 5

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Bonds, rating agencies, capital requirements, Basel Committee on Banking Supervision

6.

The Covered Bond Market

BIS Quarterly Review, September 2007
Number of pages: 13 Posted: 29 Jun 2012
Frank Packer, Ryan Stever and Christian Upper
Bank for International Settlements (BIS), Acadian Asset Management and Bank for International Settlements (BIS)
Downloads 1,034 (27,496)
Citation 3

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7.

Derivatives in Emerging Markets

BIS Quarterly Review, December 2010
Number of pages: 16 Posted: 22 Aug 2012
Dubravko Mihaljek and Frank Packer
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 851 (36,169)
Citation 1

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8.

Rating Methodologies for Banks

BIS Quarterly Review, June 2011
Number of pages: 14 Posted: 31 Aug 2012
Frank Packer and Nikola A. Tarashev
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 673 (49,708)
Citation 3

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9.

Loan Loss Provisioning Practices of Asian Banks

BIS Working Paper No. 375
Number of pages: 31 Posted: 11 Apr 2012 Last Revised: 14 May 2014
Frank Packer and Haibin Zhu
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 547 (64,747)
Citation 24

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loan loss provisioning, financial system procyclicality, international accounting standards, earnings smoothing, macroprudential policy

10.

Sovereign Credit Default Swaps

BIS Quarterly Review, December 2003
Number of pages: 10 Posted: 01 May 2012
Frank Packer and Chamaree Suthiphongchai
Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 519 (69,187)

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Local Currency Bond Markets and the Asian Bond Fund 2 Initiative

BIS Paper No. 63f
Number of pages: 27 Posted: 15 Feb 2012 Last Revised: 05 Oct 2013
affiliation not provided to SSRN, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 179 (213,378)

Abstract:

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Bond markets, yield curve, derivatives, market liquidity

12.

Issues and Developments in Loan Loss Provisioning: The Case of Asia

BIS Quarterly Review December 2009
Number of pages: 15 Posted: 08 Aug 2012
Bank of Thailand, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 400 (94,338)
Citation 1

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13.

Contractual Terms and CDS Pricing

BIS Quarterly Review, 2005
Number of pages: 12 Posted: 21 May 2012 Last Revised: 29 Sep 2013
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 381 (99,809)
Citation 6

Abstract:

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14.

Assessing New Perspectives on Country Risk

BIS Quarterly Review, December 2004
Number of pages: 20 Posted: 14 May 2012 Last Revised: 29 Sep 2013
Claudio E. V. Borio and Frank Packer
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 326 (118,780)
Citation 1

Abstract:

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15.

Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-08

BIS Working Paper No. 267
Number of pages: 22 Posted: 27 Jan 2009
Naohiko Baba and Frank Packer
Bank of Japan - Financial Markets Department and Bank for International Settlements (BIS)
Downloads 303 (128,407)
Citation 28

Abstract:

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FX swap, covered interest parity, financial market turmoil, counterparty risk, dollar swap lines, dollar term auction facility

16.

From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers

BIS Working Paper No. 285
Number of pages: 40 Posted: 20 Aug 2009
Naohiko Baba and Frank Packer
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 286 (136,408)
Citation 50

Abstract:

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FX swap, covered interest parity, financial market turmoil, counterparty risk, US dollar swap lines, term auction facility, central bank cooperation, Lehman bankruptcy

17.

FX and Derivatives Markets in Emerging Economies and the Internationalisation of Their Currencies

BIS Quarterly Review, December 2013
Number of pages: 14 Posted: 28 Apr 2014
Torsten Ehlers and Frank Packer
International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS)
Downloads 255 (153,332)
Citation 5

Abstract:

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18.

Private Matters

BIS Working Paper No. 266
Number of pages: 36 Posted: 27 Jan 2009
Jean Helwege and Frank Packer
UC Riverside and Bank for International Settlements (BIS)
Downloads 252 (155,178)
Citation 3

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Private firms, IPO, initial public offering, private benefits of control, private firms, family firms, inside ownership, board composition, private equity, venture capital

19.

The Samurai Bond Market

Number of pages: 6 Posted: 11 Jul 2007
Frank Packer and Elizabeth Reynolds
Bank for International Settlements (BIS) and Independent
Downloads 252 (155,178)

Abstract:

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Samurai Bond Market, issuance

20.

Sovereign Ratings of Advanced and Emerging Economies after the Crisis

BIS Quarterly Review December 2015
Number of pages: 15 Posted: 08 Dec 2015
Marlene Amstad, Marlene Amstad and Frank Packer
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen and Bank for International Settlements (BIS)
Downloads 249 (157,028)
Citation 3

Abstract:

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21.

Why Do Firms Issue Abroad? Lessons from Onshore and Offshore Corporate Bond Finance in Asian Emerging Markets

BIS Working Paper No. 401
Number of pages: 51 Posted: 12 Apr 2013
University of Nottingham, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and University of Glasgow
Downloads 246 (158,894)

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bond financing, offshore markets, derivatives, capital structure, emerging markets, market depth, Asian bond markets

22.

Institutional Affiliation and the Role of Venture Capital: Evidence from Initial Public Offerings in Japan

Number of pages: 50 Posted: 15 Oct 2006
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of Florida - Department of Finance, Insurance and Real Estate and Bank for International Settlements (BIS)
Downloads 239 (163,395)
Citation 21

Abstract:

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To Err is Human: Rating Agencies and the Interwar Foreign Government Debt Crisis

BIS Working Paper No. 335
Number of pages: 46 Posted: 06 Jun 2011
Marc Flandreau, Norbert Gaillard and Frank Packer
Centre for Economic Policy Research (CEPR), NG Consulting and Bank for International Settlements (BIS)
Downloads 171 (222,041)
Citation 3

Abstract:

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sovereign credit ratings, Great Depression, financial crisis, international bond markets

To Err is Human: Rating Agencies and the Interwar Foreign Government Debt Crisis

BIS Working Paper No. 335
Number of pages: 46 Posted: 13 Jan 2011
Marc Flandreau, Norbert Gaillard and Frank Packer
Centre for Economic Policy Research (CEPR), NG Consulting and Bank for International Settlements (BIS)
Downloads 67 (427,316)
Citation 6

Abstract:

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sovereign credit ratings, Great Depression, financial crisis, international bond markets

24.

Credit Ratings of Domestic and Global Agencies: What Drives the Differences in China and How are They Priced?

BIS Working Paper No. 648
Number of pages: 36 Posted: 03 Jul 2017
Xianfeng Jiang and Frank Packer
The People's Bank of China (PBC) - Institute of Financial Research and Bank for International Settlements (BIS)
Downloads 221 (176,136)
Citation 1

Abstract:

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Credit ratings, split ratings, state-owned firms, Chinese bond markets

25.

Green Bonds and Carbon Emissions: Exploring the Case for a Rating System at the Firm Level

BIS Quarterly Review, September 2020
Number of pages: 17 Posted: 22 Feb 2021
Torsten Ehlers, Benoît Mojon and Frank Packer
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 208 (186,359)
Citation 4

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green bonds, carbon emissions, green finance, climate transition, green ratings

26.

Credit Risk in Japan's Corporate Bond Market

Number of pages: 6 Posted: 26 Jun 2007
Frank Packer
Bank for International Settlements (BIS)
Downloads 205 (188,880)
Citation 3

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corporate bonds, credit risk, keiretsu, yield spreads, Japanese economy

27.

The Design of Digital Financial Infrastructure: Lessons from India

BIS Paper No. 106
Number of pages: 39 Posted: 18 Dec 2019
Bank for International Settlements (BIS) - Office for Asia and the Pacific, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Office for Asia and the Pacific
Downloads 165 (228,682)

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digital finance, financial inclusion, payment system, interoperability, data privacy, India Stack

28.

Corporate Leverage in Emerging Asia

BIS Paper No. 91c
Number of pages: 30 Posted: 29 Apr 2017
Vidhan K. Goyal, Vidhan K. Goyal and Frank Packer
HKUSTHong Kong University of Science & Technology (HKUST) - Department of Finance and Bank for International Settlements (BIS)
Downloads 117 (299,103)

Abstract:

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corporate finance, capital structure, leverage

29.

Interpreting Deviations from Covered Interest Parity During the Financial Market Turmoil of 2007-08

Number of pages: 40 Posted: 03 Feb 2009
Naohiko Baba and Frank Packer
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 115 (302,824)
Citation 1

Abstract:

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FX swap, covered interest parity, financial market turmoil, counterparty risk, dollar swap lines, dollar term auction facility

30.

Mind the Gap: Domestic Versus Foreign Currency Sovereign Ratings

BIS Quarterly Review, September 2003
Number of pages: 10 Posted: 26 Apr 2012
Frank Packer
Bank for International Settlements (BIS)
Downloads 100 (333,138)

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31.

Measuring Corporate Bond Liquidity in Emerging Market Economies: Price- vs Quantity-Based Measures

BIS Paper No. 102e
Number of pages: 18 Posted: 22 May 2019
Allaudeen Hameed, Jean Helwege, Ran Li and Frank Packer
National University of Singapore (NUS) - Department of Finance, UC Riverside, World Bank and Bank for International Settlements (BIS)
Downloads 92 (351,359)
Citation 3

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corporate bonds, bond liquidity, Islamic and conventional bonds, Malaysia

Development and Functioning of FX Markets in Asia and the Pacific

BIS Paper No. 82e
Number of pages: 58 Posted: 19 Oct 2015
Richard M. Levich and Frank Packer
New York University (NYU) - Department of Finance and Bank for International Settlements (BIS)
Downloads 85 (372,458)

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Development and Functioning of FX Markets in Asia and the Pacific

Financial Markets, Institutions & Instruments, Vol. 26, Issue 1, pp. 3-58, 2017
Number of pages: 56 Posted: 11 Jan 2017
Richard M. Levich and Frank Packer
New York University (NYU) - Department of Finance and Bank for International Settlements (BIS)
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33.

Does Sovereign Risk in Local and Foreign Currency Differ?

BIS Working Paper No. 709
Number of pages: 38 Posted: 26 Mar 2018
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 70 (412,155)
Citation 1

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sovereign risk, local currency debt, foreign currency debt, credit ratings

34.

The Effects of a Central Bank's Inflation Forecasts on Private Sector Forecasts: Recent Evidence from Japan

BIS Working Paper No. 585
Number of pages: 31 Posted: 04 Oct 2016
Hitotsubashi University, Hong Kong Monetary Authority, Bank for International Settlements (BIS) and Hitotsubashi University - Graduate School of Economics
Downloads 60 (446,079)

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central bank communication, Bank of Japan, inflation forecast, inflation targeting

35.

The Pricing of Carbon Risk in Syndicated Loans: Which Risks Are Priced and Why?

Journal of Banking and Finance, Forthcoming
Number of pages: 29 Posted: 03 Jun 2021
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) and Swiss Finance InstituteUniversity Zurich
Downloads 46 (501,829)

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environmental policy, climate policy risk, transition risk, loan pricing

36.

The Impact of Regime Change on the Influence of the Central Bank’s Inflation Forecasts: Evidence From Japan’s Shift to Inflation Targeting

International Journal of Central Banking, Forthcoming.
Number of pages: 25 Posted: 27 Jan 2021
Hitotsubashi University, affiliation not provided to SSRN, Bank for International Settlements (BIS) and Hitotsubashi University - Graduate School of Economics
Downloads 24 (620,765)

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central bank communication, inflation forecast, inflation targeting

37.

Foreword to: Expanding the Boundaries of Monetary Policy in Asia and the Pacific

BIS Paper No. 88 (Foreword)
Number of pages: 4 Posted: 02 Nov 2016
Frank Packer and James Yetman
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 9 (732,323)

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38.

Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities

Number of pages: 51 Posted: 15 Jul 2009
Marc Flandreau, Norbert Gaillard and Frank Packer
Centre for Economic Policy Research (CEPR), NG Consulting and Bank for International Settlements (BIS)
Downloads 8 (740,259)
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great depression, Rating agencies regulatory licence, sovereign debt

39.

A taxonomy of sustainable finance taxonomies

BIS Papers No 118
Number of pages: 30 Posted: 18 Nov 2021
Torsten Ehlers, Diwen Gao and Frank Packer
International Monetary Fund (IMF) - Monetary and Capital Markets Department, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 4 (771,610)

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green finance, sustainable finance, taxonomies, transition risk, Paris accord, greenwashing, certification, verification

40.

Attracting Foreign Participation in Asian Local Currency Bond Markets: The Case of the Asian Bond Fund 2 Initiative

Pacific Economic Review, Vol. 17, Issue 3, pp. 415-433, 2012
Number of pages: 19 Posted: 23 Aug 2012
Frank Packer and Eli M. Remolona
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (818,024)
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41.

The Decision to Go Public: Evidence from Corporate Bond Issuers

Dice Center Working Paper No. 2001-12
Posted: 23 Aug 2001
Jean Helwege and Frank Packer
UC Riverside and Bank for International Settlements (BIS)

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42.

Multiple Ratings and Credit Standards: Differences of Opinion in the Credit Rating Industry

Federal Reserve Bank of New York Staff Reports, April 1996, No. 12
Posted: 26 Dec 1998
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)

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43.

Sovereign Risk Assessment and Agency Credit Ratings

Europen Financial Management Journal, Vol. 2, No. 2
Posted: 20 Nov 1996
Richard Cantor and Frank Packer
Moody's Investors Service and Bank for International Settlements (BIS)

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