Technical Paper
Papers in the Technical Paper series describe models and/or procedures that were used in other publications such as the monthly report or the financial stability review in more detail.
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The macroeconometric model of the Bundesbank revisited Thomas Haertel, Britta Hamburg, Vladimir Kusin
2 MB, PDF
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Sensitivity analysis of climate-related transition risks in the German financial sector Dominik Schober, Tobias Etzel, Alexander Falter, Ivan Frankovic, Christian Gross, Anke Kablau, Pierre Lauscher, Jana Ohls, Lena Strobel, Hannes Wilke
2 MB, PDF
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Potential deleveraging in the German banking system and effects on financial stability Manuel Pelzer, Nataliya Barasinska, Manuel Buchholz, Sören Friedrich, Sebastian Geiger, Nikolay Hristov, Philip Jamaldeen, Axel Löffler, Marcel Madjarac, Markus Roth, Leonid Silbermann, Lui-Hsian Wong
1 MB, PDF
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Stress testing market risk of German financial intermediaries Alexander Falter, Michael Kleemann, Lena Strobel, Hannes Wilke
2 MB, PDF
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Analysis of (stressed) allocation risk in the aggregate credit portfolio of domestic banks Peter Bednarek
6 MB, PDF
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German residential real estate valuation under NGFS climate scenarios Lucas ter Steege, Edgar Vogel
466 KB, PDF
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Risks in domestic banks‘ corporate lending business Christoph Memmel, Christoph Roling
887 KB, PDF
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Corporate debt in Germany in the course of the COVID-19 pandemic: An evaluation based on the AnaCredit dataset Benedikt Kolb, Frieder Mokinski, Robert Unger
1 MB, PDF
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Analysing funding costs advantages using European primary market bond yield spreads Peter Bednarek, Christoph Roling
1 MB, PDF
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A comparison of monetary policy rules in an estimated TANK model Rafael Gerke, Sebastian Giesen, Daniel Kienzler, Joost Röttger, Alexander Scheer
494 KB, PDF
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