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Bilanzunwirksame Geschäfte deutscher Banken

Deutsche Bundesbank - Frankfurt, M. : Bank - 1995,Febr.; 1997 - 1998; damit Ersch. eingest.

Persistent link: https://www.econbiz.de/10000640501

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

30 Jahre Fachhochschule der Deutschen Bundesbank : Festschrift

Böhmler, Rudolf (contributor) - 2010

Persistent link: https://www.econbiz.de/10008699411

The European Systemic Risk Board at 1

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

models, the measurement and indicators of systemic risk, macroprudential tools and their effectiveness; and to identify …

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

Bankenaufsicht im Dialog 2015

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

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

The stability of efficiency rankings when risk-preferences and objectives are different

Koetter, Michael - Deutsche Bundesbank - 2006

different risk preferences and measure efficiency with a structural model based on utility maximization. Using the almost ideal … demand system, we estimate input and profit demand functions to obtain proxies for expected return and risk. Efficiency is … then measured in this risk-return space. Mean risk-return efficiency is somewhat higher than cost and considerably higher …

Persistent link: https://www.econbiz.de/10005082781

Quantifying risk and uncertainty in macroeconomic forecasts

Knüppel, Malte; Tödter, Karl-Heinz - Deutsche Bundesbank - 2007

This paper discusses methods to quantify risk and uncertainty in macroeconomic forecasts. Both, parametric and non … macroeconometric model of the Bundesbank for Germany. Forecast intervals that integrate judgement on risk and uncertainty are obtained. …

Persistent link: https://www.econbiz.de/10005083201

Firm-level evidence on international stock market comovement

Brooks, Robin; Del Negro, Marco - Deutsche Bundesbank - 2005

We explore the link between international stock market comovement and the degree to which firms operate globally. Using stock returns and balance sheet data for companies in 20 countries, we estimate a factor model that decomposes stock returns into global, country-specific and industry-specific...

Persistent link: https://www.econbiz.de/10005059019

Current account adjustment in EU countries: Does euro-area membership make a difference?

Herrmann, Sabine; Jochem, Axel - Deutsche Bundesbank - 2013

The paper evaluates current account dynamics in countries with different exchange rate regimes within the EU. In this, the empirical analysis explicitly differentiates between countries with a flexible and a fixed exchange rate regime and members of a monetary union. In addition, we model the...

Persistent link: https://www.econbiz.de/10010957101

An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises

Halberstadt, Arne; Stapf, Jelena - Deutsche Bundesbank - 2012

Using arbitrage-free affine models, we analyze the dynamics of German bond yields and risk premia for the period 1999 … macroeconomic factors allows us to analyze their effect on the risk aversion of market participants. Looking at the impact of the … recent crises, we see that particularly the market prices of risk for the real activity and the price factor changed most …

Persistent link: https://www.econbiz.de/10010957117