| Title | Other author(s) | |
|---|---|---|
The common drivers of default riskDeutsche Bundesbank Discussion Papers [View] (Paper: 36/2012, 10.01.2013) |
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Contagion in the Interbank Market with Stochastic Loss Given DefaultIJCB International Journal of Central Banking [View] (Paper: 12q3a5, 28.09.2012) |
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Determinants of bank interest margins: impact of maturity transformationDeutsche Bundesbank Discussion Papers [View] (Paper: 17/2012, 14.08.2012) |
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Contagion in the interbank market and its determinantsDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/17, 10.02.2012) |
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Banks' management of the net interest margin: evidence from GermanyDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/13, 04.11.2011) |
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Contagion at the interbank market with stochastic LGDDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/06, 18.04.2011) |
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How correlated are changes in banks' net interest income and in their present value?Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/14, 04.02.2011) |
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Are banks using hidden reserves to beat earnings benchmarks? Evidence from GermanyDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/13, 11.01.2011) |
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Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structureDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/07, 20.09.2010) |
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The dependency of the banks' assets and liabilities: evidence from GermanyDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/14, 03.11.2009) |
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Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approachDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009) |
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Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banksDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/07, 09.05.2008) |
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Relationship lending - empirical evidence for GermanyDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/14, 03.12.2007) |
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Diversification and the banks’ risk-return-characteristics - evidence from loan portfolios of German banksDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/05, 02.08.2007) |
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How do banks adjust their capital ratios? Evidence from GermanyDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/06, 02.08.2007) |
