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Gerlach, Stefan (ed.); Gnan, Ernest (ed.); Ulbrich, Jens (ed.) - Conference on ESRB at 1 <1, 2011, Berlin>; SUERF - The …; … - 2012

SUERF – The European Money and Finance Forum, the Deutsche Bundesbank and the Institute for Monetary and Financial Stability (IMFS) took the opportunity of the first anniversary of this new institution to organise a joint conference in Berlin on 8-9 November 2011. The purpose of this event was...

Persistent link: https://www.econbiz.de/10011711529

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

regulation, recovery and resolution, and risk culture. …

Persistent link: https://www.econbiz.de/10011557140

Die Deutsche Bundesbank : Aufgabenfelder, rechtlicher Rahmen, Geschichte

Deutsche Bundesbank - 2006 - Stand: April 2006

Persistent link: https://www.econbiz.de/10003356173

Banksysteme in Lateinamerika

Arzbach, Matthias - 2001

Persistent link: https://www.econbiz.de/10001621883

Bankenaufsicht im Dialog 2015

Dombret, Andreas R. (ed.) - Deutsche Bundesbank - 2015

Persistent link: https://www.econbiz.de/10012878880

Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - Deutsche Bundesbank - 2010

market data on bank stocks in daily frequency. Considering debt service payments with different maturities this term …

Persistent link: https://www.econbiz.de/10008595896

Catharsis - The real effects of bank insolvency and resolution

Korte, Josef - Deutsche Bundesbank - 2013

potential endogeneity which are usually inherent to research into the real economic implications of bank regulation. We find a …, depositors, and regulators in connection with bank insolvency may corrupt banks' credit allocation and monitoring decisions … dependent on bank financing. Our findings are robust to various specifications. Investigating the transmission channels of the …

Persistent link: https://www.econbiz.de/10010957115

Bank regulation and stability: An examination of the Basel market risk framework

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - Deutsche Bundesbank - 2012

In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that …

Persistent link: https://www.econbiz.de/10010957130

Credit Risk Factor Modeling and the Basel II IRB Approach

Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel - Deutsche Bundesbank - 2003

Default probabilities (PDs) and correlations play a crucial role in the New Basel Capital Accord. In commercial credit risk models they are an important constituent. Yet, modeling and estimation of PDs and correlations is still under active discussion. We show how the Basel II one factor model...

Persistent link: https://www.econbiz.de/10005082748

Does capital regulation matter for bank behaviour? Evidence for German savings banks

Heid, Frank; Porath, Daniel; Stolz, Stéphanie - Deutsche Bundesbank - 2004

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We … coordination of capital and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum …

Persistent link: https://www.econbiz.de/10005082780