Measuring business sector concentration by an infection model

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
kostenfrei

Banks’ regulatory buffers, liquidity networks and monetary policy transmission

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
kostenfrei

Empirical risk analysis of pension insurance - the case of Germany

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Sector concentration in loan portfolios and economic capital

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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The cost efficiency of German banks : a comparison of SFA and DEA

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Limits to international banking consolidation

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Time series properties of a rating system based on financial ratios

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Incorporating prediction and estimation risk in point-in-time credit portfolio models

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Financial integration and systemic risk

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Banks' regulatory capital buffer and the business cycle

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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The forecast ability of risk-neutral densities of foreign exchange

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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The supervisor's portfolio the market price risk of German banks from 2001 to 2003 - analysis and models for risk aggregation

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Measurement matters - Input price proxies and bank efficiency in Germany

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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German bank lending during emerging market crises a bank level analysis

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Cyclical implications of minimum capital requirements

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Estimating probabilities of default for German savings banks and credit cooperatives

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Measuring the Discriminative Power of Rating Systems

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Forecasting stock market volatility with macroeconomic variables in real time

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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The stability of efficiency rankings when risk-preferences and objectives are different

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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Money market derivatives and the allocation of liquidity risk in the banking sector von Fecht, Falko, Hakenes, Hendrik 1971-

“… Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies …”
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