Central Bank Research Hub - Series: Deutsche Bundesbank Banking Supervision Discussion Papers 2007

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

Title Author(s)

Estimating probabilities of default with support vector machines

Paper: 2007/18, 28.12.2007

JEL: C14, C45, G33

Profitability of Western European banking systems: panel evidence on structural and cyclical determinants

Paper: 2007/17, 21.12.2007

JEL: G21, L11

Endogenous credit derivatives and bank behavior

Paper: 2007/16, 11.12.2007

JEL: D53, D82, G11, G14, G21

Creditor concentration: an empirical investigation

Paper: 2007/15, 07.12.2007

JEL: G21, G32, G33

Relationship lending - empirical evidence for Germany

Paper: 2007/14, 03.12.2007

JEL: G21, G32

The marketability of bank assets and managerial rents: implications for financial stability

Paper: 2007/12, 28.08.2007

Welfare effects of financial integration

Paper: 2007/11, 28.08.2007

The quality of banking and regional growth

Paper: 2007/10, 24.08.2007

Banking consolidation and small businessfinance - empirical evidence for Germany

Paper: 2007/09, 07.08.2007

Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery

Paper: 2007/08, 02.08.2007

Modelling dynamic portfolio risk using risk drivers of elliptical processes

Paper: 2007/07, 02.08.2007

How do banks adjust their capital ratios? Evidence from Germany

Paper: 2007/06, 02.08.2007

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

Paper: 2007/05, 02.08.2007

Open-end real estate funds in Germany - genesis and crisis

Paper: 2007/04, 02.08.2007

Slippery slopes of stress: ordered failure events in German banking

Paper: 2007/03, 02.08.2007

Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach

Paper: 2007/02, 02.08.2007

Granularity adjustment for Basel II

Paper: 2007/01, 02.08.2007

Money market derivatives and the allocation of liquidity risk in the banking sector

Paper: 2006/12, 26.01.2007

JEL: D82, G21, G33

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