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Deutsche Bundesbank, Research Centre Discussion Paper Series 2: Banking and Financial Studies Contact information of
Deutsche Bundesbank, Research Centre: http://www.bundesbank.de/ More information through EDIRC
For technical questions regarding this series, please contact
(ZBW - German National Library for Economics) Series handle: repec:zbw:bubdp2
2009 2009,10 The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany by Fecht, Falko & Wedow, Michael [Downloadable!]
2009,11 Determinants for using visible reserves in German banks: an empirical study by Bornemann, Sven & Homölle, Susanne & Hubensack, Carsten & Kick, Thomas & Pfingsten, Andreas [Downloadable!]
2009,09 Income diversification in the German banking industry by Busch, Ramona & Kick, Thomas [Downloadable!]
2009,08 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators by Uhlenbrock, Birgit [Downloadable!]
2009,07 Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach by Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten [Downloadable!]
2009,06 Does banks size distort market prices?: evidence for too-big-to-fail in the CDS market by Völz, Manja & Wedow, Michael [Downloadable!]
2009,05 Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows? by Holl, Dorothee & Schertler, Andrea [Downloadable!]
2009,04 Shocks at large banks and banking sector distress: the Banking Granular Residual by Blank, Sven & Buch, Claudia M. & Neugebauer, Katja [Downloadable!]
2009,03 The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany by Fiorentino, Elisabetta & Vincenzo, Alessio De & Heid, Frank & Karmann, Alexander & Koetter, Michael [Downloadable!]
2009,02 Stress testing German banks in a downturn in the automobile industry by Düllmann, Klaus & Erdelmeier, Martin [Downloadable!]
2009,01 Dominating estimators for the global minimum variance portfolio by Frahm, Gabriel & Memmel, Christoph [Downloadable!]
2008 2008,15 The implications of latent technology regimes for competition and efficiency in banking by Koetter, Michael & Poghosyan, Tigran [Downloadable!]
2008,20 Sturm und Drang in money market funds: when money market funds cease to be narrow by Jank, Stephan & Wedow, Michael [Downloadable!]
2008,19 Stochastic frontier analysis by means of maximum likelihood and the method of moments by Behr, Andreas & Tente, Sebastian [Downloadable!]
2008,18 Real estate markets and bank distress by Koetter, Michael & Poghosyan, Tigran [Downloadable!]
2008,17 Stress testing of real credit portfolios by Mager, Ferdinand & Schmieder, Christian [Downloadable!]
2008,16 The impact of downward rating momentum on credit portfolio risk by Güttler, André & Raupach, Peter [Downloadable!]
2008,14 Regulatory capital for market and credit risk interaction: is current regulation always conservative? by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin [Downloadable!]
2008,13 Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations by Barnhill, Theodore M. & Souto, Marcos Rietti [Downloadable!]
2008,12 A value at risk analysis of credit default swaps by Scheicher, Martin & Raunig, Burkhard [Downloadable!]
2008,11 Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation by Hillebrand, Martin & Böcker, Klaus [Downloadable!]
2008,10 Determinants of European banks' engagement in loan securitization by Hänsel, Dennis N. & Bannier, Christina E. [Downloadable!]
2008,09 The pricing of correlated default risk: evidence from the credit derivatives market by Zhu, Haibin & Tarashev, Nikola A. [Downloadable!]
2008,08 Market conditions, default risk and credit spreads by Tang, Dragon Yongjun & Yan, Hong [Downloadable!]
2008,07 Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks by Memmel, Christoph [Downloadable!]
2008,06 The success of bank mergers revisited : an assessment based on a matching strategy by Heid, Frank & Behr, Andreas [Downloadable!]
2008,05 Rollover risk in commercial paper markets and firms' debt maturity choice by Thierfelder, Felix [Downloadable!]
2008,04 Estimating asset correlations from stock prices or default rates: which method is superior? by Düllmann, Klaus & Kunisch, Michael & Küll, Jonathan [Downloadable!]
2008,03 Monetary policy and bank distress: an integrated micro-macro approach by De Graeve, Ferre & Kick, Thomas [Downloadable!]
2008,02 Bank mergers and the dynamics of deposit interest rates by Craig, Ben R. & Dinger, Valeriya [Downloadable!]
2008,01 Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany by Wilkens, Marco & Memmel, Christoph & Entrop, Oliver & Zeisler, Alexander [Downloadable!]
2007 2007,06 How do banks adjust their capital ratios? Evidence from Germany by Memmel, Christoph & Raupach, Peter [Downloadable!]
2007,18 Estimating probabilities of default with support vector machines by Härdle, Wolfgang & Moro, Rouslan A. & Schäfer, Dorothea [Downloadable!]
2007,17 Profitability of Western European banking systems: panel evidence on structural and cyclical determinants by Beckmann, Rainer [Downloadable!]
2007,16 Endogenous credit derivatives and bank behavior by Pausch, Thilo [Downloadable!]
2007,15 Creditor concentration: an empirical investigation by Ongena, Steven & Tümer-Alkan, Günseli & Westernhagen, Natalja von [Downloadable!]
2007,14 Relationship lending: empirical evidence for Germany by Schmieder, Christian & Memmel, Christoph & Stein, Ingrid [Downloadable!]
2007,13 Asset correlations and credit portfolio risk: an empirical analysis by Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian [Downloadable!]
2007,12 The marketability of bank assets and managerial rents: implications for financial stability by Fecht, Falko & Wagner, Wolf [Downloadable!]
2007,11 Welfare effects of financial integration by Hartmann, Philipp & Grüner, Hans Peter & Fecht, Falko [Downloadable!]
2007,10 The quality of banking and regional growth by Hasan, Iftekhar & Koetter, Michael & Wedow, Michael [Downloadable!]
2007,09 Banking consolidation and small businessfinance : empirical evidence for Germany by Marsch, Katharina & Schmieder, Christian & Forster-van Aerssen, Katrin [Downloadable!]
2007,08 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery by Dötz, Niko [Downloadable!]
2007,07 Modelling dynamic portfolio risk using risk drivers of elliptical processes by Schmidt, Rafael & Schmieder, Christian [Downloadable!]
2007,05 Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks by Behr, Andreas & Kamp, Andreas & Memmel, Christoph & Pfingsten, Andreas [Downloadable!]
2007,04 Open-end real estate funds in Germany: genesis and crisis by Bannier, Christina E. & Fecht, Falko & Tyrell, Marcel [Downloadable!]
2007,03 Slippery slopes of stress : ordered failure events in German banking by Koetter, Michael & Kick, Thomas [Downloadable!]
2007,02 Efficient, profitable and safe banking: an oxymoron? : evidence from a panel VAR approach by Koetter, Michael & Porath, Daniel [Downloadable!]
2007,01 Granularity adjustment for Basel II by Lütkebohmert, Eva & Gordy, Michael B. [Downloadable!]
2006 2006,05 Does diversification improve the performance of German banks? : Evidence from individual bank loan portfolios by von Westernhagen, Natalja & Porath, Daniel & Hayden, Evelyn [Downloadable!]
2006,12 Money market derivatives and the allocation of liquidity risk in the banking sector by Hakenes, Hendrik & Fecht, Falko [Downloadable!]
2006,11 Limits to international banking consolidation by Grüner, Hans Peter & Fecht, Falko [Downloadable!]
2006,10 The cost efficiency of German banks : a comparison of SFA and DEA by Koetter, Michael & Karmann, Alexander & Fiorentino, Elisabetta [Downloadable!]
2006,09 Sector concentration in loan portfolios and economic capital by Masschelein, Nancy & Düllmann, Klaus [Downloadable!]
2006,08 The stability of efficiency rankings when risk-preferences and objectives are different by Koetter, Michael [Downloadable!]
2006,07 Empirical risk analysis of pension insurance: the case of Germany by Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang [Downloadable!]
2006,06 Banks' regulatory buffers, liquidity networks and monetary policy transmission by Merkl, Christian & Stolz, Stéphanie [Downloadable!]
2006,04 Heterogeneity in lending and sectoral growth : evidence from German bank-level data by Schertler, Andrea & Buch, Claudia M. & von Westernhagen, Natalja [Downloadable!]
2005 2006,03 Measuring business sector concentration by an infection model by Düllmann, Klaus [Downloadable!]
2005,04 Banks, markets, and efficiency by Fecht, Falko & Martin, Antoine [Downloadable!]
2006,02 Finance and growth in a bank-based economy: is it quantity or quality that matters? by Koetter, Michael & Wedow, Michael [Downloadable!]
2006,01 Forecasting stock market volatility with macroeconomic variables in real time by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian [Downloadable!]
2005,15 Inefficient or just different? Effects of heterogeneity on bank efficiency scores by Bos, Jaap W. B. & Heid, Frank & Koetter, Michael & Kolari, James W. & Kool, Clemens J. M. [Downloadable!]
2005,14 Time series properties of a rating system based on financial ratios by Krüger, Ulrich & Stötzel, Martin & Trück, Stefan [Downloadable!]
2005,13 Incorporating prediction and estimation risk in point-in-time credit portfolio models by Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole [Downloadable!]
2005,12 Evaluating the German bank merger wave by Koetter, Michael [Downloadable!]
2005,11 Financial integration and systemic risk by Fecht, Falko & Grüner, Hans Peter [Downloadable!]
2005,10 The eurosystem money market auctions: a banking perspective by Bartzsch, Nikolaus & Craig, Ben & Fecht, Falko [Downloadable!]
2005,09 Accounting for distress in bank mergers by Koetter, Michael & Bos, Jaap W. B. & Heid, Frank & Kool, Clemens J. M. & Kolari, James W. & Porath, Daniel [Downloadable!]
2005,08 German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment? by Nestmann, Thorsten [Downloadable!]
2005,07 Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks by Stolz, Stephanie & Wedow, Michael [Downloadable!]
2005,06 Cyclical implications of minimum capital requirements by Heid, Frank [Downloadable!]
2005,05 The forecast ability of risk-neutral densities of foreign exchange by Craig, Ben & Keller, Joachim [Downloadable!]
2005,03 Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios by Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel [Downloadable!]
2005,02 The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation by Memmel, Christoph & Wehn, Carsten [Downloadable!]
2005,01 Measurement matters: Input price proxies and bank efficiency in Germany by Koetter, Michael [Downloadable!]
2004 2004,06 Estimating probabilities of default for German savings banks and credit cooperatives by Porath, Daniel [Downloadable!]
2004,05 How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data by Liebig, Thilo & Porath, Daniel & di Mauro, Beatrice Weder & Wedow, Michael [Downloadable!]
2004,04 German bank lending during emerging market crises: A bank level analysis by Heid, Frank & Nestmann, Thorsten & di Mauro, Beatrice Weder & von Westernhagen, Natalja [Downloadable!]
2004,03 Does capital regulation matter for bank behaviour? Evidence for German savings banks by Heid, Frank & Porath, Daniel & Stolz, Stephanie [Downloadable!]
2004,02 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures by Düllmann, Klaus & Trapp, Monika [Downloadable!]
2004,01 Forecasting Credit Portfolio Risk by Hamerle, Alfred & Liebig, Thilo & Scheule, Harald [Downloadable!]
2003 Access
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This page was last updated on 2009-10-26.
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