Narrow search
Showing 1 - 10 of 247
Cover Image
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
Cover Image
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
Cover Image
Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios
von Westernhagen, Natalja; Porath, Daniel; Hayden, Evelyn - Deutsche Bundesbank - 2006
Should banks be diversified or focused? Does diversification indeed lead to enhanced performance and, therefore, greater safety for banks, as traditional portfolio and banking theory would suggest? This paper investigates the link between banks? profitability (ROA) and their portfolio...
Persistent link: https://www.econbiz.de/10005082777
Cover Image
The marketability of bank assets and managerial rents: implications for financial stability
Fecht, Falko; Wagner, Wolf - Deutsche Bundesbank - 2007
Ongoing financial innovation and greater information availability increase the tradability of bank assets and reduce banks' dependence on individual bank managers as private information in the lending process declines. In this paper we argue that this has two effects on banks, with opposing...
Persistent link: https://www.econbiz.de/10005082790
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Price convergence in the EMU? Evidence from micro data
Fischer, Christoph - Deutsche Bundesbank - 2009
The establishment of European monetary union (EMU) was widely expected to cause price convergence among member states. In an investigation of this claim, the present study avoids problems of comparability and representativeness by using an extremely detailed and comprehensive scanner database on...
Persistent link: https://www.econbiz.de/10005083152