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Discussion Paper Series 2: Banking and Financial Studies

From Deutsche Bundesbank
Contact information at EDIRC.

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2011,18: Does it pay to have friends? Social ties and executive appointments in banking Downloads
Allen N. Berger, Thomas Kick, Michael Koetter and Klaus Schaeck
2011,17: Contagion in the interbank market and its determinants Downloads
Christoph Memmel and Angelika Sachs
2011,16: A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Downloads
Natalia Puzanova
2011,15: Credit contagion between financial systems Downloads
Natalia Podlich and Michael Wedow
2011,14: A hierarchical Archimedean copula for portfolio credit risk modelling Downloads
Natalia Puzanova
2011,13: Banks' management of the net interest margin: Evidence from Germany Downloads
Christoph Memmel and Andrea Schertler
2011,12: The effect of the interbank network structure on contagion and common shocks Downloads
Co-Pierre Georg
2011,11: Improvements in rating models for the German corporate sector Downloads
Till Förstemann
2011,10: Bank bailouts, interventions, and moral hazard Downloads
Lammertjan Dam and Michael Koetter
2011,09: The importance of qualitative risk assessment in banking supervision before and during the crisis Downloads
Thomas Kick and Andreas Pfingsten
2011,08: Systemic risk contributions: a credit portfolio approach Downloads
Klaus Düllmann and Natalia Puzanova
2011,07: The two-sided effect of financial globalization on output volatility Downloads
Barbara Meller
2011,06: Contagion at the interbank market with stochastic LGD Downloads
Christoph Memmel, Angelika Sachs and Ingrid Stein
2011,05: Does modeling framework matter? A comparative study of structural and reduced-form models Downloads
Yalin Gündüz and Marliese Uhrig-Homburg
2011,04: The price impact of lending relationships Downloads
Ingrid Stein
2011,03: Do capital buffers mitigate volatility of bank lending? A simulation study Downloads
Frank Heid and Ulrich Krüger
2011,02: Gauging the impact of a low-interest rate environment on German life insurers Downloads
Anke Kablau and Michael Wedow
2011,01: Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue? Downloads
George von Furstenberg
2010,14: How correlated are changes in banks' net interest income and in their present value? Downloads
Christoph Memmel
2010,13: Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany Downloads
Sven Bornemann, Thomas Kick, Christoph Memmel and Andreas Pfingsten
2010,12: Interbank tiering and money center banks Downloads
Ben Craig and Goetz von Peter
2010,11: Are there disadvantaged clienteles in mutual funds? Downloads
Stephan Jank
2010,10: Do specialization benefits outweigh concentration risks in credit portfolios of German banks? Downloads
Rolf Böve, Klaus Düllmann and Andreas Pfingsten
2010,09: Do banks benefit from internationalization? Revisiting the market power-risk nexus Downloads
Claudia Buch, Cathérine Tahmee Koch and Michael Koetter
2010,08: Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks Downloads
Angelika Sachs
2010,07: Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure Downloads
Christoph Memmel
2010,06: Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions Downloads
Gaby Trinkaus
2010,05: Bank liquidity creation and risk taking during distress Downloads
Allen N. Berger, Christa Bouwman, Thomas Kick and Klaus Schaeck
2010,04: What drives portfolio investments of German banks in emerging capital markets? Downloads
Christian Wildmann
2010,03: Purchase and redemption decisions of mutual fund investors and the role of fund families Downloads
Stephan Jank and Michael Wedow
2010,02: Recovery determinants of distressed banks: Regulators, market discipline, or the environment? Downloads
Thomas Kick, Michael Koetter and Tigran Poghosyan
2010,01: Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan Downloads
Stefan Eichler, Alexander Karmann and Dominik Maltritz
2009,15: What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model Downloads
Sven Blank and Jonas Dovern
2009,14: The dependency of the banks' assets and liabilities: evidence from Germany Downloads
Christoph Memmel and Andrea Schertler
2009,13: Systematic risk of CDOs and CDO arbitrage Downloads
Alfred Hamerle, Thilo Liebig and Hans-Jochen Schropp
2009,12: Margins of international banking: is there a productivity pecking order in banking, too? Downloads
Claudia Buch, Cathérine Tahmee Koch and Michael Koetter
2009,11: Determinants for using visible reserves in German banks: an empirical study Downloads
Sven Bornemann, Susanne Homölle, Carsten Hubensack, Thomas Kick and Andreas Pfingsten
2009,10: The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany Downloads
Falko Fecht and Michael Wedow
2009,09: Income diversification in the German banking industry Downloads
Ramona Busch and Thomas Kick
2009,08: Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators Downloads
Birgit Uhlenbrock
2009,07: Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach Downloads
Sandra Gaisser, Christoph Memmel, Rafael Schmidt and Carsten Wehn
2009,06: Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market Downloads
Manja Völz and Michael Wedow
2009,05: Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows? Downloads
Dorothee Holl and Andrea Schertler
2009,04: Shocks at large banks and banking sector distress: the Banking Granular Residual Downloads
Sven Blank, Claudia Buch and Katja Neugebauer
2009,03: The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany Downloads
Elisabetta Fiorentino, Alessio De Vincenzo, Frank Heid, Alexander Karmann and Michael Koetter
2009,02: Stress testing German banks in a downturn in the automobile industry Downloads
Klaus Düllmann and Martin Erdelmeier
2009,01: Dominating estimators for the global minimum variance portfolio Downloads
Gabriel Frahm and Christoph Memmel
2008,20: Sturm und Drang in money market funds: when money market funds cease to be narrow Downloads
Stephan Jank and Michael Wedow
2008,19: Stochastic frontier analysis by means of maximum likelihood and the method of moments Downloads
Andreas Behr and Sebastian Tente
2008,18: Real estate markets and bank distress Downloads
Michael Koetter and Tigran Poghosyan
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