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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
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
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Banks' regulatory buffers, liquidity networks and monetary policy transmission
Merkl, Christian; Stolz, Stéphanie - Deutsche Bundesbank - 2006
Based on a quarterly regulatory dataset for German banks from 1999 to 2004, this paper analyzes the effects of banks’ regulatory capital on the transmission of monetary policy in a system of liquidity networks. The dynamic panel regression results provide evidence in favor of the bank capital...
Persistent link: https://www.econbiz.de/10005082776
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Estimating probabilities of default for German savings banks and credit cooperatives
Porath, Daniel - Deutsche Bundesbank - 2004
A healthy banking system is a fundamental condition for financial stability. When assessing the riskiness of the banking system, analysts often restrict their focus to large banks. This may create a distorted picture in countries like Germany with fragmented banking systems. In Germany, savings...
Persistent link: https://www.econbiz.de/10005082789
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Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions
Trinkaus, Gaby - Deutsche Bundesbank - 2010
Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a …
Persistent link: https://www.econbiz.de/10008534146
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Banks' concentration versus diversification in the loan portfolio: New evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - Deutsche Bundesbank - 2013
-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common …
Persistent link: https://www.econbiz.de/10010957127
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Forecasting Credit Portfolio Risk
Hamerle, Alfred; Liebig, Thilo; Scheule, Harald - Deutsche Bundesbank - 2004
The main challenge of forecasting credit default risk in loan portfolios is forecasting the default probabilities and …
Persistent link: https://www.econbiz.de/10005082801
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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 … lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …
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 … lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …
Persistent link: https://www.econbiz.de/10010535443
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Bank-related loan supply factors during the crisis: An analysis based on the German bank lending survey
Blaes, Barno - Deutsche Bundesbank - 2011
This paper analyses the role of bank-related constraints in explaining the sharp slowdown in bank lending to non-financial corporations in Germany during the recent financial crisis. We use a panel approach based on a unique data set which matches the individual responses of the banks...
Persistent link: https://www.econbiz.de/10009646499