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 3 3 5 10
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 0 0 0 174 4 6 7 539
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 38 0 1 4 193
Bank stress testing under different balance sheet assumptions 0 0 0 54 0 3 4 155
Banks Net Interest Margin and the Level of Interest Rates 0 0 1 87 3 5 11 238
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany 0 0 1 98 2 7 12 375
Banks' credit losses and lending dynamics 0 0 0 8 0 1 4 41
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 0 148 2 2 3 402
Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence 0 0 0 49 1 3 6 127
Banks' management of the net interest margin: Evidence from Germany 0 0 1 180 6 9 11 810
Banks' net interest margin and changes in the term structure 0 0 1 5 7 11 16 31
Banks' net interest margin and the level of interest rates 1 2 7 202 6 8 26 574
Contagion at the interbank market with stochastic LGD 0 0 0 55 2 3 3 235
Contagion in the interbank market and its determinants 0 0 0 75 2 3 5 179
Determinants of bank interest margins: Impact of maturity transformation 0 0 3 216 6 10 16 814
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 0 0 2 277 0 3 8 920
Dominating Estimators for Minimum-Variance Portfolios 0 0 1 15 0 1 5 52
Dominating estimators for the global minimum variance portfolio 0 0 0 11 4 4 5 114
Dominating estimators for the global minimum variance portfolio 0 0 0 67 0 3 3 259
German banks' behavior in the low interest rate environment 0 0 2 23 3 3 10 79
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 1 1 3 613
How good are banks' forecasts? 0 0 1 18 3 6 12 28
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 1 33 1 5 9 101
Modeling the term structure 0 1 4 4 1 3 11 11
On the estimation of the global minimum variance portfolio 0 0 1 58 1 3 7 292
Quantifying the components of the banks' net interest margin 0 0 0 83 3 5 9 227
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 0 0 1 140 3 4 8 387
Relationship lending: empirical evidence for Germany 0 0 0 192 2 10 11 661
Risiken im Unternehmenskreditgeschäft inländischer Banken 0 0 0 0 0 2 5 5
Risks in domestic banks' corporate lending business 0 0 0 0 2 3 3 3
Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses 0 0 0 0 0 2 8 8
The common drivers of default risk 0 0 0 35 3 3 6 267
The dependency of the banks' assets and liabilities: evidence from Germany 0 0 0 151 1 1 1 664
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 4 5 410
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 2 3 5 163
What drives the short-term fluctuations of banks' exposure to interest rate risk? 0 0 2 29 2 3 10 70
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 2 4 5 446
Why are interest rates on bank deposits so low? 0 0 0 10 2 4 8 33
Why do banks bear interest rate risk? 0 0 0 37 2 4 6 104
Total Working Papers 1 3 29 3,057 84 159 296 10,784

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 1 1 35 1 5 5 172
Bank management of the net interest margin: new measures 0 0 0 74 1 1 3 214
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 1 4 148 2 6 17 421
Banks' interest rate risk: the net interest income perspective versus the market value perspective 2 2 3 110 2 3 6 209
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 1 2 2 3 6 22
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 17 2 5 9 68
Banks’ Specialization versus Diversification in the Loan Portfolio 1 2 2 54 3 5 8 170
Contagion in the Interbank Market with Stochastic Loss Given Default 0 0 0 25 0 2 2 115
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 1 1 1 121 6 10 22 397
Dominating estimators for minimum-variance portfolios 0 1 1 73 2 5 8 217
Estimating the global Minimum Variance Portfolio 0 0 0 285 3 4 4 1,526
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 0 0 0 8 0 1 3 156
German banks’ behavior in the low interest rate environment 0 0 0 6 1 7 10 30
How do banks adjust their capital ratios? 0 0 1 166 3 4 11 502
How good are banks’ forecasts? 0 0 0 0 4 5 7 9
Interest and credit risk management in German banks: Evidence from a quantitative survey 1 1 1 5 3 5 7 20
Quantifying the components of the banks’ net interest margin 0 0 1 48 2 4 7 174
The Dependency of the Banks' Assets and Liabilities: Evidence from Germany 0 0 0 11 1 1 2 27
The common drivers of default risk 0 0 0 23 1 1 3 164
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach 0 0 1 1 1 2 4 4
What drives the short‐term fluctuations of banks' exposure to interest rate risk? 0 0 1 8 1 1 5 30
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 1 2 4 233
Why Do Banks Bear Interest Rate Risk? 0 0 0 10 0 1 3 80
Total Journal Articles 5 9 19 1,335 42 83 157 5,101
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 2026-01-09