Search Results - Memmel, Christoph
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1What drives the short-term fluctuatios of banks' exposure to interest rate risk?Published 2019Call Number: Loading…read free online
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2Quantifying the components of the banks net interest marginPublished 2014Call Number: Loading…read free online
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3Bank stress testing under different balance sheet assumptionsPublished 2017Call Number: Loading…read free online
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4Banks' interest rate risk and search for yield: a theoretical rationale and some empirical evidencePublished 2016Call Number: Loading…
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5Banks' net interest margin and the level of interest ratesPublished 2015Call Number: Loading…read free online
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6Why do banks bear interest rate risk?Published 2017Call Number: Loading…read free online
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7Banks'concentration versus diversification in the loan portfolio: new evidence from GermanyPublished 2013Call Number: Loading…read free online
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8The common drivers of default riskPublished 2012Call Number: Loading…read free online
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9Schätzrisiken in der Portfoliotheorie: Auswirkungen und Möglichkeiten der ReduktionPublished 2004Call Number: Loading…Table of contents
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10Contagion at the interbank market with stochastic LGDPublished 2011Call Number: Loading…Order interlibrary loan
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11Banks' management of the net interest margin: evidence from GermanyPublished 2011Call Number: Loading…Table of contents Order interlibrary loan
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12How correlated are changes in banks' net interest income and in their present value?Published 2010Call Number: Loading…read free online
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13The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - analysis and models for risk aggregationPublished 2005Call Number: Loading…Table of contents Order interlibrary loan
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14Contagion in the interbank market and its determinantsPublished 2011Call Number: Loading…Table of contents Order interlibrary loan
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15Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structurePublished 2010Call Number: Loading…read free online
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16Dominating estimators for the global minimum variance portfolioPublished 2009Call Number: Loading…read free online
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