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)
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
2011 Gauging the impact of a low-interest rate environment on German life insurersKablau, Anke; Wedow, Michael
2011 Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?von Furstenberg, George M.
2011 Do capital buffers mitigate volatility of bank lending? A simulation studyHeid, Frank; Krüger, Ulrich
2011 Bank bailouts, interventions, and moral hazardDam, Lammertjan; Koetter, Michael
2011 Banks' management of the net interest margin: Evidence from GermanyMemmel, Christoph; Schertler, Andrea
2011 The effect of the interbank network structure on contagion and common shocksGeorg, Co-Pierre
2011 A hierarchical model of tail dependent asset returns for assessing portfolio credit riskPuzanova, Natalia
2011 The two-sided effect of financial globalization on output volatilityMeller, Barbara
2011 Systemic risk contributions: a credit portfolio approachDüllmann, Klaus; Puzanova, Natalia
2011 The importance of qualitative risk assessment in banking supervision before and during the crisisKick, Thomas; Pfingsten, Andreas
2011 Contagion at the interbank market with stochastic LGDMemmel, Christoph; Sachs, Angelika; Stein, Ingrid
2011 Does modeling framework matter? A comparative study of structural and reduced-form modelsGündüz, Yalin; Uhrig-Homburg, Marliese
2011 Does it pay to have friends? Social ties and executive appointments in bankingBerger, Allen N.; Kick, Thomas; Koetter, Michael; Schaeck, Klaus
2011 Credit contagion between financial systemsPodlich, Natalia; Wedow, Michael
2011 Contagion in the interbank market and its determinantsMemmel, Christoph; Sachs, Angelika
2010 Do banks benefit from internationalization? Revisiting the market power-risk nexusBuch, Claudia M.; Koch, Cathérine Tahmee; Koetter, Michael
2010 Deriving the term structure of banking crisis risk with a compound option approach: The case of KazakhstanEichler, Stefan; Karmann, Alexander; Maltritz, Dominik
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 120
Also listed in RePEc / EconPapers