Buch, Claudia M.; Koetter, Michael; Ohls, Jana - Deutsche Bundesbank - 2013
to macroeconomic factors increased significantly in the post-Lehman period. Banks hold more bonds from euro area …In this paper, we use detailed data on the sovereign debt holdings of all German banks to analyse the determinants of …, sovereign bond holdings are heterogeneous across banks. Larger, weakly capitalised banks and banks with a small depositor base …