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Deutsche Bundesbank and Eurosystem

Discussion paper / Deutsche Bundesbank ; Eurosystem. Ser. 2, Banking and financial studies

Frankfurt, M.: Dt. Bundesbank, Press and Public Relations Div. et al., 2003-2011

Title	Discussion paper / Deutsche Bundesbank ; Eurosystem. Ser. 2, Banking and financial studies
Involved	Deutsche Bundesbank (Verfasser) Eurosystem (Herausgebendes Organ)
Published	Frankfurt, M.: Dt. Bundesbank, Press and Public Relations Div. Frankfurt, M.: Dt. Bundesbank (teils) 2003-2011
Publication history	Nachgewiesen 2003,2 - 2011,18
Language	Englisch
Country	Deutschland
Topic	Wirtschaft
Former / later titles	Vorgänger: Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank Fortsetzung: Discussion paper / Deutsche Bundesbank; Eurosystem
Other editions	Erscheint auch als Online-Ausgabe: Discussion paper / Deutsche Bundesbank. Series 2, Banking and financial studies
Further information	Urh. bis 2006,6: Deutsche Bundesbank Ersch. unregelmäßig; 2006 nur online verfügbar
Record ID	979508797
In this series show all A hierarchical Archimedean copula for portfolio credit risk modelling A hierarchical model of tail dependent asset returns for assessing portfolio credit risk A value at risk analysis of credit default swaps : [this paper was presented at the joint Deutsche Bundesbank/Basel Committee on Banking Supervision/Journal of Banking an Finance Conference (December 2007) on "interaction of market and credit risk"] Accounting for distress in bank mergers Analyzing the interest rate risk of banks using time series of accounting-based data : evidence from Germany Are banks using hidden reserves to beat earnings benchmarks? : evidence from Germany Are there disadvantaged clienteles in mutual funds? Asset correlations and credit portfolio risk - an empirical analysis Bank bailouts, interventions, and moral hazard Bank liquidity creation and risk taking during distress Bank mergers and the dynamics of deposit interest rates Banking consolidation and small business finance : empirical evidence for Germany Banks ́exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure Banks ́regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks Banks, markets and efficiency Banks' management of the net interest margin : evidence from Germany Banks' regulatory buffers, liquidity networks and monetary policy transmission Completeness, interconnectedness and distribution of interbank exposures : a parameterized analysis of the stability of financial networks Contagion at the interbank market with stochastic LGD Contagion in the interbank market and its determinants Contingent capital to strengthen the private safety net for financial institutions : cocos to the rescue? Credit contagion between financial systems Credit risk factor modeling and the Basel II IRB approach Creditor concentration : an empirical investigation Cyclical implications of minimum capital requirements Deriving the term structure of banking crisis risk with a compound option approach : the case of Kazakhstan Determinants for using visible reserves in German banks : an empirical study Determinants of European banks' engagement in loan securitization ; [this paper was presented at the joint Deutsche Bundesbank/Basel Committee on Banking Supervision/Journal of Banking an Finance Conference (December 2007) on "interaction of market and credit risk"] Diversification and the banks' risk-return-characteristics - evidence from loan portfolios of German banks Do banks benefit from internationalization? : revisiting the market power-risk nexus Do capital buffers mitigate volatility of bank lending? : a simulation study Do specialization benefits outweigh concentration risks in credit portfolios of German banks? Does banks' size distort market prices? : evidence for too-big-to-fail in the CDS market Does capital regulation matter for bank behaviour? : evidence for German savings banks Does diversification improve the performance of German banks? : evidence from individual bank loan portfolios Does it pay to have friends? Social ties and executive appointments in banking Does modeling framework matter? : a comparative study of structural and reduced-form models Dominating estimators for the global minimum variance portfolio Efficient, profitable and safe banking : an oxymoron? ; evidence from a panel VAR approach Empirical risk analysis of pension insurance : the case of Germany Endogenous credit derivatives and bank behavior Estimating asset correlations from stock prices or default rates - which method is superior? Estimating probabilities of default for German savings banks and credit cooperatives Estimating probabilities of default with support vector machines Evaluating the German bank merger wave Finance and growth in a bank-based economy: is it quantity of quality that matters? Financial integration and systemic risk Financial markets' appetite for risk - and the challenge of assessing its evolution by risk appetite indicators Forecasting credit portfolio risk Forecasting stock market volatility with macroeconomic variables in real time Gauging the impact of a low-interest rate environment on German life insurers German bank lending during emerging market crises : a bank level analysis German bank lending to industrial and non-industrial countries : driven by fundamentals or different treatment? Granularity adjustment for Basel II Heterogeneity in lending and sectoral growth; evidence from German bank-level data How correlated are changes in banks' net interest income and in their present value? How will Basel II affect bank lending to emerging markets? : an analysis based on German bank level data Improvements in rating models for the German corporate sector Income diversification in the German banking industry Incorporating prediction and estimation risk in point-in-time credit portfolio models

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Discussion paper / Deutsche Bundesbank ; Eurosystem. Ser. 2, Banking and financial studies

A hierarchical Archimedean copula for portfolio credit risk modelling

A hierarchical model of tail dependent asset returns for assessing portfolio credit risk

A value at risk analysis of credit default swaps : [this paper was presented at the joint Deutsche Bundesbank/Basel Committee on Banking Supervision/Journal of Banking an Finance Conference (December 2007) on "interaction of market and credit risk"]

Accounting for distress in bank mergers

Analyzing the interest rate risk of banks using time series of accounting-based data : evidence from Germany

Are banks using hidden reserves to beat earnings benchmarks? : evidence from Germany

Are there disadvantaged clienteles in mutual funds?

Asset correlations and credit portfolio risk - an empirical analysis

Bank bailouts, interventions, and moral hazard

Bank liquidity creation and risk taking during distress

Bank mergers and the dynamics of deposit interest rates

Banking consolidation and small business finance : empirical evidence for Germany

Banks ́exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure

Banks ́regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks

Banks, markets and efficiency

Banks' management of the net interest margin : evidence from Germany

Banks' regulatory buffers, liquidity networks and monetary policy transmission

Completeness, interconnectedness and distribution of interbank exposures : a parameterized analysis of the stability of financial networks

Contagion at the interbank market with stochastic LGD

Contagion in the interbank market and its determinants

Contingent capital to strengthen the private safety net for financial institutions : cocos to the rescue?

Credit contagion between financial systems

Credit risk factor modeling and the Basel II IRB approach

Creditor concentration : an empirical investigation

Cyclical implications of minimum capital requirements

Deriving the term structure of banking crisis risk with a compound option approach : the case of Kazakhstan

Determinants for using visible reserves in German banks : an empirical study

Determinants of European banks' engagement in loan securitization ; [this paper was presented at the joint Deutsche Bundesbank/Basel Committee on Banking Supervision/Journal of Banking an Finance Conference (December 2007) on "interaction of market and credit risk"]

Diversification and the banks' risk-return-characteristics - evidence from loan portfolios of German banks

Do banks benefit from internationalization? : revisiting the market power-risk nexus

Do capital buffers mitigate volatility of bank lending? : a simulation study

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

Does banks' size distort market prices? : evidence for too-big-to-fail in the CDS market

Does capital regulation matter for bank behaviour? : evidence for German savings banks

Does diversification improve the performance of German banks? : evidence from individual bank loan portfolios

Does it pay to have friends? Social ties and executive appointments in banking

Does modeling framework matter? : a comparative study of structural and reduced-form models

Dominating estimators for the global minimum variance portfolio

Efficient, profitable and safe banking : an oxymoron? ; evidence from a panel VAR approach

Empirical risk analysis of pension insurance : the case of Germany

Endogenous credit derivatives and bank behavior

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

Estimating probabilities of default for German savings banks and credit cooperatives

Estimating probabilities of default with support vector machines

Evaluating the German bank merger wave

Finance and growth in a bank-based economy: is it quantity of quality that matters?

Financial integration and systemic risk

Financial markets' appetite for risk - and the challenge of assessing its evolution by risk appetite indicators

Forecasting credit portfolio risk

Forecasting stock market volatility with macroeconomic variables in real time

Gauging the impact of a low-interest rate environment on German life insurers

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

German bank lending to industrial and non-industrial countries : driven by fundamentals or different treatment?

Granularity adjustment for Basel II

Heterogeneity in lending and sectoral growth; evidence from German bank-level data

How correlated are changes in banks' net interest income and in their present value?

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

Improvements in rating models for the German corporate sector

Income diversification in the German banking industry

Incorporating prediction and estimation risk in point-in-time credit portfolio models