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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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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The incentive effects of monetary policy on fiscal policy behaviour Joost Röttger, Rafael Gerke
480 KB, PDF
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Unconventional monetary policies at the effective lower bound Rafael Gerke, Daniel Kienzler, Alexander Scheer
1 MB, PDF