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Details about Peter Raupach

E-mail:
Homepage:http://www.bundesbank.de/research_peter_raupach
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Peter Raupach.

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

Short-id: pra273


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Working Papers

2021

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

2015

  1. Calculating trading book capital: Is risk separation appropriate?
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
  2. Centrality-based Capital Allocations
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (22)
    Also in Discussion Papers, Deutsche Bundesbank (2015) Downloads View citations (18)
    IMF Working Papers, International Monetary Fund (2014) Downloads View citations (7)

    See also Journal Article Centrality-Based Capital Allocations, International Journal of Central Banking, International Journal of Central Banking (2015) Downloads View citations (18) (2015)

2013

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

2012

  1. The common drivers of default risk
    Discussion Papers, Deutsche Bundesbank Downloads View citations (3)
    See also Journal Article The common drivers of default risk, Journal of Financial Stability, Elsevier (2015) Downloads View citations (17) (2015)

2008

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

2007

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

2003

  1. The Cost of Employee Stock Options
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main Downloads
  2. 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 Downloads

Journal Articles

2018

  1. Pitfalls in the Use of Systemic Risk Measures
    Journal of Financial and Quantitative Analysis, 2018, 53, (1), 269-298 Downloads View citations (24)

2015

  1. Centrality-Based Capital Allocations
    International Journal of Central Banking, 2015, 11, (3), 329-377 Downloads View citations (18)
    See also Working Paper Centrality-based Capital Allocations, Working Papers (Old Series) (2015) Downloads View citations (22) (2015)
  2. The common drivers of default risk
    Journal of Financial Stability, 2015, 16, (C), 232-247 Downloads View citations (17)
    See also Working Paper The common drivers of default risk, Discussion Papers (2012) Downloads View citations (3) (2012)

2010

  1. How do banks adjust their capital ratios?
    Journal of Financial Intermediation, 2010, 19, (4), 509-528 Downloads View citations (63)
  2. The Impact of Downward Rating Momentum
    Journal of Financial Services Research, 2010, 37, (1), 1-23 Downloads View citations (5)
 
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