Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models de Bandt O., Durdu B., Ichiue H., Mimir Y., Mohimont J., Nikolov K., Röhrs S., Sahuc J.G., Scalone V., Straughan M.

Optimal policy and Taylor rule cross-checking under parameter uncertainty, B.E. Bursian D., Roth M.

The (Un-) importance of Chapter 7 wealth exemption levels Mankart J.

Zur Finanziellen Bildung der Privaten Haushalte in Deutschland: Ergebnisse der Studie “Private Haushalte und ihre Finanzen (PHF)“ Schmidt T., Tzamourani P.

What drives the short-term fluctuations of banks' exposure to interest rate risk? Memmel C.

Bank liquidity creation and risk taking during distress Berger A.N., Bouwman C.H.S., Kick T., Schaeck K.

Pre-emptive sovereign debt restructuring and holdout litigation Anand K., Gai P.

Latent Fragility: Conditioning Banks' Joint Probability of Default on the Financial Cycle Bochmann P., Hiebert P., Schüler Y., Segoviano M.

Early Warning Indicators for the German Banking System: A Macroprudential Analysis Jahn N., Kick T.

Macroprudential capital regulation and fiscal balances in the euro area Hristov N., Huelsewig O., Kolb B.