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The terms and conditions on which bank loans are made to non-financial firms and households play a key role in the … transmission of monetary policy. This paper analyses the relationship between German bank lending rates and both money market and …-through across German banks. The speed at which bank lending rates adjust to changes in market rates is related to a credit …
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From a banking supervisory perspective, this paper analyses aspects of market risk of an aggregated trading portfolio comprised of the trading books of 11 German banks with a regulatory approved internal market risk model. Based on real, clean profit and loss data and Value-at-Risk estimates of...
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Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a … assets or structure. In Germany, there are currently no specific regulations regarding this concept. However, a bank can use …
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Dieser Beitrag untersucht erstmals für den Anleihenhandel das Phänomen der Koexistenz mehrerer Handelswege. Wir beobachten im Sekundärhandel von Bundeswertpapieren über Jahrzehnte gewachsene, börsliche und außerbörsliche Organisationsstrukturen und werfen die Frage auf, ob diese...
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loan portfolio relatively unaffected. This may explain why the evidence for a bank lending channel in Germany seems to be …
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