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 2 2 1 1 6 6
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 0 0 0 174 0 1 3 532
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 38 1 1 1 190
Bank stress testing under different balance sheet assumptions 0 0 1 54 1 1 4 152
Banks Net Interest Margin and the Level of Interest Rates 0 1 2 87 0 1 4 228
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany 0 0 2 97 2 3 12 365
Banks' credit losses and lending dynamics 0 0 3 8 1 1 21 38
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 1 148 0 0 3 399
Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence 0 0 0 49 2 2 4 123
Banks' management of the net interest margin: Evidence from Germany 0 0 1 179 0 0 4 799
Banks' net interest margin and changes in the term structure 0 0 2 4 2 2 7 17
Banks' net interest margin and the level of interest rates 0 1 4 196 2 4 16 552
Contagion at the interbank market with stochastic LGD 0 0 0 55 0 0 1 232
Contagion in the interbank market and its determinants 0 0 0 75 1 1 2 175
Determinants of bank interest margins: Impact of maturity transformation 0 0 2 213 1 1 5 799
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 1 2 3 276 1 3 6 914
Dominating Estimators for Minimum-Variance Portfolios 0 0 0 14 0 0 0 47
Dominating estimators for the global minimum variance portfolio 0 0 0 11 0 0 0 109
Dominating estimators for the global minimum variance portfolio 0 0 0 67 0 0 1 256
German banks' behavior in the low interest rate environment 1 1 3 22 4 4 6 73
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 0 0 0 610
How good are banks' forecasts? 0 0 17 17 2 2 16 18
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 1 32 1 1 6 93
On the estimation of the global minimum variance portfolio 0 0 0 57 1 2 6 287
Quantifying the components of the banks' net interest margin 0 0 0 83 1 3 5 220
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 0 0 0 139 2 2 5 381
Relationship lending: empirical evidence for Germany 0 1 1 192 1 2 3 651
Risiken im Unternehmenskreditgeschäft inländischer Banken 0 0 0 0 1 1 1 1
Risks in domestic banks' corporate lending business 0 0 0 0 0 0 0 0
The common drivers of default risk 0 0 0 35 1 1 2 262
The dependency of the banks' assets and liabilities: evidence from Germany 0 0 2 151 0 0 4 663
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 0 405
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 0 0 0 158
What drives the short-term fluctuations of banks' exposure to interest rate risk? 0 0 1 27 1 1 5 61
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 0 0 1 441
Why are interest rates on bank deposits so low? 0 0 2 10 2 2 4 27
Why do banks bear interest rate risk? 0 0 1 37 1 1 5 99
Total Working Papers 2 6 51 3,032 33 44 169 10,527

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 1 167
Bank management of the net interest margin: new measures 0 0 5 74 1 1 7 212
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 6 144 1 1 11 405
Banks' interest rate risk: the net interest income perspective versus the market value perspective 0 0 3 107 0 0 4 203
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 1 0 1 4 17
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 1 17 2 2 4 61
Banks’ Specialization versus Diversification in the Loan Portfolio 0 0 1 52 0 0 6 162
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 1 45 0 0 2 140
Determinants of bank interest margins: Impact of maturity transformation 0 0 4 120 1 7 20 378
Dominating estimators for minimum-variance portfolios 0 0 5 72 0 0 8 209
Estimating the global Minimum Variance Portfolio 0 1 3 285 0 1 7 1,522
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 0 0 0 8 0 0 3 153
German banks’ behavior in the low interest rate environment 0 1 4 6 2 4 11 22
How do banks adjust their capital ratios? 0 0 3 165 2 2 12 493
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 1 4 0 0 3 13
Quantifying the components of the banks’ net interest margin 0 0 0 47 0 0 4 167
The Dependency of the Banks' Assets and Liabilities: Evidence from Germany 0 0 2 11 0 0 3 25
The common drivers of default risk 0 0 1 23 1 1 5 162
What drives the short‐term fluctuations of banks' exposure to interest rate risk? 0 0 0 7 0 0 3 25
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 1 59 1 1 7 230
Why Do Banks Bear Interest Rate Risk? 0 0 1 10 1 1 5 78
Total Journal Articles 0 2 42 1,316 12 22 132 4,959
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 2025-03-03