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German bank lending during emerging market crises: A bank level analysis

Heid, Frank; Nestmann, Thorsten; Mauro, di; Weder, Beatrice - Deutsche Bundesbank - 2004

This paper studies German bank lending during the Asian and Russian crises, using a bank level data set, which has been compiled from credit data at the Deutsche Bundesbank. Our aim is to gain more insight into the pattern of German bank lending during financial crises in emerging markets. We...

Persistent link: https://www.econbiz.de/10005082775

German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?

Nestmann, Thorsten - Deutsche Bundesbank - 2005

This paper shows that the substantial disparity in German bank lending towards industrial (IC) and non-industrial (Non-IC) countries is largely explained by differences in countries' endowments and only to a minor extent by German banks' different treatment of these country groups. This is...

Persistent link: https://www.econbiz.de/10005082765

Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators

Uhlenbrock, Birgit - Deutsche Bundesbank - 2009

Assessments of investors' risk appetite/aversion stance via indicators often yields results which seem unsatisfactory (see e.g. Illing and Aaron (2005)). Understanding how such indicators work therefore seems essential for further improvements. The present paper seeks to contribute to this...

Persistent link: https://www.econbiz.de/10005082768

Listing State-Owned Enterprises in Emerging and Developing Economies : Lessons Learned from 30 Years of Success and Failure

World Bank Group - 2021

In this report, the authors investigate state-owned enterprise (SOE) listings as a solution to promote local capital markets development. Thus, SOE listings can offer governments an enormous opportunity to kick-start the development of their local capital markets while achieving other divestment...

Persistent link: https://www.econbiz.de/10012603581

Credit contagion between financial systems

Podlich, Natalia; Wedow, Michael - Deutsche Bundesbank - 2011

We examine contagion from a number of financial systems to the German financial system using the information content of … evidence for contagion from the US and European financial systems. Our results additionally confirm that the set up of the … financial rescue scheme in Germany partially shielded German banks but not insurance companies from contagion. Overall, our …

Persistent link: https://www.econbiz.de/10010954915

Contagion in the interbank market and its determinants

Memmel, Christoph; Sachs, Angelika - Deutsche Bundesbank - 2011

Carrying out interbank contagion simulations for the German banking sector for the period from the first quarter of … interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the …

Persistent link: https://www.econbiz.de/10010954917

The effect of the interbank network structure on contagion and common shocks

Georg, Co-Pierre - Deutsche Bundesbank - 2011

more stable than random networks. Systemic risk via contagion is compared to common shocks and it is shown that both forms …

Persistent link: https://www.econbiz.de/10009372146

Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks

Sachs, Angelika - Deutsche Bundesbank - 2010

system to interbank contagion. Third, the more concentrated assets are within a money center model, the less stable it is …

Persistent link: https://www.econbiz.de/10008695023

Contagion at the interbank market with stochastic LGD

Memmel, Christoph; Sachs, Angelika; Stein, Ingrid - Deutsche Bundesbank - 2011

This paper investigates contagion at the German interbank market under the assumption of a stochastic loss given … tendency to trigger contagion: banks with strongly varying impact, banks whose impact is relatively constant, and banks with no …

Persistent link: https://www.econbiz.de/10009004688

Montenegro Achieving Sustainable and Inclusive Growth Amidst High Volatility : Systematic Country Diagnostic

World Bank Group - 2016

This Systematic County Diagnostics is organized into six parts. The first part presents a brief overview of the country's recent socio-political and economic context. The second part examines the links between poverty, income distribution and economic growth, through the labor market, against...

Persistent link: https://www.econbiz.de/10012644567