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The common drivers of default risk
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 … the period 2003-2011 yields the following results: (i) Beyond the nationwide credit loss rate, industry composition, and … regional factors, the loans' maturity structure is found to drive the bank-wide loss rates in the credit portfolio. (ii) The …
Persistent link: https://www.econbiz.de/10009685919
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Interbank tiering and money center banks
Craig, Ben R.; Von Peter, Goetz - 2010
This paper provides evidence that interbank markets are tiered rather than flat, in the sense that most banks do not lend to each other directly but through money center banks acting as intermediaries. We capture the concept of tiering by developing a core-periphery model, and devise a procedure...
Persistent link: https://www.econbiz.de/10008796600
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Interbank Tiering and Money Center Banks
Craig, Ben R. - 2016
This paper provides evidence that interbank markets are tiered rather than flat, in the sense that most banks do not lend to each other directly but through money center banks acting as intermediaries. We capture the concept of tiering by developing a core-periphery model, and devise a procedure...
Persistent link: https://www.econbiz.de/10012989240
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Interbank Tiering and Money Center Banks
Craig, Ben R.; von Peter, Goetz - 2010
This paper provides evidence that interbank markets are tiered rather than flat, in the sense that most banks do not lend to each other directly but through money center banks acting as intermediaries. We capture the concept of tiering by developing a core-periphery model, and devise a procedure...
Persistent link: https://www.econbiz.de/10014190621
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Interbank Tiering and Money Center Banks
Craig, Ben R. - 2013
This paper provides evidence that interbank markets are tiered rather than flat, in the sense that most banks do not lend to each other directly but through money center banks acting as intermediaries. We capture the concept of tiering by developing a core-periphery model, and devise a procedure...
Persistent link: https://www.econbiz.de/10013094187
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Interbank tiering and money center banks
Craig, Ben R.; von Peter, Goetz - 2010
This paper provides evidence that interbank markets are tiered rather than flat, in the sense that most banks do not lend to each other directly but through money center banks acting as intermediaries. We capture the concept of tiering by developing a core-periphery model, and devise a procedure...
Persistent link: https://www.econbiz.de/10010303920
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Relationship lending in the interbank market and the price of liquidity
Bräuning, Falk; Fecht, Falko - 2016 - This version: July 14, 2016
-the-counter interbank market, our results establish that bank-pair relationships have a significant impact on interbank credit availability … and pricing due to mitigating uncertainty about counterparty credit quality. …
Persistent link: https://www.econbiz.de/10011523828
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Collateral, default risk, and relationship lending : an empirical study on financial contracting
Elsas, Ralf; Krahnen, Jan Pieter - 2000 - Current draft: February 29, 2000
examination of credit files of five leading German banks, thus relying on information actually used in the process of bank credit …
Persistent link: https://www.econbiz.de/10009768264
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Is relationship lending special? : evidence from credit-file data in Germany
Elsas, Ralf; Krahnen, Jan Pieter - 1998 - This draft: February 24, 1998
paper to provide a direct comparison between housebanks and "normal" banks as to their credit policy. Therefore, we analyze … a new data set, representing a random sample of borrowers drawn from the credit portfolios of five leading German banks … over a period of five years. We use credit-file data rather than industry survey data and, thus, focus the analysis on …
Persistent link: https://www.econbiz.de/10009768845
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Essays in financial and monetary economics
Bluhm, Marcel - 2011
Persistent link: https://www.econbiz.de/10009269994