Your search for Discussion Paper, Series 2: Banking and Financial Studies

Credit contagion between financial systems

Does modeling framework matter?

Banks' management of the net interest margin

How correlated are changes in banks' net interest income and in their present value?

Improvements in rating models for the German corporate sector

Contingent capital to strengthen the private safety net for financial institutions

A hierarchical Archimedean copula for portfolio credit risk modelling

Do specialization benefits outweigh concentration risks in credit portfolios of German banks?

Systemic risk contributions

The importance of qualitative risk assessment in banking supervision before and during the crisis

Bank bailouts, interventions, and moral hazard

Do banks benefit from internationalization?

Do capital buffers mitigate volatility of bank lending?

Are banks using hidden reserves to beat earnings benchmarks?

Interbank tiering and money center banks

Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure

The price impact of lending relationships

Contagion at the interbank market with stochastic LGD

The effect of the interbank network structure on contagion and common shocks

Completeness, interconnectedness and distribution of interbank exposures