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Interest and Credit Risk Management in German Banks : Evidence From a Quantitative Survey
Drager, Vanessa - 2020
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management … rate risk and to credit risk are remunerated, that banks' try to stabilize the mid-term net interest margin with exposure … to interest rate risk and that they act as if they have a risk budget which they allocate either to interest rate risk or …
Persistent link: https://www.econbiz.de/10012841281
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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common … risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …
Persistent link: https://www.econbiz.de/10010233376
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Measuring Business Sector Concentration by an Infection Model
Duellmann, Klaus - 2016
Results from portfolio models for credit risk tell us that loan concentration …
Persistent link: https://www.econbiz.de/10012989309
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Banking across borders with heterogeneous banks
Niepmann, Friederike - 2016
This paper develops a model of banking across borders where banks differ in their efficiencies that can replicate key patterns in the data. More efficient banks are more likely to have assets, liabilities and affiliates abroad and have larger foreign operations. Banks are more likely to be...
Persistent link: https://www.econbiz.de/10011563162
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
Schäfer, Klaus (ed.); Rudolph, Bernd (honouree);  … - 2009
Persistent link: https://www.econbiz.de/10003836147
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Emerging IT risks : insights from German banking
Ashby, Simon; Buck, Trevor; Nöth-Zahn, Stephanie; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 2, pp. 180-207
Persistent link: https://www.econbiz.de/10012256031
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The role of "digitalization" in German sustainability bank reporting
Diener, Florian; Špaček, Miroslav - In: International Journal of Financial Studies : open … 8 (2020) 1/16, pp. 1-15
The financial services sector, particularly with respect to today's banking industry, is aiming to make a digital transition. Sustainable reporting is a holistic new reporting approach in banking and has only become partially mandatory for the sector. Thus, this paper makes a contribution to the...
Persistent link: https://www.econbiz.de/10012238843
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Banks' Concentration Versus Diversification in the Loan Portfolio : New Evidence from Germany
Jahn, Nadya - 2016
-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common … risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …
Persistent link: https://www.econbiz.de/10012988758