Central Bank Research Hub - Series: Deutsche Bundesbank Banking Supervision Discussion Papers 2005

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

Title Author(s)

Inefficient or just different? Effects of heterogeneity on bank efficiency scores

Paper: 2005/15, 25.11.2005

JEL: G14, G21, G34

Time series properties of a rating system based on financial ratios

Paper: 2005/14, 25.11.2005

Incorporating prediction and estimation risk in point-in-time credit portfolio models

Paper: 2005/13, 25.11.2005

JEL: C1, G21

Evaluating the German bank merger wave

Paper: 2005/12, 25.11.2005

JEL: G21, G28, G33, L44

Financial integration and systemic risk

Paper: 2005/11, 25.11.2005

JEL: D61, E44, G10, G21

The eurosystem money market auctions: a banking perspective

Paper: 2005/10, 25.11.2005

JEL: E51, G21

Accounting for distress in bank mergers

Paper: 2005/09, 25.11.2005

JEL: G14, G21, G34

German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?

Paper: 2005/08, 25.11.2005

JEL: F30, F34, G21

Banks¿ regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks

Paper: 2005/07, 25.11.2005

JEL: G21, G28

Cyclical implications of minimum capital requirements

Paper: 2005/06, 25.11.2005

JEL: E32, E44, G21

The forecast ability of risk-neutral densities of foreign exchange

Paper: 2005/05, 25.11.2005

JEL: C52, C63, F31, F47

Banks, markets, and efficiency

Paper: 2005/04, 25.11.2005

JEL: E44, G10, G21

Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios

Paper: 2005/03, 25.11.2005

JEL: C43, G11, G21

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

Paper: 2005/02, 21.10.2005

Measurement matters - Input price proxies and bank efficiency in Germany

Paper: 2005/01, 05.04.2005

JEL: C51, G20, L11

Estimating probabilities of default for German saving banks and credit cooperatives

Paper: 2004/06, 27.01.2005

JEL: C23, G21, G28

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