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 2 2 7 13
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 0 0 0 174 1 2 12 545
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 38 4 8 14 204
Bank stress testing under different balance sheet assumptions 0 0 0 54 1 1 9 161
Banks Net Interest Margin and the Level of Interest Rates 0 0 0 87 6 9 22 251
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany 0 0 1 98 1 3 15 380
Banks' credit losses and lending dynamics 0 0 0 8 1 2 9 48
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 0 148 3 4 11 410
Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence 0 0 0 49 2 4 12 135
Banks' management of the net interest margin: Evidence from Germany 0 1 2 181 2 5 19 818
Banks' net interest margin and changes in the term structure 1 1 3 7 2 11 29 46
Banks' net interest margin and the level of interest rates 0 0 8 205 2 6 29 584
Contagion at the interbank market with stochastic LGD 0 0 0 55 1 1 12 244
Contagion in the interbank market and its determinants 0 0 0 75 3 5 16 191
Determinants of bank interest margins: Impact of maturity transformation 0 0 2 216 0 1 21 821
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 0 0 0 277 1 4 13 928
Dominating Estimators for Minimum-Variance Portfolios 0 0 1 15 2 2 8 55
Dominating estimators for the global minimum variance portfolio 0 0 0 67 0 0 3 259
Dominating estimators for the global minimum variance portfolio 0 0 0 11 1 2 7 116
German banks' behavior in the low interest rate environment 0 0 0 23 3 5 15 89
How correlated are changes in banks' net interest income and in their present value? 0 0 0 31 0 2 3 147
How do banks adjust their capital ratios? Evidence from Germany 0 0 0 196 2 5 10 620
How good are banks' forecasts? 0 0 1 18 0 1 12 32
Interest and credit risk management in German banks: Evidence from a quantitative survey 1 2 3 35 2 7 19 112
Modeling the term structure 0 0 2 4 1 1 15 17
On the estimation of the global minimum variance portfolio 0 0 1 58 2 3 13 300
Quantifying the components of the banks' net interest margin 0 0 2 85 0 5 18 238
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 0 0 1 140 3 3 13 394
Relationship lending: empirical evidence for Germany 0 0 0 192 2 2 18 669
Risiken im Unternehmenskreditgeschäft inländischer Banken 0 0 0 0 2 5 10 11
Risks in domestic banks' corporate lending business 0 0 0 0 1 6 13 13
Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses 0 0 0 0 2 3 13 15
The common drivers of default risk 1 1 1 36 4 5 13 275
The dependency of the banks' assets and liabilities: evidence from Germany 0 0 0 151 1 1 7 670
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 2 5 14 419
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 4 6 16 174
What drives the short-term fluctuations of banks' exposure to interest rate risk? 0 0 1 29 1 1 9 72
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 3 8 13 454
Why are interest rates on bank deposits so low? 0 0 0 10 0 2 12 40
Why do banks bear interest rate risk? 0 0 0 37 0 1 8 107
Total Working Papers 3 5 29 3,068 70 149 532 11,077

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 1 35 4 5 14 181
Bank management of the net interest margin: new measures 0 0 0 74 1 2 8 220
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 4 149 2 5 23 430
Banks' interest rate risk: the net interest income perspective versus the market value perspective 0 0 3 110 1 1 8 213
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 1 2 5 5 13 30
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 17 2 4 11 73
Banks’ Specialization versus Diversification in the Loan Portfolio 0 0 2 54 2 4 16 178
Contagion in the Interbank Market with Stochastic Loss Given Default 0 0 0 25 3 4 10 123
Contagion in the interbank market and its determinants 0 0 0 45 2 2 4 144
Determinants of bank interest margins: Impact of maturity transformation 0 0 3 123 1 5 25 407
Dominating estimators for minimum-variance portfolios 0 0 1 73 3 5 17 226
Estimating the global Minimum Variance Portfolio 1 1 1 286 2 4 12 1,534
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 0 0 0 8 0 1 4 157
German banks’ behavior in the low interest rate environment 0 1 1 7 0 2 12 34
How do banks adjust their capital ratios? 0 0 1 166 2 4 17 510
How good are banks’ forecasts? 0 0 0 0 6 9 23 25
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 1 5 3 6 15 28
Modelling the term structure 1 1 1 1 2 2 2 2
Quantifying the components of the banks’ net interest margin 0 0 2 49 4 7 16 184
The Dependency of the Banks' Assets and Liabilities: Evidence from Germany 0 0 0 11 0 3 7 33
The common drivers of default risk 0 0 0 23 1 1 8 170
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach 0 0 1 1 1 2 6 6
What drives the short‐term fluctuations of banks' exposure to interest rate risk? 0 0 0 8 2 4 12 39
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 60 3 5 11 241
Why Do Banks Bear Interest Rate Risk? 0 0 0 10 4 6 8 86
Total Journal Articles 2 3 24 1,342 56 98 302 5,274
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 1 2 2 5
Total Chapters 0 0 0 0 1 2 2 5

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Statistics updated 2026-05-06