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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 |
| 2003 | Measuring the Discriminative Power of Rating Systems | Engelmann, Bernd / Hayden, Evelyn / Tasche, Dirk |
| 2003 | Credit Risk Factor Modeling and the Basel II IRB Approach | Hamerle, Alfred / Liebig, Thilo / Rösch, Daniel |
| 2004 | Forecasting Credit Portfolio Risk | Hamerle, Alfred / Liebig, Thilo / Scheule, Harald |
| 2004 | Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures | Düllmann, Klaus / Trapp, Monika |
| 2004 | Does capital regulation matter for bank behaviour? Evidence for German savings banks | Heid, Frank / Porath, Daniel / Stolz, Stéphanie |
| 2004 | German bank lending during emerging market crises: A bank level analysis | Heid, 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 data | Liebig, Thilo / Porath, Daniel / di Mauro, Beatrice Weder / Wedow, Michael |
| 2004 | Estimating probabilities of default for German savings banks and credit cooperatives | Porath, Daniel |
| 2005 | Measurement matters: Input price proxies and bank efficiency in Germany | Koetter, Michael |
| 2005 | The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation | Memmel, Christoph / Wehn, Carsten |
| 2005 | Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios | Kamp, Andreas / Pfingsten, Andreas / Porath, Daniel |
| 2005 | Banks, markets, and efficiency | Fecht, Falko / Martin, Antoine |
| 2005 | The forecast ability of risk-neutral densities of foreign exchange | Craig, Ben R. / Keller, Joachim |
| 2005 | Cyclical implications of minimum capital requirements | Heid, Frank |
| 2005 | Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks | Stolz, 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 mergers | Koetter, Michael / Bos, Jaap W. B. / Heid, Frank / Kool, Clemens J. M. / Kolari, James W. / Porath, Daniel |
| 2005 | The eurosystem money market auctions: a banking perspective | Bartzsch, Nikolaus / Craig, Ben R. / Fecht, Falko |
| 2005 | Financial integration and systemic risk | Fecht, Falko / Grüner, Hans Peter |
| 2005 | Evaluating the German bank merger wave | Koetter, Michael |
| 2005 | Incorporating prediction and estimation risk in point-in-time credit portfolio models | Hamerle, Alfred / Knapp, Michael / Liebig, Thilo / Wildenauer, Nicole |
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