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Details about Christian Schmieder

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

Access statistics for papers by Christian Schmieder.

Last updated 2020-02-24. Update your information in the RePEc Author Service.

Short-id: psc221


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Working Papers

2019

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

2017

  1. Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
    IMF Working Papers, International Monetary Fund Downloads View citations (4)

2014

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

2013

  1. Rules of Thumb for Bank Solvency Stress Testing
    IMF Working Papers, International Monetary Fund Downloads View citations (7)

2012

  1. A New Heuristic Measure of Fragility and Tail Risks; Application to Stress Testing
    IMF Working Papers, International Monetary Fund Downloads View citations (12)
  2. The Need for "Un-consolidating" Consolidated Banks' Stress Tests
    IMF Working Papers, International Monetary Fund Downloads View citations (2)

2010

  1. Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
    IMF Working Papers, International Monetary Fund Downloads View citations (24)
  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 (4)
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2007) Downloads View citations (22)
  2. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?
    Working Papers, Czech National Bank Downloads View citations (23)
  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 (14)
  2. Banking consolidation and small businessfinance: empirical evidence for Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (4)
  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 in Insurance: Mathematics and Economics (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 (2)
    See also Journal Article in Journal of Risk & Insurance (2008)

Journal Articles

2014

  1. Ring fencing and consolidated banks’ stress tests
    Journal of Financial Stability, 2014, 11, (C), 1-12 Downloads View citations (10)

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 (3)

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 (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 (1)
    See also Working Paper (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 (7)

Books

2010

  1. Contagion and Spillovers: New Insights from the Crisis
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (5)

2009

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