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The ESRB at 1
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
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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
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Open-end real estate funds in Germany: genesis and crisis
Bannier, Christina E.; Fecht, Falko; Tyrell, Marcel - Deutsche Bundesbank - 2007
-end fund structure was so prevalent in Germany. Based on these theoretical insights we evaluate the various policy …
Persistent link: https://www.econbiz.de/10005059001
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Empirical risk analysis of pension insurance: the case of Germany
Schmieder, Christian; Reinschmidt, Timo; Mager, Ferdinand; … - Deutsche Bundesbank - 2006
occupational pension insurance (PSVaG) plan in Germany. The study is based on a Merton-type one-factor model, in which we determine …
Persistent link: https://www.econbiz.de/10005059006
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Evaluierung von Finanzmarktreformen : Lehren aus den Politikfeldern Arbeitsmarkt, Gesundheit und Familie
Buch, Claudia M. (ed.); Riphahn, Regina T. (ed.) - Deutsche Akademie der Naturforscher Leopoldina; … - 2019
Persistent link: https://www.econbiz.de/10012003158
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Evaluating the German bank merger wave
Koetter, Michael - Deutsche Bundesbank - 2005
German banks experienced a merger wave throughout the 1990s. However, the success of bank mergers remains a continuous matter of debate. In this paper we suggest a taxonomy as how to evaluate post-merger performance on the basis of cost efficiency (CE). We categorise mergers a success that...
Persistent link: https://www.econbiz.de/10005082779
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010957144
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010535443
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Recovery determinants of distressed banks: Regulators, market discipline, or the environment?
Kick, Thomas; Koetter, Michael; Poghosyan, Tigran - Deutsche Bundesbank - 2010
Based on detailed regulatory intervention data among German banks during 1994-2008, we test if supervisory measures affect the likelihood and the timing of bank recovery. Severe regulatory measures increase both the likelihood of recovery and its duration while weak measures are insignificant....
Persistent link: https://www.econbiz.de/10008595895
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Credit portfolio modelling and its effect on capital requirements
Bülbül, Dilek; Lambert, Claudia - Deutsche Bundesbank - 2012
thus advance regulation. …
Persistent link: https://www.econbiz.de/10010984712