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Deutsche Bundesbank, Forschungszentrum, Frankfurt am Main >
Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank
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Showing items 1-21 of 120.
| Date | Title |
Authors |
| 2011 | A hierarchical model of tail dependent asset returns for assessing portfolio credit risk | Puzanova, Natalia |
| 2011 | Does it pay to have friends? Social ties and executive appointments in banking | Berger, Allen N. / Kick, Thomas / Koetter, Michael / Schaeck, Klaus |
| 2011 | Contagion in the interbank market and its determinants | Memmel, Christoph / Sachs, Angelika |
| 2011 | Credit contagion between financial systems | Podlich, Natalia / Wedow, Michael |
| 2011 | The effect of the interbank network structure on contagion and common shocks | Georg, Co-Pierre |
| 2011 | Banks' management of the net interest margin: Evidence from Germany | Memmel, Christoph / Schertler, Andrea |
| 2011 | A hierarchical Archimedean copula for portfolio credit risk modelling | Puzanova, Natalia |
| 2011 | Improvements in rating models for the German corporate sector | Förstemann, Till |
| 2011 | Bank bailouts, interventions, and moral hazard | Dam, Lammertjan / Koetter, Michael |
| 2011 | The importance of qualitative risk assessment in banking supervision before and during the crisis | Kick, Thomas / Pfingsten, Andreas |
| 2011 | Does modeling framework matter? A comparative study of structural and reduced-form models | Gündüz, Yalin / Uhrig-Homburg, Marliese |
| 2011 | Systemic risk contributions: a credit portfolio approach | Düllmann, Klaus / Puzanova, Natalia |
| 2011 | The two-sided effect of financial globalization on output volatility | Meller, Barbara |
| 2011 | Contagion at the interbank market with stochastic LGD | Memmel, Christoph / Sachs, Angelika / Stein, Ingrid |
| 2011 | Gauging the impact of a low-interest rate environment on German life insurers | Kablau, Anke / Wedow, Michael |
| 2011 | The price impact of lending relationships | Stein, Ingrid |
| 2011 | Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue? | von Furstenberg, George M. |
| 2011 | Do capital buffers mitigate volatility of bank lending? A simulation study | Heid, Frank / Krüger, Ulrich |
| 2010 | How correlated are changes in banks' net interest income and in their present value? | Memmel, Christoph |
| 2010 | Are there disadvantaged clienteles in mutual funds? | Jank, Stephan |
| 2010 | Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany | Bornemann, Sven / Kick, Thomas / Memmel, Christoph / Pfingsten, Andreas |
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