Central Bank Research Hub - Series: Deutsche Bundesbank Banking Supervision Discussion Papers 2011

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

Title Author(s)

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

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