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Details about Christian Schmieder

Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Christian Schmieder.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: psc221


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Working Papers

2023

  1. Banks' credit loss forecasts: lessons from supervisory data
    BIS Working Papers, Bank for International Settlements Downloads
  2. Insights into credit loss rates: a global database
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2021

  1. Covid-19 and bank resilience: where do we stand?
    BIS Bulletins, Bank for International Settlements Downloads
  2. Sustainable finance data for Central Banks
    IFC Reports, Bank for International Settlements Downloads

2020

  1. Releasing bank buffers to cushion the crisis - a quantitative assessment
    BIS Bulletins, Bank for International Settlements Downloads View citations (2)

2019

  1. Macro-based asset allocation: An empirical analysis
    EIB Working Papers, European Investment Bank (EIB) Downloads View citations (1)

2017

  1. Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
    IMF Working Papers, International Monetary Fund Downloads View citations (7)

2014

  1. How to Capture Macro-Financial Spillover Effects in Stress Tests?
    IMF Working Papers, International Monetary Fund Downloads View citations (2)

2013

  1. A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs
    IMF Working Papers, International Monetary Fund Downloads View citations (20)
  2. Rules of Thumb for Bank Solvency Stress Testing
    IMF Working Papers, International Monetary Fund Downloads View citations (14)

2012

  1. A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing
    IMF Working Papers, International Monetary Fund Downloads View citations (18)
  2. Next Generation System-Wide Liquidity Stress Testing
    IMF Working Papers, International Monetary Fund Downloads View citations (19)
  3. The Need for "Un-consolidating" Consolidated Banks' Stress Tests
    IMF Working Papers, International Monetary Fund Downloads View citations (2)

2011

  1. Next Generation Balance Sheet Stress Testing
    IMF Working Papers, International Monetary Fund Downloads View citations (39)
  2. The Impact of Legislation on Credit Risk—Comparative Evidence From the United States, the United Kingdom and Germany
    IMF Working Papers, International Monetary Fund Downloads View citations (3)

2010

  1. Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
    IMF Working Papers, International Monetary Fund Downloads View citations (35)
  2. Impact of Legislation on Credit Risk. How different are the UK and Germany?
    EIF Working Paper Series, European Investment Fund (EIF) Downloads

2008

  1. RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY
    Economic and Financial Reports, European Investment Bank, Economics Department Downloads View citations (8)
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2007) Downloads View citations (26)
  2. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?
    Working Papers, Czech National Bank Downloads View citations (27)
  3. Stress testing of real credit portfolios
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (1)

2007

  1. Asset correlations and credit portfolio risk: an empirical analysis
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (17)
  2. Banking consolidation and small businessfinance: empirical evidence for Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (6)
  3. Modelling dynamic portfolio risk using risk drivers of elliptical processes
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (2)
    See also Journal Article Modelling dynamic portfolio risk using risk drivers of elliptical processes, Insurance: Mathematics and Economics, Elsevier (2009) Downloads View citations (2) (2009)

2006

  1. Empirical risk analysis of pension insurance: the case of Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (3)
    See also Journal Article Empirical Risk Analysis of Pension Insurance: The Case of Germany, Journal of Risk & Insurance, The American Risk and Insurance Association (2008) Downloads View citations (3) (2008)

Journal Articles

2023

  1. Sustainable finance statistics: Progress, challenges and leveraging digital tools
    Journal of Digital Banking, 2023, 7, (3), 198-214 Downloads

2021

  1. How much stress could Covid put on corporate credit? Evidence using sectoral data
    BIS Quarterly Review, 2021 Downloads View citations (3)

2014

  1. Ring fencing and consolidated banks’ stress tests
    Journal of Financial Stability, 2014, 11, (C), 1-12 Downloads View citations (11)

2010

  1. Does banking consolidation worsen firms’ access to credit? Evidence from the German economy
    Small Business Economics, 2010, 35, (4), 449-465 Downloads View citations (6)

2009

  1. Modelling dynamic portfolio risk using risk drivers of elliptical processes
    Insurance: Mathematics and Economics, 2009, 44, (2), 229-244 Downloads View citations (2)
    See also Working Paper Modelling dynamic portfolio risk using risk drivers of elliptical processes, Discussion Paper Series 2: Banking and Financial Studies (2007) Downloads View citations (2) (2007)

2008

  1. Empirical Risk Analysis of Pension Insurance: The Case of Germany
    Journal of Risk & Insurance, 2008, 75, (3), 763-784 Downloads View citations (3)
    See also Working Paper Empirical risk analysis of pension insurance: the case of Germany, Discussion Paper Series 2: Banking and Financial Studies (2006) Downloads View citations (3) (2006)

2006

  1. European Data Watch: The Deutsche Bundesbank’s large credit database (BAKIS-M and MiMiK)
    Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2006, 126, (4), 653-663 View citations (9)

Books

2010

  1. Contagion and Spillovers: New Insights from the Crisis
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (6)

2009

  1. CNB Economic Research Bulletin: Financial and Global Stability Issues, vol 7
    Occasional Publications - Edited Volumes, Czech National Bank Downloads View citations (1)

Chapters

2022

  1. Data needs, an overview on the Irving Fisher Committee stock taking
    A chapter in Statistics for Sustainable Finance, 2022, vol. 56 Downloads
  2. Progress, challenges and recent innovations in sustainable finance statistics
    A chapter in Statistics for Sustainable Finance, 2022, vol. 56 Downloads
 
Page updated 2024-06-22