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Interest and credit risk management in German banks : evidence from a quantitative survey
Dräger, Vanessa; Heckmann-Draisbach, Lotta; Memmel, … - 2020
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...
Persistent link: https://www.econbiz.de/10012160610
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Nichtlineare Zinssetzung : Theoriegeleitete Modellierung und empirische Analyse für den deutschen Bankensektor
Heinzelmann, Ludwig - 2017
• Dozierende und Studierende der (Bank-)Betriebs- und Volkswirtschaftslehre sowie der angewandten Statistik und Ökonometrie …
Persistent link: https://www.econbiz.de/10014020283
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Nichtlineare Zinssetzung : theoriegeleitete Modellierung und empirische Analyse für den deutschen Bankensektor
Heinzelmann, Ludwig - 2017 - [1. Auflage]
Persistent link: https://www.econbiz.de/10011638704
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Endogene Geldmenge und Bankenverhalten : eine theoretische und empirische Studie zur Mikrofundierung des Geldangebots in der Bundesrepublik Deutschland
Vathje, Sven-Olaf - 1998 - 1. Aufl
des langfristigen Marktzinsniveaus und der Zinsstruktur durch die Bundesbank ab. -- Umfangreiche empirische Analysen für … auf die Zinsstruktur, nicht jedoch auf das langfristige Marktzinsniveau nachweisbar ist, ergeben sich erhebliche Zweifel …
Persistent link: https://www.econbiz.de/10014282154
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Interest and credit risk management in German banks
Dräger, Vanessa; Heckmann, Lotta; Memmel, Christoph - In: German economic review : GER 22 (2021) 1, pp. 63-95
Persistent link: https://www.econbiz.de/10012507117
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What determines the interest margin? : an analysis of the German banking system ; conference paper
Bühn, Andreas; Karmann, Alexander; Pedrotti, Marco - 2013
addressing differences among different bank groups. We use three empirical models to focus on the following aspects: the time …
Persistent link: https://www.econbiz.de/10010337847
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What Determines the Interest Margin? An Analysis of the German Banking System
Buehn, Andreas - 2014
addressing differences among different bank groups. We use three empirical models to focus on the following aspects: the time …
Persistent link: https://www.econbiz.de/10013052217
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Banks' Management of the Net Interest Margin : Evidence from Germany
Memmel, Christoph - 2016
We decompose the change in banks' net interest margin into a change in market-wide bank rates and a change in the … down into different maturities, creditors and borrowers and degrees of liquidity are as follows: (i) Changes in bank rates …-sheet compositions. (ii) Changes in bank rates and changes in balance-sheet compositions affect the change in the net interest margin …
Persistent link: https://www.econbiz.de/10012989223