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

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
Full text	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	Jonas Dovern Sven Blank
Full text	The dependency of the banks' assets and liabilities: evidence from Germany Paper: 2009/14, 03.11.2009	Andrea Schertler Christoph Memmel
Full text	Systematic risk of CDOs and CDO arbitrage Paper: 2009/13, 30.10.2009	Thilo Liebig Alfred Hamerle Hans-Jochen Schropp
Full text	Margins of international banking: Is there a productivity pecking order in banking, too? Paper: 2009/12, 26.10.2009 JEL: F3, G21	Claudia M. Buch Cathérine Tahmee Koch Michael Koetter
Full text	Determinants for using visible reserves in German banks - an empirical study Paper: 2009/11, 05.10.2009 JEL: G21, G32, M41	Andreas Pfingsten Carsten Hubensack Sven Bornemann Thomas Kick Susanne Homölle
Full text	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	Falko Fecht Michael Wedow
Full text	Income diversification in the German banking industry Paper: 2009/09, 07.08.2009 JEL: G11, G21, G32	Thomas Kick Ramona Busch
Full text	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	Birgit Uhlenbrock
Full text	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	Rafael Schmidt Christoph Memmel Carsten Wehn Sandra Gaisser
Full text	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	Manja Völz Michael Wedow
Full text	Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows? Paper: 2009/05, 13.03.2009 JEL: G21	Dorothee Holl Andrea Schertler
Full text	Shocks at large banks and banking sector distress: the Banking Granular Residual Paper: 2009/04, 09.03.2009 JEL: E32, E44, E52, G21	Claudia M. Buch Katja Neugebauer Sven Blank
Full text	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	Frank Heid Elisabetta Fiorentino Alexander Karmann Michael Koetter Alessio De Vincenzo
Full text	Stress testing German banks in a downturn in the automobile industry Paper: 2009/02, 05.03.2009	Klaus Düllmann Martin Erdelmeier
Full text	Sturm und Drang in money market funds: when money market funds cease to be narrow Paper: 2008/20, 26.01.2009	Stephan Jank Michael Wedow
Full text	Stochastic frontier analysis by means of maximum likelihood and the method of moments Paper: 2008/19, 14.11.2008	Andreas Behr Sebastian Tente
Full text	Real estate markets and bank distress Paper: 2008/18, 15.09.2008 JEL: C25, G21, G3	Tigran Poghosyan Michael Koetter

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