Mitarbeiter

Dr. Christoph Memmel

• Deutsche Bundesbank
• Central Office, Banking and Financial Supervision Department
• Wilhelm Epstein Str. 14
• D-60431 Frankfurt am Main
•  
• +49 69 9566-8531
• Christoph Memmel

Research Interests

• Market price risk of banks
• state-owned banks
• financial stability.

Refereed Articles

• Memmel, C. (2008), Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks, International Journal of Banking, Accounting and Finance, Vol. 1, 85 - 104.
• Memmel, C. and C. S. Wehn (2006), Supervisor's portfolio: The market price risk of German banks from 2001 to 2004: Analysis and models for risk aggregation, Journal of Banking Regulation, Vol. 7, 310 - 325.

Working Papers

• Entrop, O., C. Memmel, M. Wilkens and A. Zeisler (2008), Analyzing the interest rate risk of banks using time series of accounting-based data: Evidence from Germany, Deutsche Bundesbank Discussion Paper Series 2, No. 01/08.
• Memmel, C., C. Schmieder and I. Stein (2007), Relationship lending - empirical evidence for Germany, Deutsche Bundesbank Discussion Paper Series 2, No 14/07.
• Memmel, C. and P. Raupach (2007), How do banks adjust their capital ratios? Evidence from Germany, Deutsche Bundesbank Discussion Paper Series 2, No 06/07.
• Behr, A., A. Kamp, C. Memmel and A. Pfingsten (2007), Diversification and the banks risk-return-characteristics - evidence from loan portfolios of German banks, Deutsche Bundesbank Discussion Paper Series 2, No 05/07.

Other Publications

• Memmel, C. and I. Stein (2008), The Deutsche Bundesbank’s Prudential Database (BAKIS), Schmollers Jahrbuch, Vol. 128, 312 - 328.