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

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 41 to 60 of 120
Year of PublicationTitleAuthor(s)
2009The dependency of the banks' assets and liabilities: evidence from GermanyMemmel, Christoph; Schertler, Andrea
2009Stress testing German banks in a downturn in the automobile industryDüllmann, Klaus; Erdelmeier, Martin
2009Shocks at large banks and banking sector distress: the Banking Granular ResidualBlank, Sven; Buch, Claudia M.; Neugebauer, Katja
2009Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicatorsUhlenbrock, Birgit
2009Margins of international banking: is there a productivity pecking order in banking, too?Buch, Claudia M.; Koch, Cathérine Tahmee; Koetter, Michael
2009The dark and the bright side of liquidity risks: evidence from open-end real estate funds in GermanyFecht, Falko; Wedow, Michael
2009Systematic risk of CDOs and CDO arbitrageHamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen
2008Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregationHillebrand, Martin; Böcker, Klaus
2008The implications of latent technology regimes for competition and efficiency in bankingKoetter, Michael; Poghosyan, Tigran
2008Bank mergers and the dynamics of deposit interest ratesCraig, Ben R.; Dinger, Valeriya
2008Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlationsBarnhill, Theodore M.; Souto, Marcos Rietti
2008The pricing of correlated default risk: evidence from the credit derivatives marketZhu, Haibin; Tarashev, Nikola A.
2008Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from GermanyWilkens, Marco; Memmel, Christoph; Entrop, Oliver; Zeisler, Alexander
2008Real estate markets and bank distressKoetter, Michael; Poghosyan, Tigran
2008Sturm und Drang in money market funds: when money market funds cease to be narrowJank, Stephan; Wedow, Michael
2008Determinants of European banks' engagement in loan securitizationHänsel, Dennis N.; Bannier, Christina E.
2008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banksMemmel, Christoph
2008A value at risk analysis of credit default swapsScheicher, Martin; Raunig, Burkhard
2008Estimating asset correlations from stock prices or default rates: which method is superior?Düllmann, Klaus; Kunisch, Michael; Küll, Jonathan
2008The impact of downward rating momentum on credit portfolio riskGüttler, André; Raupach, Peter
Collection's Items (Sorted by Title in Descending order): 41 to 60 of 120
Browse
RePEc
Also listed in RePEc / EconPapers