Details about Peter Raupach

Access statistics for papers by Peter Raupach.

Last updated 2022-01-03. Update your information in the RePEc Author Service.

Short-id: pra273

Working Papers

2021

1. Banks' credit losses and lending dynamics
   Discussion Papers, Deutsche Bundesbank

2015

2. Calculating trading book capital: Is risk separation appropriate?
   Discussion Papers, Deutsche Bundesbank View citations (1)
3. Centrality-based Capital Allocations
   Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (22)
   Also in IMF Working Papers, International Monetary Fund (2014) View citations (8)
   Discussion Papers, Deutsche Bundesbank (2015) View citations (19)
   See also Journal Article Centrality-Based Capital Allocations, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (19) (2015)

2013

4. Robustness and informativeness of systemic risk measures
   Discussion Papers, Deutsche Bundesbank View citations (28)

2012

5. The common drivers of default risk
   Discussion Papers, Deutsche Bundesbank View citations (3)
   See also Journal Article The common drivers of default risk, Journal of Financial Stability, Elsevier (2015) View citations (18) (2015)

2008

6. The impact of downward rating momentum on credit portfolio risk
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (2)

2007

7. How do banks adjust their capital ratios? Evidence from Germany
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (3)

2003

8. The Cost of Employee Stock Options
   Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
9. The Valuation of Employee Stock Options - How Good Is the Standard?
   Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main

Journal Articles

2018

1. Pitfalls in the Use of Systemic Risk Measures
   Journal of Financial and Quantitative Analysis, 2018, 53, (1), 269-298 View citations (28)

2015

2. Centrality-Based Capital Allocations
   International Journal of Central Banking, 2015, 11, (3), 329-377 View citations (19)
   See also Working Paper Centrality-based Capital Allocations, Working Papers (Old Series) (2015) View citations (22) (2015)
3. The common drivers of default risk
   Journal of Financial Stability, 2015, 16, (C), 232-247 View citations (18)
   See also Working Paper The common drivers of default risk, Discussion Papers (2012) View citations (3) (2012)

2010

4. How do banks adjust their capital ratios?
   Journal of Financial Intermediation, 2010, 19, (4), 509-528 View citations (64)
5. The Impact of Downward Rating Momentum
   Journal of Financial Services Research, 2010, 37, (1), 1-23 View citations (6)