Details about Christian Schmieder

Access statistics for papers by Christian Schmieder.

Last updated 2013-04-28. Update your information in the RePEc Author Service.

Short-id: psc221

Working Papers

2012

1. A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing
   IMF Working Papers, International Monetary Fund
2. Next Generation System-Wide Liquidity Stress Testing
   IMF Working Papers, International Monetary Fund View citations (1)
3. The Need for 'Un-consolidating' Consolidated Banks' Stress Tests
   IMF Working Papers, International Monetary Fund

2011

4. Next Generation Balance Sheet Stress Testing
   IMF Working Papers, International Monetary Fund View citations (7)
5. The Impact of Legislation on Credit Risk - Comparative Evidence From the United States, the United Kingdom and Germany
   IMF Working Papers, International Monetary Fund

2010

6. Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
   IMF Working Papers, International Monetary Fund View citations (9)
   See also Chapter (2010)

2008

7. RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY
   Economic and Financial Reports, European Investment Bank, Economics Department
   Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre (2007) View citations (10)
8. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?
   Working Papers, Czech National Bank, Research Department View citations (9)
9. Stress testing of real credit portfolios
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre View citations (1)

2007

10. Asset correlations and credit portfolio risk: an empirical analysis
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre View citations (8)
11. Banking consolidation and small businessfinance: empirical evidence for Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre View citations (2)
12. Modelling dynamic portfolio risk using risk drivers of elliptical processes
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre View citations (2)
    See also Journal Article in Insurance: Mathematics and Economics (2009)

2006

13. Empirical risk analysis of pension insurance: the case of Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre View citations (2)
    See also Journal Article in Journal of Risk & Insurance (2008)

Journal Articles

2010

1. Does banking consolidation worsen firms’ access to credit? Evidence from the German economy
   Small Business Economics, 2010, 35, (4), 449-465 View citations (1)

2009

2. Modelling dynamic portfolio risk using risk drivers of elliptical processes
   Insurance: Mathematics and Economics, 2009, 44, (2), 229-244 View citations (1)
   See also Working Paper (2007)

2008

3. Empirical Risk Analysis of Pension Insurance: The Case of Germany
   Journal of Risk & Insurance, 2008, 75, (3), 763-784
   See also Working Paper (2006)

2006

4. European Data Watch: The Deutsche Bundesbank’s large credit database (BAKIS-M and MiMiK)
   Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2006, 126, (4), 653-663 View citations (1)

Books

2010

1. Contagion and Spillovers: New Insights from the Crisis
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (3)

2009

2. CNB Economic Research Bulletin: Financial and Global Stability Issues, vol 7
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

Chapters

2010

1. Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
   SUERF - The European Money and Finance Forum View citations (10)
   See also Working Paper (2010)