Discussion Paper Series 2: Banking and Financial Studies

from Deutsche Bundesbank, Research Centre
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2006,11: Limits to international banking consolidation

Hans Peter Grüner and Falko Fecht

2006,10: The cost efficiency of German banks: a comparison of SFA and DEA

Michael Koetter, Alexander Karmann and Elisabetta Fiorentino

2006,09: Sector concentration in loan portfolios and economic capital

Nancy Masschelein and Klaus Düllmann

2006,08: The stability of efficiency rankings when risk-preferences and objectives are different

Michael Koetter

2006,07: Empirical risk analysis of pension insurance: the case of Germany

Christian Schmieder, Timo Reinschmidt, Ferdinand Mager and Wolfgang Gerke

2006,06: Banks' regulatory buffers, liquidity networks and monetary policy transmission

Christian P. Merkl and Stephanie Stolz

2006,05: Does diversification improve the performance of German banks?: Evidence from individual bank loan portfolios

Natalja Valeria von Westernhagen, Daniel Porath and Evelyn Hayden

2006,04: Heterogeneity in lending and sectoral growth: evidence from German bank-level data

Andrea Schertler, Claudia M. Buch and Natalja Valeria von Westernhagen

2006,03: Measuring business sector concentration by an infection model

Klaus Düllmann

2006,02: Finance and growth in a bank-based economy: is it quantity or quality that matters?

Michael Koetter and Michael Wedow

2006,01: Forecasting stock market volatility with macroeconomic variables in real time

Döpke, Jörg, Daniel Hartmann and Christian Pierdzioch

2005,15: Inefficient or just different? Effects of heterogeneity on bank efficiency scores

J.W.B. Bos, Frank Heid, Michael Koetter, James W. Kolari and Clemens J. M. Kool

2005,14: Time series properties of a rating system based on financial ratios

Ulrich Krüger, Stötzel, Martin and Stefan Trück (Stefan Trueck)

2005,13: Incorporating prediction and estimation risk in point-in-time credit portfolio models

Alfred Hamerle, Michael Knapp, Thilo Liebig and Nicole Wildenauer

2005,12: Evaluating the German bank merger wave

Michael Koetter

2005,11: Financial integration and systemic risk

Falko Fecht and Hans Peter Grüner

2005,10: The eurosystem money market auctions: a banking perspective

Nikolaus Bartzsch, Ben Craig and Falko Fecht

2005,09: Accounting for distress in bank mergers

Michael Koetter, J.W.B. Bos, Frank Heid, Clemens J. M. Kool, James W. Kolari and Daniel Porath

2005,08: German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?

Thorsten Nestmann

2005,07: Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks

Stephanie Stolz and Michael Wedow

2005,06: Cyclical implications of minimum capital requirements

Frank Heid

2005,05: The forecast ability of risk-neutral densities of foreign exchange

Ben Craig and Joachim Keller

2005,04: Banks, markets, and efficiency

Falko Fecht and Antoine Martin

2005,03: Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios

Andreas Kamp, Andreas Pfingsten and Daniel Porath

2005,02: The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation

Christoph Memmel and Carsten Wehn

2005,01: Measurement matters: Input price proxies and bank efficiency in Germany

Michael Koetter

2004,06: Estimating probabilities of default for German savings banks and credit cooperatives

Daniel Porath

2004,05: How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data

Thilo Liebig, Daniel Porath, Beatrice Weder and Michael Wedow

2004,04: German bank lending during emerging market crises: A bank level analysis

Frank Heid, Thorsten Nestmann, Beatrice Weder and Natalja Valeria von Westernhagen

2004,03: Does capital regulation matter for bank behaviour? Evidence for German savings banks

Frank Heid, Daniel Porath and Stephanie Stolz

2004,02: Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures

Klaus Düllmann and Monika Trapp

2004,01: Forecasting Credit Portfolio Risk

Alfred Hamerle, Thilo Liebig and Harald Scheule

2003,02: Credit Risk Factor Modeling and the Basel II IRB Approach

Alfred Hamerle, Thilo Liebig and Rösch, Daniel

2003,01: Measuring the Discriminative Power of Rating Systems

Bernd Engelmann, Evelyn Hayden and Dirk Tasche