Showing items 41-61 of 120.
| Date | Title |
Authors |
| 2009 | Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach | Gaisser, Sandra / Memmel, Christoph / Schmidt, Rafael / Wehn, Carsten |
| 2009 | Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market | Völz, Manja / Wedow, Michael |
| 2009 | Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows? | Holl, Dorothee / Schertler, Andrea |
| 2009 | Shocks at large banks and banking sector distress: the Banking Granular Residual | Blank, Sven / Buch, Claudia M. / Neugebauer, Katja |
| 2009 | The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany | Fiorentino, Elisabetta / Vincenzo, Alessio De / Heid, Frank / Karmann, Alexander / Koetter, Michael |
| 2009 | Stress testing German banks in a downturn in the automobile industry | Düllmann, Klaus / Erdelmeier, Martin |
| 2009 | Dominating estimators for the global minimum variance portfolio | Frahm, Gabriel / Memmel, Christoph |
| 2008 | Sturm und Drang in money market funds: when money market funds cease to be narrow | Jank, Stephan / Wedow, Michael |
| 2008 | Stochastic frontier analysis by means of maximum likelihood and the method of moments | Behr, Andreas / Tente, Sebastian |
| 2008 | Real estate markets and bank distress | Koetter, Michael / Poghosyan, Tigran |
| 2008 | Stress testing of real credit portfolios | Mager, Ferdinand / Schmieder, Christian |
| 2008 | The impact of downward rating momentum on credit portfolio risk | Güttler, André / Raupach, Peter |
| 2008 | The implications of latent technology regimes for competition and efficiency in banking | Koetter, Michael / Poghosyan, Tigran |
| 2008 | Regulatory capital for market and credit risk interaction: is current regulation always conservative? | Breuer, Thomas / Jandacka, Martin / Rheinberger, Klaus / Summer, Martin |
| 2008 | Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations | Barnhill, Theodore M. / Souto, Marcos Rietti |
| 2008 | A value at risk analysis of credit default swaps | Scheicher, Martin / Raunig, Burkhard |
| 2008 | Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation | Hillebrand, Martin / Böcker, Klaus |
| 2008 | Determinants of European banks' engagement in loan securitization | Hänsel, Dennis N. / Bannier, Christina E. |
| 2008 | The pricing of correlated default risk: evidence from the credit derivatives market | Zhu, Haibin / Tarashev, Nikola A. |
| 2008 | Market conditions, default risk and credit spreads | Tang, Dragon Yongjun / Yan, Hong |
| 2008 | Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks | Memmel, Christoph |