Narrow search
Showing 1 - 10 of 4,113
Cover Image
A network analysis of the evolution of the German interbank market
Roukny, Tarik; Georg, Co-Pierre; Battiston, Stefano - 2014
-the-counter markets for liquidity in Germany: the interbank market for credit and for derivatives. We use end-of-quarter data from the …
Persistent link: https://www.econbiz.de/10010405454
Cover Image
Banking Fragility and Distress : An Econometric Study of Macroeconomic Determinants
Pesola, Jarmo - 2018
The macroeconomic determinants of banking sector distresses in the Nordic countries, Belgium, Germany, Greece, Spain …
Persistent link: https://www.econbiz.de/10012933190
Cover Image
Problematische Firmenkundenkredite : Krise - Sanierung - Insolvenz
Ahlers, Horst; Ambrozic, Igor; Cranshaw, Friedrich L.; … - 2016 - 5. Auflage
Persistent link: https://www.econbiz.de/10011474502
Cover Image
Stress testing German banks against a global cost-of-capital shock
Düllmann, Klaus; Kick, Thomas - 2012
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10009509091
Cover Image
Contagion in the interbank market and its determinants
Memmel, Christoph; Sachs, Angelika - 2011
Carrying out interbank contagion simulations for the German banking sector for the period from the first quarter of 2008 to the second quarter of 2011, we obtain the following results: (i) The system becomes less vulnerable to direct interbank contagion over time. (ii) The loss distribution for...
Persistent link: https://www.econbiz.de/10009529222
Cover Image
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 set includes the volume of loans per bank and industry as well as the corresponding write-downs. Our empirical study for the period 2003-2011 yields the following results: (i)...
Persistent link: https://www.econbiz.de/10009685919
Cover Image
The impact of public guarantees on bank risk taking : evidence from a natural experiment
Gropp, Reint; Gruendl, Christian; Guettler, Andre - 2010
In 2001, government guarantees for savings banks in Germany were removed following a law suit. We use this natural experiment to examine the effect of government guarantees on bank risk taking, using a large data set of matched bank/borrower information. The results suggest that banks whose...
Persistent link: https://www.econbiz.de/10008746580
Cover Image
Relationship lending in the interbank market and the price of liquidity
Bräuning, Falk; Fecht, Falko - 2016 - This version: July 14, 2016
liquidity. Our analysis is based on a daily panel of unsecured overnight loans between 1,079 distinct German bank pairs from … March 2006 to November 2007, a period that includes the 2007 liquidity crisis that marked the beginning of the 2007 …/08 global financial crisis. We find that (i) relationship lenders are more likely to provide liquidity to their closest …
Persistent link: https://www.econbiz.de/10011523828
Cover Image
The Impact of Public Guarantees on Bank Risk Taking : Evidence from a Natural Experiment
Gropp, Reint - 2014
In 2001, government guarantees for savings banks in Germany were removed following a law suit. We use this natural experiment to examine the effect of government guarantees on bank risk taking, using a large data set of matched bank/borrower information. The results suggest that banks whose...
Persistent link: https://www.econbiz.de/10013068968
Cover Image
The Impact of Public Guarantees on Bank Risk Taking : Evidence from a Natural Experiment
Gropp, Reint - 2015
In 2001, government guarantees for savings banks in Germany were removed following a lawsuit. We use this natural experiment to examine the effect of government guarantees on bank risk taking. The results suggest that banks whose government guarantee was removed reduced credit risk by cutting...
Persistent link: https://www.econbiz.de/10013039179