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Zur Refinanzierung der Banken beim Zentralbanksystem : eine empirische Analyse für die Bundesrepublik Deutschland, 1955-1968
Timmermann, Vincenz - 1970
Persistent link: https://www.econbiz.de/10003532059
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Determinants of bank interest margins : impact of maturity transformation
Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - 2012
This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …
Persistent link: https://www.econbiz.de/10009572494
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Stress testing German banks against a global cost-of-capital shock
Düllmann, Klaus; Kick, Thomas - 2012
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10009509091
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Executive board composition and bank risk taking
Berger, Allen N.; Kick, Thomas; Schaeck, Klaus - 2012
financial institutions. First, we establish that age, gender, and education jointly affect the variability of bank performance …
Persistent link: https://www.econbiz.de/10009509092
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Project monitoring and banking competition under adverse selection
Kanniainen, Vesa; Stenbacka, Rune - 1998 - Revised version
concerned about being induced to finance bad risk projects when conditions deteriorate. A monopoly bank provides the socially … schlechten Projekte zu finanzieren. Eine monopolistische Bank leistet die sozial-optimale Auswahl guter Risiken, aber die …
Persistent link: https://www.econbiz.de/10011417798
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Market discipline across bank governance models : empirical evidence from German depositors
Arnold, Eva; Größl, Ingrid; Koziol, Philipp - 2015
German savers are renowned for preferring safe, long-term investments, thus providing patient capital, with bank … heterogeneity depending on banks' governance structures. The announcement of a state guarantee for bank deposits following the …
Persistent link: https://www.econbiz.de/10011285397
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Many a little makes a mickle : macro portfolio stress test for small and medium-sized German banks
Busch, Ramona; Koziol, Philipp; Mitrovic, Marc - 2015
We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model with an income stress test in the form of dynamic panel...
Persistent link: https://www.econbiz.de/10011308474
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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …
Persistent link: https://www.econbiz.de/10010233376
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Cost leadership and bank internationalization
Galema, Rients; Koetter, Michael; Liesegang, Caroline - 2013
are more likely to enter foreign markets by means of foreign direct investment. We combine detailed proprietary bank …-level data on the international activities of all German banks with publicly available bank micro data from possible destination …
Persistent link: https://www.econbiz.de/10010248946
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International banking and cross-border effects of regulation : lessons from Germany
Ohls, Jana; Pramor, Marcus; Tonzer, Lena - 2016
We analyze the inward and outward transmission of regulatory changes through German banks' (international) loan portfolio. Overall, our results provide evidence for international spillovers of prudential instruments, these spillovers are however quite heterogeneous between types of banks and can...
Persistent link: https://www.econbiz.de/10011518213