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

ISSN: n.a.

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