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Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank

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DateTitle Authors
2003 Measuring the Discriminative Power of Rating SystemsEngelmann, Bernd / Hayden, Evelyn / Tasche, Dirk
2003 Credit Risk Factor Modeling and the Basel II IRB ApproachHamerle, Alfred / Liebig, Thilo / Rösch, Daniel
2004 Forecasting Credit Portfolio RiskHamerle, Alfred / Liebig, Thilo / Scheule, Harald
2004 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit ExposuresDüllmann, Klaus / Trapp, Monika
2004 Does capital regulation matter for bank behaviour? Evidence for German savings banksHeid, Frank / Porath, Daniel / Stolz, Stéphanie
2004 German bank lending during emerging market crises: A bank level analysisHeid, Frank / Nestmann, Thorsten / di Mauro, Beatrice Weder / von Westernhagen, Natalja
2004 How will Basel II affect bank lending to emerging markets? An analysis based on German bank level dataLiebig, Thilo / Porath, Daniel / di Mauro, Beatrice Weder / Wedow, Michael
2004 Estimating probabilities of default for German savings banks and credit cooperativesPorath, Daniel
2005 Measurement matters: Input price proxies and bank efficiency in GermanyKoetter, Michael
2005 The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregationMemmel, Christoph / Wehn, Carsten
2005 Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfoliosKamp, Andreas / Pfingsten, Andreas / Porath, Daniel
2005 Banks, markets, and efficiencyFecht, Falko / Martin, Antoine
2005 The forecast ability of risk-neutral densities of foreign exchangeCraig, Ben R. / Keller, Joachim
2005 Cyclical implications of minimum capital requirementsHeid, Frank
2005 Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banksStolz, Stéphanie / Wedow, Michael
2005 German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?Nestmann, Thorsten
2005 Accounting for distress in bank mergersKoetter, Michael / Bos, Jaap W. B. / Heid, Frank / Kool, Clemens J. M. / Kolari, James W. / Porath, Daniel
2005 The eurosystem money market auctions: a banking perspectiveBartzsch, Nikolaus / Craig, Ben R. / Fecht, Falko
2005 Financial integration and systemic riskFecht, Falko / Grüner, Hans Peter
2005 Evaluating the German bank merger waveKoetter, Michael
2005 Incorporating prediction and estimation risk in point-in-time credit portfolio modelsHamerle, Alfred / Knapp, Michael / Liebig, Thilo / Wildenauer, Nicole
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