Memmel, Christoph; Gündüz, Yalın; Raupach, Peter - 2012
Using a unique data set on German banks' loans to the German real economy, we investigate banks' credit risk. This data … banks, this percentage is less than eight percent. -- Credit risk ; systematic risk ; maturity ; stress tests … the period 2003-2011 yields the following results: (i) Beyond the nationwide credit loss rate, industry composition, and …