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

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

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

Kredite und Einlagen

1994

Persistent link: https://www.econbiz.de/10000891772

Do specialization benefits outweigh concentration risks in credit portfolios of German banks?

Böve, Rolf; Düllmann, Klaus; Pfingsten, Andreas - Deutsche Bundesbank - 2010

) abilities and on the sectoral concentration risk of a credit portfolio. In this paper, we examine in the first part if … cooperative banks. In the second part we measure the overall effect of better monitoring and the associated higher sectoral credit … concentrations on the credit risk of the portfolio. Our empirical results suggest that specialization benefits overcompensate the …

Persistent link: https://www.econbiz.de/10008764627

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

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 CDS prices in a GARCH model. After controlling for common factors which may cause comovement in security prices, we find evidence for contagion from the US and European...

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

Credit risk connectivity in the financial industry and stabilization effects of government bailouts

Bosma, Jakob; Koetter, Michael; Wedow, Michael - Deutsche Bundesbank - 2012

joint extreme movements in credit default swap (CDS) spreads. First, we estimate pairwise co-crash probabilities (CCP) to …

Persistent link: https://www.econbiz.de/10010957152

CDS spreads and systemic risk: A spatial econometric approach

Keiler, Sebastian; Eder, Armin - Deutsche Bundesbank - 2013

stems from spatial econometrics. The methodology allows for a decomposition of the credit spread into a systemic, systematic … default and the observed credit spreads - known as the credit spread puzzle. …

Persistent link: https://www.econbiz.de/10010957156

Verzeichnis der bei der Deutschen Bundesbank beleihbaren Wertpapiere : Lombardverzeichnis

Deutsche Bundesbank - 1998

Persistent link: https://www.econbiz.de/10000150191

Verzeichnis der bei der Deutschen Bundesbank beleihbaren Wertpapier

1980 - [Neuester Stand]

Persistent link: https://www.econbiz.de/10003638190

Die Kreditzusagenstatistik der Deutschen Bundesbank

In: Monatsbericht 31 (1979) 5, pp. 11-19

Persistent link: https://www.econbiz.de/10003302175