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Deutsche Bundesbank, Frankfurt am Main
Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank
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Deutsche Bundesbank, Frankfurt am Main
Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank
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Results 1-10 of 15.
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Year of Publication
Title
Author(s)
2011
Contagion at the interbank market with stochastic LGD
Memmel, Christoph
;
Sachs, Angelika
;
Stein, Ingrid
2009
Dominating estimators for the global minimum variance portfolio
Frahm, Gabriel
;
Memmel, Christoph
2011
Contagion in the interbank market and its determinants
Memmel, Christoph
;
Sachs, Angelika
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
2008
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany
Wilkens, Marco
;
Memmel, Christoph
;
Entrop, Oliver
;
Zeisler, Alexander
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
2010
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
Memmel, Christoph
2010
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany
Bornemann, Sven
;
Kick, Thomas
;
Memmel, Christoph
;
Pfingsten, Andreas
2007
How do banks adjust their capital ratios? Evidence from Germany
Memmel, Christoph
;
Raupach, Peter
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
Author
2
Pfingsten, Andreas
2
Sachs, Angelika
2
Schertler, Andrea
2
Stein, Ingrid
2
Wehn, Carsten
1
Behr, Andreas
1
Bornemann, Sven
1
Entrop, Oliver
1
Frahm, Gabriel
1
Gaisser, Sandra
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