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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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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
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German banks' behavior in the low interest rate environment
Busch, Ramona; Littke, Helge; Memmel, Christoph; … - 2021
Using data from a quantitative survey of German banks at three points in time (2015, 2017 and 2019), we analyze the impact of changes in the interest rate level on banks' net interest income and the countermeasures they take. A decline in the interest rate level has a more negative impact on net...
Persistent link: https://www.econbiz.de/10012596363
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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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German banks' behavior in the low interest rate environment
Busch, Ramona; Littke, Helge; Memmel, Christoph; … - In: Financial markets and portfolio management 36 (2022) 3, pp. 267-296
Persistent link: https://www.econbiz.de/10013431696