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~person:"Düllmann, Klaus"
~person:"Faia, Ester"
~subject:"Bankrisiko"
~subject:"Kreditrisiko"
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Search: ("Bank" OR "Finanzverfassung" OR "Sachverständige" OR "Sparkasse" OR "Finanzmarkt") AND NOT isPartOf:Wirtschaftsdienst
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Düllmann, Klaus
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1
Foreign expansion, competition and
bank
risk
Faia, Ester
;
Laffitte, Sebastien
;
Ottaviano, Gianmarco I. P.
-
2018
Persistent link: https://www.econbiz.de/10011927474
Saved in:
2
Global banking : endogenous competition and risk taking
Faia, Ester
;
Laffitte, Sébastien
;
Mayer, Maximilian
; …
- In:
European economic review : EER
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012693777
Saved in:
3
Foreign expansion, competition and
bank
risk
Faia, Ester
;
Laffitte, Sébastien
;
Ottaviano, Gianmarco …
- In:
Journal of international economics
118
(
2019
),
pp. 179-199
Persistent link: https://www.econbiz.de/10012295944
Saved in:
4
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
Saved in:
5
Monetary policy and risk taking
Angeloni, Ignazio
;
Faia, Ester
;
Lo Duca, Marco
-
2010
-
This draft: December 2011
fluctuations generate a balance sheet channel, is used to rationalize the evidence. A monetary expansion increases
bank
leverage …
Persistent link: https://www.econbiz.de/10009772705
Saved in:
6
Sector concentration in loan portfolios and economic capital
Düllmann, Klaus
;
Masschelein, Nancy
-
2006
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...
Persistent link: https://www.econbiz.de/10011618414
Saved in:
7
Sector concentration in loan portfolios and economic capital
Düllmann, Klaus
;
Masschelein, Nancy
-
2006
Persistent link: https://www.econbiz.de/10003391458
Saved in:
8
Sector concentration in loan portfolios and economic capital
Düllmann, Klaus
(
contributor
); …
-
2006
The purpose of this paper is to measure the potential impact of business-sector concentration on economic capital for loan portfolios and to explore a tractable model for its measurement. The empirical part evaluates the increase in economic capital in a multi-factor asset value model for...
Persistent link: https://www.econbiz.de/10003391659
Saved in:
9
Stress testing German banks in a downturn in the automobile industry
Düllmann, Klaus
;
Erdelmeier, Martin
-
2009
In this paper we stress-test credit portfolios of 28 German banks based on a Mertontype multi-factor credit risk model. The ad-hoc stress scenario is an economic downturn in the automobile industry that constitutes an exceptional but plausible event suggested by historical data. Rather than on a...
Persistent link: https://www.econbiz.de/10003813026
Saved in:
10
Do specialization benefits outweigh concentration risks in credit portfolios of German banks?
Böve, Rolf
;
Düllmann, Klaus
;
Pfingsten, Andreas
-
2010
, portfolio risk decreases as the impact of better monitoring abilities prevails. --
Bank
lending ; loan portfolio …
Persistent link: https://www.econbiz.de/10008701994
Saved in:
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