Discussion Paper Series 2: Banking and Financial Studies

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2011,18: Does it pay to have friends? Social ties and executive appointments in banking

Allen N. Berger, Thomas Kick, Michael Koetter and Klaus Schaeck

2011,17: Contagion in the interbank market and its determinants

Christoph Memmel and Angelika Sachs

2011,16: A hierarchical model of tail dependent asset returns for assessing portfolio credit risk

Natalia Puzanova

2011,15: Credit contagion between financial systems

Natalia Podlich and Michael Wedow

2011,14: A hierarchical Archimedean copula for portfolio credit risk modelling

Natalia Puzanova

2011,13: Banks' management of the net interest margin: Evidence from Germany

Christoph Memmel and Andrea Schertler

2011,12: The effect of the interbank network structure on contagion and common shocks

Co-Pierre Georg

2011,11: Improvements in rating models for the German corporate sector

Till Förstemann

2011,10: Bank bailouts, interventions, and moral hazard

Lammertjan Dam and Michael Koetter

2011,09: The importance of qualitative risk assessment in banking supervision before and during the crisis

Thomas Kick and Andreas Pfingsten

2011,08: Systemic risk contributions: a credit portfolio approach

Klaus Düllmann and Natalia Puzanova

2011,07: The two-sided effect of financial globalization on output volatility

Barbara Meller

2011,06: Contagion at the interbank market with stochastic LGD

Christoph Memmel, Angelika Sachs and Ingrid Stein

2011,05: Does modeling framework matter? A comparative study of structural and reduced-form models

Yalin Gündüz and Marliese Uhrig-Homburg

2011,04: The price impact of lending relationships

Ingrid Stein

2011,03: Do capital buffers mitigate volatility of bank lending? A simulation study

Frank Heid and Ulrich Krüger

2011,02: Gauging the impact of a low-interest rate environment on German life insurers

Anke Kablau and Michael Wedow

2011,01: Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?

George von Furstenberg

2010,14: How correlated are changes in banks' net interest income and in their present value?

Christoph Memmel

2010,13: Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany

Sven Bornemann, Thomas Kick, Christoph Memmel and Andreas Pfingsten

2010,12: Interbank tiering and money center banks

Ben Craig and Goetz von Peter

2010,11: Are there disadvantaged clienteles in mutual funds?

Stephan Jank

2010,10: Do specialization benefits outweigh concentration risks in credit portfolios of German banks?

Rolf Böve, Klaus Düllmann and Andreas Pfingsten

2010,09: Do banks benefit from internationalization? Revisiting the market power-risk nexus

Claudia Buch, Cathérine Tahmee Koch and Michael Koetter

2010,08: Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks

Angelika Sachs

2010,07: Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure

Christoph Memmel

2010,06: Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions

Gaby Trinkaus

2010,05: Bank liquidity creation and risk taking during distress

Allen N. Berger, Christa Bouwman, Thomas Kick and Klaus Schaeck

2010,04: What drives portfolio investments of German banks in emerging capital markets?

Christian Wildmann

2010,03: Purchase and redemption decisions of mutual fund investors and the role of fund families

Stephan Jank and Michael Wedow

2010,02: Recovery determinants of distressed banks: Regulators, market discipline, or the environment?

Thomas Kick, Michael Koetter and Tigran Poghosyan

2010,01: Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan

Stefan Eichler, Alexander Karmann and Dominik Maltritz

2009,15: What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model

Sven Blank and Jonas Dovern

2009,14: The dependency of the banks' assets and liabilities: evidence from Germany

Christoph Memmel and Andrea Schertler

2009,13: Systematic risk of CDOs and CDO arbitrage

Alfred Hamerle, Thilo Liebig and Hans-Jochen Schropp

2009,12: Margins of international banking: is there a productivity pecking order in banking, too?

Claudia Buch, Cathérine Tahmee Koch and Michael Koetter

2009,11: Determinants for using visible reserves in German banks: an empirical study

Sven Bornemann, Susanne Homölle, Carsten Hubensack, Thomas Kick and Andreas Pfingsten

2009,10: The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany

Falko Fecht and Michael Wedow

2009,09: Income diversification in the German banking industry

Ramona Busch and Thomas Kick

2009,08: Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators

Birgit Uhlenbrock

2009,07: Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach

Sandra Gaisser, Christoph Memmel, Rafael Schmidt and Carsten Wehn

2009,06: Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market

Manja Völz and Michael Wedow

2009,05: Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows?

Dorothee Holl and Andrea Schertler

2009,04: Shocks at large banks and banking sector distress: the Banking Granular Residual

Sven Blank, Claudia Buch and Katja Neugebauer

2009,03: The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany

Elisabetta Fiorentino, Alessio De Vincenzo, Frank Heid, Alexander Karmann and Michael Koetter

2009,02: Stress testing German banks in a downturn in the automobile industry

Klaus Düllmann and Martin Erdelmeier

2009,01: Dominating estimators for the global minimum variance portfolio

Gabriel Frahm and Christoph Memmel

2008,20: Sturm und Drang in money market funds: when money market funds cease to be narrow

Stephan Jank and Michael Wedow

2008,19: Stochastic frontier analysis by means of maximum likelihood and the method of moments

Andreas Behr and Sebastian Tente

2008,18: Real estate markets and bank distress

Michael Koetter and Tigran Poghosyan