Central Bank Research Hub - Series: Deutsche Bundesbank Banking Supervision Discussion Papers 2009

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

Title Author(s)

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

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