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.
-
-
Climate transition risk stress test for the German financial system Ivan Frankovic Tobias Etzel Alexander Falter, Christian Gross, Jana Ohls, Lena Strobel, Hannes Wilke
1 MB, PDF
-
The Environmental Multi-Sector DSGE model EMuSe: A technical documentation Natascha Hinterlang, Anika Martin, Oke Röhe, Nikolai Stähler, Johannes Strobel
-
Including carbon taxation risk in Deutsche Bundesbank‘s In-house Credit Assessment System (ICAS): An empirical analysis Justus Grundmann, Anna Silberbach, Laura Auria
2 MB, PDF
-
Money growth and consumer price inflation in the euro area: An update Martin Mandler, Michael Scharnagl
579 KB, PDF
-
Systemic risk buffer and residential real estate loans: the steering effect of sectoral buffer application Sebastian Geiger
1 MB, PDF
-
-
Calibrating capital buffers for other systemically important institutions (O-SIIs) in Germany – Utilising the equal expected impact approach Sebastian Geiger, Marcel Heires, Ulrich Krüger, Johannes Ludwig, Ursula Vogel
826 KB, PDF
-
The macroeconometric model of the Bundesbank revisited Thomas Haertel, Britta Hamburg, Vladimir Kusin
2 MB, PDF
-
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