Ingo Fender

Names

Contact

Affiliations

• Bank for International Settlements (BIS)
  • website
  • location: Basel, Switzerland

Research profile

author of:

• The ABX: how do the markets price subprime mortgage risk?
  by Ingo Fender & Martin Scheicher
• Incentives and Tranche Retention in Securitisation: A Screening Model
  by Fender, Ingo & Mitchell, Janet
• Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
  by Ingo Fender & Patrick McGuire
• Structured finance : complexity, risk and the use of ratings
  by Ingo Fender & Janet Mitchell
• Daily CDS pricing in emerging markets before and during the global financial crisis
  by Ingo Fender & Bernd Hayo & Matthias Neuenkirch
• The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
  by Ingo Fender & Martin Scheicher
• The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
  by Ingo Fender & Martin Scheicher
• Structured finance: complexity, risk and the use of ratings
  by Ingo Fender & Janet Mitchell
• Central bank policy in a more perfect financial system
  by von Hagen, Jürgen & Fender, Ingo
• Toward a global risk map
  by Stephen Cecchetti & Ingo Fender & Kostas Patrick McGuire
• European banks' US dollar funding pressures
  by Ingo Fender & Patrick McGuire
• The changing incentive structure of institutional asset managers: implications for financial markets.
  by Cardona, M. & Fender, I.
• CDO rating methodology: Some thoughts on model risk and its implications
  by Ingo Fender & John Kiff
• Central Bank Policy in a More Perfect Financial System
  by Jürgen Von Hagen & Ingo Fender
• The impact of corporate risk management on monetary policy transmission: some empirical evidence
  by Ingo Fender
• Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy
  by Ingo Fender
• Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
  by Ingo Fender & Nikola Tarashev & Haibin Zhu
• Incentives and tranche retention in securitisation: a screening model
  by Ingo Fender & Janet Mitchell
• An international survey of stress tests
  by Ingo Fender & Michael S. Gibson & Patricia C. Mosser
• Assessing global liquidity
  by Dietrich Domanski & Ingo Fender & Patrick McGuire
• Daily pricing of emerging market sovereign CDS before and during the global financial crisis
  by Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias
• The future of securitisation: how to align incentives
  by Ingo Fender & Janet Mitchell
• Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets
  by Ingo Fender & Ulf Lewrick
• Risks related to EME corporate balance sheets: the role of leverage and currency mismatch
  by Michael Chui & Ingo Fender & Vladyslav Sushko
• Shifting tides - market liquidity and market-making in fixed income instruments
  by Ingo Fender & Ulf Lewrick
• Calibrating the leverage ratio
  by Ingo Fender & Ulf Lewrick
• Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues
  by Ingo Fender & Ulf Lewrick
• Incentives and tranche retention in securitisation : a screening model
  by Ingo Fender & Janet Mitchell
• Patterns in International Banking and Their Implications for Prudential Policies
  by Ingo Fender & Patrick McGuire
  edited by
• Global Liquidity: A Selective Review
  by Benjamin H. Cohen & Dietrich Domanski & Ingo Fender & Hyun Song Shin
• La suma de todas las partes: el efecto macroeconómico de Basilea III y temas destacados de la reforma
  by Ingo Fender & Ulf Lewrick
• Stress testing in practive: a survey of 43 major financial institutions
  by Ingo Fender & Michael S. Gibson
• The impact of transatlantic M&A activity on the dollar/euro exchange rate
  by Ingo Fender & Gabriele Galati
• Institutional asset managers: industry trends, incentives and implications for market efficiency
  by Ingo Fender
• The ABCs of bank PBRs
  by Bilyana Bogdanova & Ingo Fender & Előd Takáts
• Green bonds: the reserve management perspective
  by Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica
• Reserve management and sustainability: the case for green bonds?
  by Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica
• Effects of Covid-19 on the banking sector: the market's assessment
  by Iñaki Aldasoro & Ingo Fender & Bryan Hardy & Nikola Tarashev