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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 120
Year of PublicationTitleAuthor(s)
2011 A hierarchical model of tail dependent asset returns for assessing portfolio credit riskPuzanova, Natalia
2011 Contagion at the interbank market with stochastic LGDMemmel, Christoph; Sachs, Angelika; Stein, Ingrid
2011 The importance of qualitative risk assessment in banking supervision before and during the crisisKick, Thomas; Pfingsten, Andreas
2011 Contagion in the interbank market and its determinantsMemmel, Christoph; Sachs, Angelika
2011 The two-sided effect of financial globalization on output volatilityMeller, Barbara
2011 Does it pay to have friends? Social ties and executive appointments in bankingBerger, Allen N.; Kick, Thomas; Koetter, Michael; Schaeck, Klaus
2011 Systemic risk contributions: a credit portfolio approachDüllmann, Klaus; Puzanova, Natalia
2011 Does modeling framework matter? A comparative study of structural and reduced-form modelsGündüz, Yalin; Uhrig-Homburg, Marliese
2011 Credit contagion between financial systemsPodlich, Natalia; Wedow, Michael
2011 Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?von Furstenberg, George M.
2011 Gauging the impact of a low-interest rate environment on German life insurersKablau, Anke; Wedow, Michael
2011 Do capital buffers mitigate volatility of bank lending? A simulation studyHeid, Frank; Krüger, Ulrich
2011 The effect of the interbank network structure on contagion and common shocksGeorg, Co-Pierre
2011 Banks' management of the net interest margin: Evidence from GermanyMemmel, Christoph; Schertler, Andrea
2011 Bank bailouts, interventions, and moral hazardDam, Lammertjan; Koetter, Michael
2011 Improvements in rating models for the German corporate sectorFörstemann, Till
2011 A hierarchical Archimedean copula for portfolio credit risk modellingPuzanova, Natalia
2011 The price impact of lending relationshipsStein, Ingrid
2010 Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structureMemmel, Christoph
2010 Bank liquidity creation and risk taking during distressBerger, Allen N.; Bouwman, Christa H. S.; Kick, Thomas; Schaeck, Klaus
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 120
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