BNET Industries
Deutsche Bundesbank is in the Financial Services Industry
Latest News and Analysis
Communication, Decision-Making And The Optimal Degree Of Transparency Of Monetary Policy Committees
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...
The Stability Of Efficiency Rankings When Risk-Preferences And Objectives Are Different
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...
How Will Basel II Affect Bank Lending to Emerging Markets? An Analysis Based on German Bank Level Data
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...
German Bank Lending During Emerging Market Crises: A Bank Level Analysis
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...
Does Capital Regulation Matter for Bank Behavior? Evidence for German Savings Banks
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...
Systematic Risk in Recovery Rates - An Empirical Analysis of US Corporate Credit Exposures
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...
Monetary Policy, Banking Business and the Capital Market
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...
Forecasting Credit Portfolio Risk
Forecasting credit portfolio risk poses a challenge for the banking industry. One important goal of modern credit portfolio models is the forecast of the future credit risk given the information which is available at the point of time the forecast is made. Thus, the discussion paper "Forecasting Credit Portfolio Risk"...
Overview of the New Basel Capital Accord
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....
Part 2: The First Pillar - Minimum Capital Requirements
This section discusses the calculation of the total minimum capital requirements for credit, market and operational risk. The minimum capital requirements are composed of three fundamental elements: a definition of regulatory capital, risk weighted assets and the minimum ratio of capital to risk weighted assets. In calculating the capital ratio,...
Part 3: The Second Pillar - Supervisory Review Process
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...
Working Paper on the Treatment of Asset Securitizations
The purpose of this paper prepared by the Securitization Group of the Basel Committee is to discuss two sets of proposals that were initially outlined in the January 2001 consultative package. The first proposal is for an IRB treatment of securitizations, and the second is a general approach to synthetic...
Working Paper on Risk Sensitive Approaches for Equity Exposures in the Banking Book for IRB Banks
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...
Working Paper on the IRB Treatment of Expected Losses and Future Margin Income
The purpose of this paper prepared by the Joint Accounting Task Force - Models Task Force Working Group of the Basel Committee is to further the Committee's dialogue with the industry on the IRB treatment of expected losses and future margin income. The Internal Ratings Based IRB approach as outlined...
The Standardized Approach to Credit Risk
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...
Operational Risk
According to the report the Committee is proposing to encompass explicitly risks other than credit and market in the New Basel Capital Accord. This proposal reflects the Committee's interest in making the New Basel Capital Accord more risk sensitive and the realization that risks other than credit and market can...
Electronic Banking From a Prudential Supervisory Perspective
This paper not only deals with developments in the banking sector but goes on to discuss, in particular, the way electronic banking influences the risks assumed by credit institutions and financial services institutions. The specific design of the technical security infrastructure is proving to be a key factor. The changed...
Additional Resources
Employment protection and unemployment; a theoretical analysis evaluating recent policy proposals
Employment protection and unemployment; a theoretical analysis evaluating recent policy proposals. Stahler, Nikolai. Peter Lang Publishing Inc 2007 124 pages $30.95 Paperback European University studies series 5: Economic and management; v.3246 HD5708 ...
The International Economy celebrates twenty years
[ILLUSTRATION OMITTED] The elite of the international economic policy community gathered in Washington on October 18 both to celebrate the twentieth anniversary of The International Economy and pay tribute to the magazine's 2007 Policymaker of the Year, European Central Bank President Jean-Claude Trichet. Federal Reserve Chairman...
Fitch Names Dirk Tasche to Quantitative Financial Research Group
NEW YORK -- Fitch Ratings has hired Dirk Tasche as a senior director in Fitch Ratings' Quantitative Financial Research QFR group. Mr. Tasche is based in London and will focus on group's efforts regarding credit portfolio risk and risk scoring models. Prior to joining Fitch, Mr. Tasche was...
- Next »
- page 1 of 3
- « Previous
Sort byClose
View Related Content by Tag Close
Deutsche Bundesbank Company Info
NAICS Code
All Other Nondepository Credit Intermediation: 522298Brought to you by IBMSponsored Resources
- Insurance 2020: Innovating beyond old models
- Insurance 2020: Now what?
- Customer advocates: Your most valuable asset
- IBM and Cisco front office solutions for retail banking
- Opening act - Streamlining a bankÂ’s account-opening process can have a dramatic effect on customer experience and the bottom line
- The Agile CFO; Enabling the innovation path to growth
- The Evolution of Asset Mangement
- The Global CFO Study 2008
- Thinking Through Uncertainty: CFOs scrutinize Non-Financial Risk
