Access Statistics for Christoph Memmel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Abschätzung des Zinseinkommens der Banken in Deutschland 0 0 0 2 1 1 4 7
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 0 0 0 174 0 0 2 533
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 38 0 0 3 192
Bank stress testing under different balance sheet assumptions 0 0 0 54 0 0 2 152
Banks Net Interest Margin and the Level of Interest Rates 0 0 1 87 0 1 5 232
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany 0 1 2 98 0 2 8 368
Banks' credit losses and lending dynamics 0 0 0 8 0 1 3 40
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 0 148 1 1 2 400
Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence 0 0 0 49 0 1 4 124
Banks' management of the net interest margin: Evidence from Germany 0 1 1 180 0 1 2 801
Banks' net interest margin and changes in the term structure 0 0 1 4 0 0 3 17
Banks' net interest margin and the level of interest rates 0 0 3 198 0 1 14 561
Contagion at the interbank market with stochastic LGD 0 0 0 55 0 0 0 232
Contagion in the interbank market and its determinants 0 0 0 75 1 1 3 176
Determinants of bank interest margins: Impact of maturity transformation 0 2 4 216 0 3 7 803
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 0 0 3 277 2 2 6 917
Dominating Estimators for Minimum-Variance Portfolios 0 0 0 14 2 2 2 49
Dominating estimators for the global minimum variance portfolio 0 0 0 67 0 0 0 256
Dominating estimators for the global minimum variance portfolio 0 0 0 11 0 1 1 110
German banks' behavior in the low interest rate environment 0 0 2 23 0 0 6 75
How correlated are changes in banks' net interest income and in their present value? 0 0 0 31 0 0 0 144
How do banks adjust their capital ratios? Evidence from Germany 0 0 0 196 2 2 2 612
How good are banks' forecasts? 0 0 2 18 0 0 7 21
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 1 1 33 0 1 4 95
Modeling the term structure 0 0 3 3 2 4 7 7
On the estimation of the global minimum variance portfolio 1 1 1 58 2 2 4 289
Quantifying the components of the banks' net interest margin 0 0 0 83 0 0 3 220
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 0 1 1 140 0 1 5 383
Relationship lending: empirical evidence for Germany 0 0 1 192 0 0 2 651
Risiken im Unternehmenskreditgeschäft inländischer Banken 0 0 0 0 1 2 3 3
Risks in domestic banks' corporate lending business 0 0 0 0 0 0 0 0
Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses 0 0 0 0 1 3 6 6
The common drivers of default risk 0 0 0 35 1 2 4 264
The dependency of the banks' assets and liabilities: evidence from Germany 0 0 1 151 0 0 1 663
The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation 0 0 0 99 0 0 1 406
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 0 2 2 160
What drives the short-term fluctuations of banks' exposure to interest rate risk? 0 1 2 29 0 3 9 67
Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks 0 0 0 115 1 1 2 442
Why are interest rates on bank deposits so low? 0 0 0 10 0 0 4 29
Why do banks bear interest rate risk? 0 0 0 37 0 0 2 100
Total Working Papers 1 8 29 3,050 17 41 145 10,607

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 34 0 0 0 167
Bank management of the net interest margin: new measures 0 0 1 74 0 0 3 213
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 2 3 147 0 3 11 414
Banks' interest rate risk: the net interest income perspective versus the market value perspective 0 1 3 108 0 1 6 206
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 17 0 0 3 62
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 1 1 1 2 1 1 3 19
Banks’ Specialization versus Diversification in the Loan Portfolio 0 0 1 52 2 2 3 164
Contagion in the Interbank Market with Stochastic Loss Given Default 0 0 0 25 0 0 0 113
Contagion in the interbank market and its determinants 0 0 0 45 0 0 1 141
Determinants of bank interest margins: Impact of maturity transformation 0 0 1 120 2 2 18 385
Dominating estimators for minimum-variance portfolios 0 0 1 72 0 1 4 211
Estimating the global Minimum Variance Portfolio 0 0 2 285 0 0 5 1,522
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 0 0 0 8 1 2 3 155
German banks’ behavior in the low interest rate environment 0 0 2 6 0 0 5 22
How do banks adjust their capital ratios? 0 0 3 166 1 2 12 497
How good are banks’ forecasts? 0 0 0 0 0 0 2 2
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 0 4 1 1 3 14
Quantifying the components of the banks’ net interest margin 0 0 1 48 0 1 5 170
The Dependency of the Banks' Assets and Liabilities: Evidence from Germany 0 0 1 11 0 0 2 26
The common drivers of default risk 0 0 1 23 0 1 3 163
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach 0 0 1 1 1 1 2 2
What drives the short‐term fluctuations of banks' exposure to interest rate risk? 0 0 1 8 1 1 5 28
Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks 1 1 1 60 1 1 5 231
Why Do Banks Bear Interest Rate Risk? 0 0 0 10 0 0 3 79
Total Journal Articles 2 5 24 1,326 11 20 107 5,006
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information 0 0 0 0 0 0 0 3
Total Chapters 0 0 0 0 0 0 0 3

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Statistics updated 2025-09-05