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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A house prices at risk approach for the German residential real estate market Lucas Hafemann
1 MB, PDF
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Quantifying the pull-to-par effect for German banks’ bond portfolios Lena Strobel
769 KB, PDF
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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
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The Environmental Multi-Sector DSGE model EMuSe: A technical documentation Natascha Hinterlang, Anika Martin, Oke Röhe, Nikolai Stähler, Johannes Strobel
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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
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Money growth and consumer price inflation in the euro area: An update Martin Mandler, Michael Scharnagl
579 KB, PDF
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Systemic risk buffer and residential real estate loans: the steering effect of sectoral buffer application Sebastian Geiger
1 MB, PDF
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