Central Bank Research Hub - Series: Deutsche Bundesbank Banking Supervision Discussion Papers 2010

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

	Title	Author(s)
Full text	Bank regulation and stability: an examination of the Basel market risk framework Paper: 2012/09, 23.04.2012 JEL: D81, G11, G21, G28	Gordon J. Alexander Shu Yan Alexandre M. Baptista
Full text	Does it pay to have friends? Social ties and executive appointments in banking Paper: 2011/18, 13.02.2012	Michael Koetter Allen N. Berger Thomas Kick Klaus Schaeck
Full text	Contagion in the interbank market and its determinants Paper: 2011/17, 10.02.2012	Angelika Sachs Christoph Memmel
Full text	A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Paper: 2011/16, 07.02.2012	Natalia Puzanova
Full text	Credit contagion between financial systems Paper: 2011/15, 31.01.2012	Natalia Podlich Michael Wedow
Full text	A hierarchical Archimedean copula for portfolio credit risk modelling Paper: 2011/14, 07.11.2011	Natalia Puzanova
Full text	Banks' management of the net interest margin: evidence from Germany Paper: 2011/13, 04.11.2011	Andrea Schertler Christoph Memmel
Full text	The effect of the interbank network structure on contagion and common shocks Paper: 2011/12, 25.10.2011	Co-Pierre Georg
Full text	Improvements in rating models for the German corporate sector Paper: 2011/11, 09.09.2011	Till Förstemann
Full text	Bank bailouts, interventions, and moral hazard Paper: 2011/10, 29.08.2011	Lammertjan Dam Michael Koetter
Full text	The importance of qualitative risk assessment in banking supervision before and during the crisis Paper: 2011/09, 10.06.2011	Andreas Pfingsten Thomas Kick
Full text	Systemic risk contributions: a credit portfolio approach Paper: 2011/08, 20.05.2011	Klaus Düllmann Natalia Puzanova
Full text	The two-sided effect of financial globalization on output volatility Paper: 2011/07, 26.04.2011	Barbara Meller
Full text	Does modeling framework matter? A comparative study of structural and reduced-form models Paper: 2011/05, 18.04.2011	Marliese Uhrig-Homburg Yalin Gündüz
Full text	Contagion at the interbank market with stochastic LGD Paper: 2011/06, 18.04.2011	Angelika Sachs Christoph Memmel Ingrid Stein
Full text	The price impact of lending relationships Paper: 2011/04, 18.03.2011	Ingrid Stein
Full text	Do capital buffers mitigate volatility of bank lending? A simulation study Paper: 2011/03, 08.03.2011	Frank Heid Ulrich Krüger
Full text	Gauging the impact of a low-interest rate environment on German life insurers Paper: 2011/02, 08.02.2011	Anke Kablau Michael Wedow
Full text	Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue? Paper: 2011/01, 07.02.2011	George M. von Furstenberg
Full text	How correlated are changes in banks' net interest income and in their present value? Paper: 2010/14, 04.02.2011	Christoph Memmel
Full text	Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany Paper: 2010/13, 11.01.2011	Andreas Pfingsten Christoph Memmel Thomas Kick Sven Bornemann
Full text	Interbank tiering and money center banks Paper: 2010/12, 29.12.2010	Goetz von Peter Ben Craig
Full text	Are there disadvantaged clienteles in mutual funds? Paper: 2010/11, 27.12.2010	Stephan Jank
Full text	Do specialization benefits outweigh concentration risks in credit portfolios of German banks? Paper: 2010/10, 22.11.2010	Andreas Pfingsten Klaus Düllmann Rolf Böve
Full text	Do banks benefit from internationalization? Revisiting the market power-risk nexus Paper: 2010/09, 18.10.2010	Claudia M. Buch Cathérine Tahmee Koch Michael Koetter
Full text	Completeness, interconnectedness and distribution of interbank exposures – a parameterized analysis of the stability of financial networks Paper: 2010/08, 15.10.2010	Angelika Sachs
Full text	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	Christoph Memmel
Full text	Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions Paper: 2010/06, 23.08.2010 JEL: G21, G28	Gaby Trinkaus
Full text	Bank liquidity creation and risk taking during distress Paper: 2010/05, 06.08.2010 JEL: G21, G28	Allen N. Berger Thomas Kick Klaus Schaeck Christa H. S. Bouwman
Full text	What drives portfolio investments of German banks in emerging capital markets? Paper: 2010/04, 18.06.2010 JEL: C23, F32, G11, O16	Christian Wildmann
Full text	Purchase and redemption decisions of mutual fund investors and the role of fund families Paper: 2010/03, 01.06.2010 JEL: G20, G23	Stephan Jank Michael Wedow
Full text	Recovery determinants of distressed banks: Regulators, market discipline, or the environment? Paper: 2010/02, 01.06.2010 JEL: C41, G21, G28	Thomas Kick Tigran Poghosyan Michael Koetter
Full text	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	Dominik Maltritz Alexander Karmann Stefan Eichler

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