Deutsche Bundesbank

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• Communication, Decision-Making And The Optimal Degree Of Transparency Of Monetary Policy Committees

  BNET - 2008-02-11

  This paper develops a theoretical model of dynamic decision-making of a monetary policy committee with heterogeneous members. It investigates the optimal transparency, and the optimal way of transmitting information of committees, by analysing the effects different communication strategies have on financial markets. It is shown that the communication strategy of...

  Tags: Decision-making, Committee, Deutsche Bundesbank, Tools & Techniques, Financial Services, Management

• The Stability Of Efficiency Rankings When Risk-Preferences And Objectives Are Different

  BNET - 2006-11-06

  This paper analyzes the stability of efficiency rankings of German universal banks between 1993 and 2004. Firstly the traditional efficiency scores are estimated with stochastic cost and alternative profit frontier analysis. Then, it is explicitly allowed for different risk preferences and measure efficiency with a structural model based on utility...

  Tags: Efficiency, Deutsche Bundesbank, Financial Services

• 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

• Does Capital Regulation Matter for Bank Behavior? Evidence for German Savings Banks

  BNET - 2004-08-17

  The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. This paper contributes to the literature in three ways. First, it tests the capital buffer theory (Marcus 1984, Milne and Whalley 2002). Second, it uses dynamic panel data techniques that explicitly...

  Tags: Bank, Deutsche Bundesbank, Financial Services

• Monetary Policy, Banking Business and the Capital Market

  BNET - 2004-08-01

  This white paper deals with Interest rate policy and the money Markets. Given the continuing favorable medium term outlook for prices in the euro area, the Governing Council of the ECB has left the Euro system's key interest rates unchanged in recent months. The minimum bid rate for the main...

  Tags: Capital Market, Interest Rate, Banking, Deutsche Bundesbank, Financial Planning, Financial Services, Finance

• Overview of the New Basel Capital Accord

  BNET - 2003-07-31

  The Basel Committee on Banking Supervision the Committee is releasing this overview paper as an accompaniment to its third consultative paper (CP3) on the New Basel Capital Accord also known as Basel II. The issuance of CP3 represents an important step in putting the new capital adequacy framework in place....

  Tags: Deutsche Bundesbank, Basel Committee, Basel II, Banking, Financial Services

• Part 3: The Second Pillar - Supervisory Review Process

  BNET - 2003-04-28

  This section discusses the key principles of supervisory review, risk management guidance and supervisory transparency and accountability produced by the Committee with respect to banking risks, including that relating to the treatment of interest rate risk in the banking book, operational risk and aspects of credit risk (stress testing, definition...

  Tags: Risk Management, Deutsche Bundesbank, Banking, Financial Planning, Financial Services, Strategy, Security, Finance, Management

• Working Paper on Risk Sensitive Approaches for Equity Exposures in the Banking Book for IRB Banks

  BNET - 2001-08-01

  The purpose of this paper prepared by the Models Task Force of the Basel Committee is to further the Committee's dialogue with the industry on the IRB treatment of equity exposures in the banking book. This working paper summarizes the results of this further work and consultative dialogue, and describes...

  Tags: Equity, Deutsche Bundesbank, Banking, Investment, Financial Services, Finance

• The Standardized Approach to Credit Risk

  BNET - 2001-05-31

  This paper, which forms part of the second consultative package on the new capital adequacy framework produced by the Basel Committee on Banking Supervision the Committee, describes the standardized approach to credit risk in the banking book. The New Basel Capital Accord will continue to be applied to internationally-active banks...

  Tags: Deutsche Bundesbank, Banking, Financial Services