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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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Banksysteme in Lateinamerika
Arzbach, Matthias - 2001
Persistent link: https://www.econbiz.de/10001621883
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Unconventional monetary policy in an open economy
Gieck, Jana - Deutsche Bundesbank - 2014
commonly used: central bank liquidity injections and asset swaps. I find that liquidity injections lead to a short run …
Persistent link: https://www.econbiz.de/10011161230
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Finanzstabilitätsbericht
Deutsche Bundesbank - Frankfurt am Main : Deutsche Bundesbank - November 2005-
Persistent link: https://www.econbiz.de/10003202954
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Finanzstabilitätsbericht
Deutsche Bundesbank - Frankfurt, M. : Deutsche Bundesbank - 1.2005 ; 2006-2007; 2009-2021
Persistent link: https://www.econbiz.de/10003211812
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Catharsis - The real effects of bank insolvency and resolution
Korte, Josef - Deutsche Bundesbank - 2013
, depositors, and regulators in connection with bank insolvency may corrupt banks' credit allocation and monitoring decisions … potential endogeneity which are usually inherent to research into the real economic implications of bank regulation. We find a … dependent on bank financing. Our findings are robust to various specifications. Investigating the transmission channels of the …
Persistent link: https://www.econbiz.de/10010957115
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Bank regulation and stability: An examination of the Basel market risk framework
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - Deutsche Bundesbank - 2012
In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that …
Persistent link: https://www.econbiz.de/10010957130
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Credit Risk Factor Modeling and the Basel II IRB Approach
Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel - Deutsche Bundesbank - 2003
Default probabilities (PDs) and correlations play a crucial role in the New Basel Capital Accord. In commercial credit risk models they are an important constituent. Yet, modeling and estimation of PDs and correlations is still under active discussion. We show how the Basel II one factor model...
Persistent link: https://www.econbiz.de/10005082748
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Does capital regulation matter for bank behaviour? Evidence for German savings banks
Heid, Frank; Porath, Daniel; Stolz, Stéphanie - Deutsche Bundesbank - 2004
coordination of capital and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum …
Persistent link: https://www.econbiz.de/10005082780
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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 the default correlations. We derive a Merton-style threshold-value model for the default probability which treats the asset value of a firm as unknown and uses a factor model...
Persistent link: https://www.econbiz.de/10005082801