Central Bank Research Hub - Series: Deutsche Bundesbank Banking Supervision Discussion Papers

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Bank regulation and stability: an examination of the Basel market risk framework

Paper: 2012/09, 23.04.2012

JEL: D81, G11, G21, G28

Does it pay to have friends? Social ties and executive appointments in banking

Paper: 2011/18, 13.02.2012

Contagion in the interbank market and its determinants

Paper: 2011/17, 10.02.2012

A hierarchical model of tail dependent asset returns for assessing portfolio credit risk

Paper: 2011/16, 07.02.2012

Credit contagion between financial systems

Paper: 2011/15, 31.01.2012

A hierarchical Archimedean copula for portfolio credit risk modelling

Paper: 2011/14, 07.11.2011

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

Paper: 2011/13, 04.11.2011

The effect of the interbank network structure on contagion and common shocks

Paper: 2011/12, 25.10.2011

Improvements in rating models for the German corporate sector

Paper: 2011/11, 09.09.2011

Bank bailouts, interventions, and moral hazard

Paper: 2011/10, 29.08.2011

The importance of qualitative risk assessment in banking supervision before and during the crisis

Paper: 2011/09, 10.06.2011

Systemic risk contributions: a credit portfolio approach

Paper: 2011/08, 20.05.2011

The two-sided effect of financial globalization on output volatility

Paper: 2011/07, 26.04.2011

Contagion at the interbank market with stochastic LGD

Paper: 2011/06, 18.04.2011

Does modeling framework matter? A comparative study of structural and reduced-form models

Paper: 2011/05, 18.04.2011

The price impact of lending relationships

Paper: 2011/04, 18.03.2011

Do capital buffers mitigate volatility of bank lending? A simulation study

Paper: 2011/03, 08.03.2011

Gauging the impact of a low-interest rate environment on German life insurers

Paper: 2011/02, 08.02.2011

Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?

Paper: 2011/01, 07.02.2011

How correlated are changes in banks' net interest income and in their present value?

Paper: 2010/14, 04.02.2011

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

Paper: 2010/13, 11.01.2011

Interbank tiering and money center banks

Paper: 2010/12, 29.12.2010

Are there disadvantaged clienteles in mutual funds?

Paper: 2010/11, 27.12.2010

Do specialization benefits outweigh concentration risks in credit portfolios of German banks?

Paper: 2010/10, 22.11.2010

Do banks benefit from internationalization? Revisiting the market power-risk nexus

Paper: 2010/09, 18.10.2010

Completeness, interconnectedness and distribution of interbank exposures ¿ a parameterized analysis of the stability of financial networks

Paper: 2010/08, 15.10.2010

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

Paper: 2010/07, 20.09.2010

JEL: G11, G21

Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions

Paper: 2010/06, 23.08.2010

JEL: G21, G28

Bank liquidity creation and risk taking during distress

Paper: 2010/05, 06.08.2010

JEL: G21, G28

What drives portfolio investments of German banks in emerging capital markets?

Paper: 2010/04, 18.06.2010

JEL: C23, F32, G11, O16

Purchase and redemption decisions of mutual fund investors and the role of fund families

Paper: 2010/03, 01.06.2010

JEL: G20, G23

Recovery determinants of distressed banks: Regulators, market discipline, or the environment?

Paper: 2010/02, 01.06.2010

JEL: C41, G21, G28

Deriving the term structure of banking crisis risk with a compound option approach: the case of Kazakhstan

Paper: 2010/01, 01.06.2010

JEL: G12, G17, G18, G21, G32

What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model

Paper: 2009/15, 13.11.2009

JEL: C32, E44, G21

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

Paper: 2009/14, 03.11.2009

Systematic risk of CDOs and CDO arbitrage

Paper: 2009/13, 30.10.2009

Margins of international banking: Is there a productivity pecking order in banking, too?

Paper: 2009/12, 26.10.2009

JEL: F3, G21

Determinants for using visible reserves in German banks - an empirical study

Paper: 2009/11, 05.10.2009

JEL: G21, G32, M41

The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany

Paper: 2009/10, 02.10.2009

JEL: G11, G12, G14, G23

Income diversification in the German banking industry

Paper: 2009/09, 07.08.2009

JEL: G11, G21, G32

Financial markets¿ appetite for risk - and the challenge of assessing its evolution by risk appetite indicators

Paper: 2009/08, 07.07.2009

JEL: G11, G12, G15

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

Paper: 2009/07, 02.06.2009

JEL: C12, C13, C14

Does banks' size distort market prices? Evidence for too-big-to-fail in the CDS market

Paper: 2009/06, 24.03.2009

JEL: G14, G21, G28

Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows?

Paper: 2009/05, 13.03.2009

JEL: G21

Shocks at large banks and banking sector distress: the Banking Granular Residual

Paper: 2009/04, 09.03.2009

JEL: E32, E44, E52, G21

The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany

Paper: 2009/03, 06.03.2009

JEL: D24, G21, G28, L33

Stress testing German banks in a downturn in the automobile industry

Paper: 2009/02, 05.03.2009

Sturm und Drang in money market funds: when money market funds cease to be narrow

Paper: 2008/20, 26.01.2009

Stochastic frontier analysis by means of maximum likelihood and the method of moments

Paper: 2008/19, 14.11.2008

Real estate markets and bank distress

Paper: 2008/18, 15.09.2008

JEL: C25, G21, G3

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