Details about Thilo Liebig

Access statistics for papers by Thilo Liebig.

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

Short-id: pli323

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
2. Incorporating prediction and estimation risk in point-in-time credit portfolio models
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (2)

2004

3. Forecasting Credit Portfolio Risk
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (80)
4. 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 View citations (3)

2003

5. Credit Risk Factor Modeling and the Basel II IRB Approach
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (28)

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 View citations (12)