Deutsche Bundesbank

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• How Will Basel II Affect Bank Lending to Emerging Markets? An Analysis Based on German Bank Level Data

  BNET - 2004-11-04

  This paper investigates whether the new Basel Accord will induce a change in bank lending to emerging markets using a comprehensive new data set on German banks` foreign exposure. The paper tests two interlinked hypotheses on the conditions under which the change in the regulatory capital would leave lending flows...

  Tags: Bank, Basel II, Emerging Market, Deutsche Bundesbank, Analysis, Financial Services, Marketing Research, Marketing

• German Bank Lending During Emerging Market Crises: A Bank Level Analysis

  BNET - 2004-10-15

  This paper studies German bank lending during the Asian and Russian crises, using a bank level data set, which has been compiled from credit data at the Deutsche Bundesbank. The aim is to gain more insight into the pattern of German bank lending during financial crises in emerging markets. The...

  Tags: Bank, Emerging Market, Crisis, Deutsche Bundesbank, Analysis, Financial Services, Marketing Research, Marketing

• Systematic Risk in Recovery Rates - An Empirical Analysis of US Corporate Credit Exposures

  BNET - 2004-08-09

  This paper presents an analytical and empirical analysis of a parsimonious model framework that accounts for a dependence of bond and bank loan recoveries on systematic risk. The report extends the single risk factor model by assuming that the recovery rates also depend on this risk factor and follow a...

  Tags: Risk, Deutsche Bundesbank, Analysis, Recovery Rate, Strategy, Security, Management