Klaus Düllmann - Central bank research hub

Papers by year: All | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2004

Support for the SME supporting factor - multi-country empirical evidence on systematic risk factor for SME loans

by Philipp Koziol , Michel Dietsch , Christine Ott , Henri Fraisse and Klaus Düllmann

Deutsche Bundesbank Discussion Papers (Paper: 45/2016, 21.11.2016)

JEL: C13, G21, G33
Loan loss provisioning and procyclicality: evidence from an expected loss model

by Sven Bornemann , Klaus Düllmann , Christian Domikowsky and Andreas Pfingsten

Deutsche Bundesbank Discussion Papers (Paper: 39/2014, 13.01.2015)

JEL: G01, G21, M41
Evaluation of minimum capital requirements for bank loans to SMEs

by Klaus Düllmann and Philipp Koziol

Deutsche Bundesbank Discussion Papers (Paper: 22/2013, 10.06.2013)

Stress testing German banks against a global cost-of-capital shock

by Klaus Düllmann and Thomas Kick

Deutsche Bundesbank Discussion Papers (Paper: 201204, 07.03.2012)

JEL: C13, C15, G21, G33
Systemic risk contributions: a credit portfolio approach

by Natalia Puzanova and Klaus Düllmann

Deutsche Bundesbank Discussion Papers (Paper: 08/2011, 20.05.2011)

JEL: C15, C63, E58, G01, G21
Systemic risk contributions: a credit portfolio approach

by Klaus Düllmann and Natalia Puzanova

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2011/08, 20.05.2011)

Do specialization benefits outweigh concentration risks in credit portfolios of German banks?

by Andreas Pfingsten , Klaus Düllmann and Rolf Böve

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2010/10, 22.11.2010)

Crash Testing German Banks

by Martin Erdelmeier and Klaus Düllmann

IJCB International Journal of Central Banking (Paper: 09q3a5, 28.08.2009)

Abstract
Stress testing German banks in a downturn in the automobile industry

by Klaus Düllmann and Martin Erdelmeier

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2009/02, 05.03.2009)

Estimating asset correlations from stock prices or default rates - which method is superior?

by Klaus Düllmann , Jonathan Küll and Michael Kunisch

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2008/04, 14.04.2008)

Sector Concentration in Loan Portfolios and Economic Capital

by Klaus Düllmann and Nancy Masschelein

National Bank of Belgium Working Papers (Paper: 105, 17.11.2006)

Abstract

JEL: C1, G18, G21
Sector concentration in loan portfolios and economic capital

by Klaus Düllmann and Nancy Masschelein

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2006/09, 14.11.2006)

JEL: C1, G18, G21
Measuring business sector concentration by an infection model

by Klaus Düllmann

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2006/03, 02.06.2006)

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

by Klaus Düllmann and Monika Trapp

Deutsche Bundesbank Banking Supervision Discussion Papers (Paper: 2004/02, 17.08.2004)