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Peter Raupach

Personal Details

First Name:Peter
Middle Name:
Last Name:Raupach
Suffix:
RePEc Short-ID:pra273
http://www.bundesbank.de/research_peter_raupach

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Raupach, Peter & Memmel, Christoph, 2021. "Banks' credit losses and lending dynamics," Discussion Papers 36/2021, Deutsche Bundesbank.
  2. Raupach, Peter, 2015. "Calculating trading book capital: Is risk separation appropriate?," Discussion Papers 19/2015, Deutsche Bundesbank.
  3. Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-based Capital Allocations," Working Papers (Old Series) 1501, Federal Reserve Bank of Cleveland.
  4. Löffler, Gunter & Raupach, Peter, 2013. "Robustness and informativeness of systemic risk measures," Discussion Papers 04/2013, Deutsche Bundesbank.
  5. Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2012. "The common drivers of default risk," Discussion Papers 36/2012, Deutsche Bundesbank.
  6. Güttler, André & Raupach, Peter, 2008. "The impact of downward rating momentum on credit portfolio risk," Discussion Paper Series 2: Banking and Financial Studies 2008,16, Deutsche Bundesbank.
  7. Memmel, Christoph & Raupach, Peter, 2007. "How do banks adjust their capital ratios? Evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2007,06, Deutsche Bundesbank.
  8. Peter Raupach, 2003. "The Valuation of Employee Stock Options - How Good Is the Standard?," Working Paper Series: Finance and Accounting 122, Department of Finance, Goethe University Frankfurt am Main.
  9. Peter Raupach, 2003. "The Cost of Employee Stock Options," Working Paper Series: Finance and Accounting 123, Department of Finance, Goethe University Frankfurt am Main.

Articles

  1. Löffler, Gunter & Raupach, Peter, 2018. "Pitfalls in the Use of Systemic Risk Measures," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 269-298, February.
  2. Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2015. "The common drivers of default risk," Journal of Financial Stability, Elsevier, vol. 16(C), pages 232-247.
  3. Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-Based Capital Allocations," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 329-377, June.
  4. Memmel, Christoph & Raupach, Peter, 2010. "How do banks adjust their capital ratios?," Journal of Financial Intermediation, Elsevier, vol. 19(4), pages 509-528, October.
  5. Andre Güttler & Peter Raupach, 2010. "The Impact of Downward Rating Momentum," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(1), pages 1-23, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (5) 2007-06-11 2013-04-13 2015-02-16 2015-02-22 2021-11-22. Author is listed
  2. NEP-RMG: Risk Management (3) 2008-07-20 2013-04-13 2015-08-19
  3. NEP-CFN: Corporate Finance (2) 2015-02-16 2015-08-19
  4. NEP-EEC: European Economics (2) 2007-06-11 2021-11-22
  5. NEP-REG: Regulation (1) 2007-06-11

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