Narrow search
Showing 1 - 10 of 344
Cover Image
Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya; Memmel, Christoph; Pfingsten, Andreas - 2013
Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common risk factors, we separate the bank-specific...
Persistent link: https://www.econbiz.de/10010233376
Cover Image
The impact of natural disasters on banks' impairment flow : evidence from Germany
Shala, Iliriana; Schumacher, Benno - 2022
German banks, this paper explores how regionally less diversified banks in Germany adjusted their loan loss provisioning … following the severe summer flood of 2013, which affected widespread regions mostly in Eastern Germany. The analysis uses a …
Persistent link: https://www.econbiz.de/10013370513
Cover Image
Early warning indicators for the German banking system : a macroprudential analysis
Jahn, Nadya; Kick, Thomas - 2012
Over the past two decades, Germany experienced several periods of banking system instability rather than full … based on information on all financial institutions in Germany between 1995 and 2010. Explaining this measure by means of …
Persistent link: https://www.econbiz.de/10009656141
Cover Image
Potential implications of a NSFR on German banks' credit supply and profitability
Schmitt, Matthias; Schmaltz, Christian - 2016
We study how a Net Stable Funding Ratio as defined by the Basel Committee in 2014 (NSFR (2014)) would affect the profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we find that 9% of German banks do not comply with the...
Persistent link: https://www.econbiz.de/10011541056
Cover Image
Will German banks earn their cost of capital?
Dombret, Andreas R.; Gündüz, Yalın; Rocholl, Jörg - 2017
In recent years, the German banking sector has overcome major challenges such as the global financial crisis and the European debt crisis. This paper analyses a recent development as a particular determinant of the future outlook for the German banking sector. Interest rates are at historically...
Persistent link: https://www.econbiz.de/10011589380
Cover Image
Performance feedback and job search behavior : empirical evidence from linked employer-employee data
Pohlan, Laura; Steffes, Susanne - 2022
In this paper, we study whether performance feedback can serve as an instrument for firms to increase employee retention. Feedback on the relative performance may affect individual job search behavior differently depending on workers' relative rank among their peers. In line with these...
Persistent link: https://www.econbiz.de/10013411291
Cover Image
Determinants of bank interest margins : impact of maturity transformation
Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - 2012
This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk and returns from maturity transformation. Banks price...
Persistent link: https://www.econbiz.de/10009572494
Cover Image
Stress testing German banks against a global cost-of-capital shock
Düllmann, Klaus; Kick, Thomas - 2012
capital for firms worldwide on three particularly export-oriented industry sectors in Germany. Second, the impact of this …
Persistent link: https://www.econbiz.de/10009509091
Cover Image
Executive board composition and bank risk taking
Berger, Allen N.; Kick, Thomas; Schaeck, Klaus - 2012
Little is known about how socioeconomic characteristics of executive teams affect corporate governance in banking. Exploiting a unique dataset, we show how age, gender, and education composition of executive teams affect risk taking of financial institutions. First, we establish that age,...
Persistent link: https://www.econbiz.de/10009509092
Cover Image
Determinants of the interest rate pass-through of banks : evidence from German loan products
Schlüter, Tobias; Busch, Ramona; Hartmann-Wendels, Thomas - 2012
products. We find that a bank’s operational efficiency is priced in bank loan rates and alters interest-setting behavior …. Specifically, we establish that a higher degree of operational efficiency leads to lower loan markups, which involve more … frontier analysis to comprehensively capture cost efficiency, we take the bank customers’ perspective and demonstrate the …
Persistent link: https://www.econbiz.de/10009656155