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)

Banks, markets, and efficiency

Paper: 2005/04, 25.11.2005

JEL: E44, G10, G21

Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios

Paper: 2005/03, 25.11.2005

JEL: C43, G11, G21

The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation

Paper: 2005/02, 21.10.2005

Measurement matters - Input price proxies and bank efficiency in Germany

Paper: 2005/01, 05.04.2005

JEL: C51, G20, L11

Estimating probabilities of default for German saving banks and credit cooperatives

Paper: 2004/06, 27.01.2005

JEL: C23, G21, G28

How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data

Paper: 2004/05, 05.11.2004

JEL: F33, F34, G28

German bank lending during emerging market crises: A bank level analysis

Paper: 2004/04, 15.10.2004

JEL: F30, F32, F34

Does capital regulation matter for bank behaviour? Evidence for German savings banks

Paper: 2004/03, 27.08.2004

JEL: G21, G28

Systematic Risk in Recovery Rates - An empirical Analysis of US Corporate Credit Exposures

Paper: 2004/02, 17.08.2004

Forecasting Credit Portfolio Risk

Paper: 2004/01, 01.03.2004

JEL: C23, C41, G21

Credit Risk Factor Modeling and the Basel II IRB Approach

Paper: 2003/02, 01.12.2003

JEL: C1, G21

Measuring the Discriminative Power of Rating Systems

Paper: 2003/01, 01.11.2003

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