EconPapers    
Economics at your fingertips  
 

Details about Thilo Liebig

E-mail:
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Thilo Liebig.

Last updated 2007-05-30. Update your information in the RePEc Author Service.

Short-id: pli323


Jump to Journal Articles

Working Papers

2005

  1. Basel II and Bank Lending to Emerging Markets: Micro Evidence from German Banks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Incorporating prediction and estimation risk in point-in-time credit portfolio models
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (2)

2004

  1. Forecasting Credit Portfolio Risk
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (74)
  2. How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (3)

2003

  1. Credit Risk Factor Modeling and the Basel II IRB Approach
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (27)

Journal Articles

2007

  1. Basel II and bank lending to emerging markets: Evidence from the German banking sector
    Journal of Banking & Finance, 2007, 31, (2), 401-418 Downloads View citations (10)
 
Page updated 2020-03-29