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Content
2011
- 2011,18 Does it pay to have friends? Social ties and executive appointments in banking
by Berger, Allen N. & Kick, Thomas & Koetter, Michael & Schaeck, Klaus
- 2011,17 Contagion in the interbank market and its determinants
by Memmel, Christoph & Sachs, Angelika
- 2011,16 A hierarchical model of tail dependent asset returns for assessing portfolio credit risk
by Puzanova, Natalia
- 2011,15 Credit contagion between financial systems
by Podlich, Natalia & Wedow, Michael
- 2011,14 A hierarchical Archimedean copula for portfolio credit risk modelling
by Puzanova, Natalia
- 2011,13 Banks' management of the net interest margin: Evidence from Germany
by Memmel, Christoph & Schertler, Andrea
- 2011,12 The effect of the interbank network structure on contagion and common shocks
by Georg, Co-Pierre
- 2011,11 Improvements in rating models for the German corporate sector
by Förstemann, Till
- 2011,10 Bank bailouts, interventions, and moral hazard
by Dam, Lammertjan & Koetter, Michael
- 2011,09 The importance of qualitative risk assessment in banking supervision before and during the crisis
by Kick, Thomas & Pfingsten, Andreas
- 2011,08 Systemic risk contributions: a credit portfolio approach
by Düllmann, Klaus & Puzanova, Natalia
- 2011,07 The two-sided effect of financial globalization on output volatility
by Meller, Barbara
- 2011,06 Contagion at the interbank market with stochastic LGD
by Memmel, Christoph & Sachs, Angelika & Stein, Ingrid
- 2011,05 Does modeling framework matter? A comparative study of structural and reduced-form models
by Gündüz, Yalin & Uhrig-Homburg, Marliese
- 2011,04 The price impact of lending relationships
by Stein, Ingrid
- 2011,03 Do capital buffers mitigate volatility of bank lending? A simulation study
by Heid, Frank & Krüger, Ulrich
- 2011,02 Gauging the impact of a low-interest rate environment on German life insurers
by Kablau, Anke & Wedow, Michael
- 2011,01 Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?
by von Furstenberg, George M.
2010
- 2010,14 How correlated are changes in banks' net interest income and in their present value?
by Memmel, Christoph
- 2010,13 Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany
by Bornemann, Sven & Kick, Thomas & Memmel, Christoph & Pfingsten, Andreas
- 2010,12 Interbank tiering and money center banks
by Craig, Ben R. & von Peter, Goetz
- 2010,11 Are there disadvantaged clienteles in mutual funds?
by Jank, Stephan
- 2010,10 Do specialization benefits outweigh concentration risks in credit portfolios of German banks?
by Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas
- 2010,09 Do banks benefit from internationalization? Revisiting the market power-risk nexus
by Buch, Claudia M. & Koch, Cathérine Tahmee & Koetter, Michael
- 2010,08 Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks
by Sachs, Angelika
- 2010,07 Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
by Memmel, Christoph
- 2010,06 Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions
by Trinkaus, Gaby
- 2010,05 Bank liquidity creation and risk taking during distress
by Berger, Allen N. & Bouwman, Christa H. S. & Kick, Thomas & Schaeck, Klaus
- 2010,04 What drives portfolio investments of German banks in emerging capital markets?
by Wildmann, Christian
- 2010,03 Purchase and redemption decisions of mutual fund investors and the role of fund families
by Jank, Stephan & Wedow, Michael
- 2010,02 Recovery determinants of distressed banks: Regulators, market discipline, or the environment?
by Kick, Thomas & Koetter, Michael & Poghosyan, Tigran
- 2010,01 Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan
by Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik
2009
- 2009,15 What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model
by Blank, Sven & Dovern, Jonas
- 2009,14 The dependency of the banks' assets and liabilities: evidence from Germany
by Memmel, Christoph & Schertler, Andrea
- 2009,13 Systematic risk of CDOs and CDO arbitrage
by Hamerle, Alfred & Liebig, Thilo & Schropp, Hans-Jochen
- 2009,12 Margins of international banking: is there a productivity pecking order in banking, too?
by Buch, Claudia M. & Koch, Cathérine Tahmee & Koetter, Michael
- 2009,11 Determinants for using visible reserves in German banks: an empirical study
by Bornemann, Sven & Homölle, Susanne & Hubensack, Carsten & Kick, Thomas & Pfingsten, Andreas
- 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
- 2009,09 Income diversification in the German banking industry
by Busch, Ramona & Kick, Thomas
- 2009,08 Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators
by Uhlenbrock, Birgit
- 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
- 2009,06 Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market
by Völz, Manja & Wedow, Michael
- 2009,05 Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows?
by Holl, Dorothee & Schertler, Andrea
- 2009,04 Shocks at large banks and banking sector distress: the Banking Granular Residual
by Blank, Sven & Buch, Claudia M. & Neugebauer, Katja
- 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
- 2009,02 Stress testing German banks in a downturn in the automobile industry
by Düllmann, Klaus & Erdelmeier, Martin
- 2009,01 Dominating estimators for the global minimum variance portfolio
by Frahm, Gabriel & Memmel, Christoph
2008
- 2008,20 Sturm und Drang in money market funds: when money market funds cease to be narrow
by Jank, Stephan & Wedow, Michael
- 2008,19 Stochastic frontier analysis by means of maximum likelihood and the method of moments
by Behr, Andreas & Tente, Sebastian
- 2008,18 Real estate markets and bank distress
by Koetter, Michael & Poghosyan, Tigran
- 2008,17 Stress testing of real credit portfolios
by Mager, Ferdinand & Schmieder, Christian
- 2008,16 The impact of downward rating momentum on credit portfolio risk
by Güttler, André & Raupach, Peter
- 2008,15 The implications of latent technology regimes for competition and efficiency in banking
by Koetter, Michael & Poghosyan, Tigran
- 2008,14 Regulatory capital for market and credit risk interaction: is current regulation always conservative?
by Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin
- 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
- 2008,12 A value at risk analysis of credit default swaps
by Scheicher, Martin & Raunig, Burkhard
- 2008,11 Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation
by Hillebrand, Martin & Böcker, Klaus
- 2008,10 Determinants of European banks' engagement in loan securitization
by Hänsel, Dennis N. & Bannier, Christina E.
- 2008,09 The pricing of correlated default risk: evidence from the credit derivatives market
by Zhu, Haibin & Tarashev, Nikola A.
- 2008,08 Market conditions, default risk and credit spreads
by Tang, Dragon Yongjun & Yan, Hong
- 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
- 2008,06 The success of bank mergers revisited: an assessment based on a matching strategy
by Heid, Frank & Behr, Andreas
- 2008,05 Rollover risk in commercial paper markets and firms' debt maturity choice
by Thierfelder, Felix
- 2008,04 Estimating asset correlations from stock prices or default rates: which method is superior?
by Düllmann, Klaus & Kunisch, Michael & Küll, Jonathan
- 2008,03 Monetary policy and bank distress: an integrated micro-macro approach
by De Graeve, Ferre & Kick, Thomas
- 2008,02 Bank mergers and the dynamics of deposit interest rates
by Craig, Ben R. & Dinger, Valeriya
- 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
2007
- 2007,18 Estimating probabilities of default with support vector machines
by Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea
- 2007,17 Profitability of Western European banking systems: panel evidence on structural and cyclical determinants
by Beckmann, Rainer
- 2007,16 Endogenous credit derivatives and bank behavior
by Pausch, Thilo
- 2007,15 Creditor concentration: an empirical investigation
by Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja
- 2007,14 Relationship lending: empirical evidence for Germany
by Schmieder, Christian & Memmel, Christoph & Stein, Ingrid
- 2007,13 Asset correlations and credit portfolio risk: an empirical analysis
by Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian
- 2007,12 The marketability of bank assets and managerial rents: implications for financial stability
by Fecht, Falko & Wagner, Wolf
- 2007,11 Welfare effects of financial integration
by Hartmann, Philipp & Grüner, Hans Peter & Fecht, Falko
- 2007,10 The quality of banking and regional growth
by Hasan, Iftekhar & Koetter, Michael & Wedow, Michael
- 2007,09 Banking consolidation and small businessfinance: empirical evidence for Germany
by Marsch, Katharina & Schmieder, Christian & Forster-van Aerssen, Katrin
- 2007,08 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
by Dötz, Niko
- 2007,07 Modelling dynamic portfolio risk using risk drivers of elliptical processes
by Schmidt, Rafael & Schmieder, Christian
- 2007,06 How do banks adjust their capital ratios? Evidence from Germany
by Memmel, Christoph & Raupach, Peter
- 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
- 2007,04 Open-end real estate funds in Germany: genesis and crisis
by Bannier, Christina E. & Fecht, Falko & Tyrell, Marcel
- 2007,03 Slippery slopes of stress: ordered failure events in German banking
by Koetter, Michael & Kick, Thomas
- 2007,02 Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach
by Koetter, Michael & Porath, Daniel
- 2007,01 Granularity adjustment for Basel II
by Lütkebohmert, Eva & Gordy, Michael B.
2006
- 2006,12 Money market derivatives and the allocation of liquidity risk in the banking sector
by Hakenes, Hendrik & Fecht, Falko
- 2006,11 Limits to international banking consolidation
by Grüner, Hans Peter & Fecht, Falko
- 2006,10 The cost efficiency of German banks: a comparison of SFA and DEA
by Koetter, Michael & Karmann, Alexander & Fiorentino, Elisabetta
- 2006,09 Sector concentration in loan portfolios and economic capital
by Masschelein, Nancy & Düllmann, Klaus
- 2006,08 The stability of efficiency rankings when risk-preferences and objectives are different
by Koetter, Michael
- 2006,07 Empirical risk analysis of pension insurance: the case of Germany
by Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang
- 2006,06 Banks' regulatory buffers, liquidity networks and monetary policy transmission
by Merkl, Christian & Stolz, Stéphanie
- 2006,05 Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios
by von Westernhagen, Natalja & Porath, Daniel & Hayden, Evelyn
- 2006,04 Heterogeneity in lending and sectoral growth: evidence from German bank-level data
by Schertler, Andrea & Buch, Claudia M. & von Westernhagen, Natalja
- 2006,03 Measuring business sector concentration by an infection model
by Düllmann, Klaus
- 2006,02 Finance and growth in a bank-based economy: is it quantity or quality that matters?
by Koetter, Michael & Wedow, Michael
- 2006,01 Forecasting stock market volatility with macroeconomic variables in real time
by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian
2005
- 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.
- 2005,14 Time series properties of a rating system based on financial ratios
by Krüger, Ulrich & Stötzel, Martin & Trück, Stefan
- 2005,13 Incorporating prediction and estimation risk in point-in-time credit portfolio models
by Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole
- 2005,12 Evaluating the German bank merger wave
by Koetter, Michael
- 2005,11 Financial integration and systemic risk
by Fecht, Falko & Grüner, Hans Peter
- 2005,10 The eurosystem money market auctions: a banking perspective
by Bartzsch, Nikolaus & Craig, Ben R. & Fecht, Falko
- 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
- 2005,08 German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?
by Nestmann, Thorsten
- 2005,07 Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks
by Stolz, Stéphanie & Wedow, Michael
- 2005,06 Cyclical implications of minimum capital requirements
by Heid, Frank
- 2005,05 The forecast ability of risk-neutral densities of foreign exchange
by Craig, Ben R. & Keller, Joachim
- 2005,04 Banks, markets, and efficiency
by Fecht, Falko & Martin, Antoine
- 2005,03 Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios
by Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel
- 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
- 2005,01 Measurement matters: Input price proxies and bank efficiency in Germany
by Koetter, Michael
2004
- 2004,06 Estimating probabilities of default for German savings banks and credit cooperatives
by Porath, Daniel
- 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
- 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
- 2004,03 Does capital regulation matter for bank behaviour? Evidence for German savings banks
by Heid, Frank & Porath, Daniel & Stolz, Stéphanie
- 2004,02 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures
by Düllmann, Klaus & Trapp, Monika
- 2004,01 Forecasting Credit Portfolio Risk
by Hamerle, Alfred & Liebig, Thilo & Scheule, Harald
2003
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