Christoph Memmel - Central Bank Research Hub

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005

Title Other author(s)

Quantifying the components of the banks' net interest margin

Deutsche Bundesbank Discussion Papers [View] (Paper: 15/2014, 28.07.2014)

JEL: G21

Banks concentration versus diversification in the loan portfolio: new evidence from Germany

Deutsche Bundesbank Discussion Papers [View] (Paper: 53/2013, 13.01.2014)

The common drivers of default risk

Deutsche Bundesbank Discussion Papers [View] (Paper: 36/2012, 10.01.2013)

Contagion in the Interbank Market with Stochastic Loss Given Default

IJCB International Journal of Central Banking [View] (Paper: 12q3a5, 28.09.2012)

Determinants of bank interest margins: impact of maturity transformation

Deutsche Bundesbank Discussion Papers [View] (Paper: 17/2012, 14.08.2012)

JEL: D21, G21

Contagion in the interbank market and its determinants

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/17, 10.02.2012)

Banks' management of the net interest margin: evidence from Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/13, 04.11.2011)

Contagion at the interbank market with stochastic LGD

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/06, 18.04.2011)

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)

Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/13, 11.01.2011)

Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/07, 20.09.2010)

JEL: G11, G21

The dependency of the banks' assets and liabilities: evidence from Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/14, 03.11.2009)

Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approach

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009)

JEL: C12, C13, C14

Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/07, 09.05.2008)

JEL: G12, G21

Relationship lending - empirical evidence for Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/14, 03.12.2007)

JEL: G21, G32

Diversification and the banks’ risk-return-characteristics - evidence from loan portfolios of German banks

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/05, 02.08.2007)

How do banks adjust their capital ratios? Evidence from Germany

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/06, 02.08.2007)

The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/02, 21.10.2005)

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005