Discussion papers
The discussion papers with economic studies or financial and banking studies are elaborated by the research center of the Deutsche Bundesbank.
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Credit portfolio modelling and its effect on capital requirements Discussion paper 11/2012: Dilek Bülbül, Claudia Lambert
625 KB, PDF
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Capital regulation, liquidity requirements and taxation in a dynamic model of banking Discussion paper 10/2012: Gianni de Nicolò, Andrea Gamba, Marcella Lucchetta
797 KB, PDF
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Bank regulation and stability: an examination of the Basel market risk framework Discussion paper 09/2012: Gordon J. Alexander, Alexandre M. Baptista, Shu Yan
438 KB, PDF
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Does Wagner's law ruin the sustainability of German public finances? Discussion paper 08/2012: Christoph Priesmeier, Gerrit B. Koester
392 KB, PDF
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Towards an explanation of cross-country asymmetries in monetary transmission Discussion paper 07/2012: Georgios Georgiadis
850 KB, PDF
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Stress testing German banks against a global cost-of-capital shock Discussion paper 04/2012: Klaus Düllmann, Thomas Kick
325 KB, PDF
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A user cost approach to capital measurement in aggregate production functions Discussion paper 01/2012: Thomas A. Knetsch
474 KB, PDF
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Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen Diskussionspapier 01/2012: Thomas A. Knetsch
467 KB, PDF
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Contagion in the interbank market and its determinants Discussion paper 17/2011: Christoph Memmel, Angelika Sachs
568 KB, PDF
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A hierarchical model of tail dependent asset returns for assessing portfolio credit risk Discussion paper 16/2011: Natalia Puzanova
694 KB, PDF