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 0 0 6 13
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 0 0 0 174 1 2 17 550
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 38 0 1 15 207
Bank stress testing under different balance sheet assumptions 0 0 0 54 0 0 11 163
Banks Net Interest Margin and the Level of Interest Rates 0 0 1 88 1 2 22 255
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany 0 0 0 98 1 2 14 382
Banks' credit losses and lending dynamics 0 0 0 8 0 3 12 52
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 0 148 0 0 10 410
Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence 0 0 0 49 0 1 14 138
Banks' management of the net interest margin: Evidence from Germany 0 0 2 182 2 4 23 824
Banks' net interest margin and changes in the term structure 0 2 4 9 1 3 33 53
Banks' net interest margin and the level of interest rates 1 1 8 208 1 2 25 591
Contagion at the interbank market with stochastic LGD 0 0 0 55 1 1 14 246
Contagion in the interbank market and its determinants 0 0 0 75 0 0 16 192
Determinants of bank interest margins: Impact of maturity transformation 0 0 0 216 0 1 18 822
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 0 0 2 279 0 0 18 935
Dominating Estimators for Minimum-Variance Portfolios 0 0 0 15 0 1 5 56
Dominating estimators for the global minimum variance portfolio 0 0 0 11 0 1 7 117
Dominating estimators for the global minimum variance portfolio 0 0 0 67 0 0 5 261
German banks' behavior in the low interest rate environment 0 0 0 23 0 2 19 95
How correlated are changes in banks' net interest income and in their present value? 0 0 0 31 0 0 4 148
How do banks adjust their capital ratios? Evidence from Germany 0 0 1 197 0 0 10 622
How good are banks' forecasts? 0 0 0 18 0 0 13 35
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 2 35 0 1 17 113
Modeling the term structure 0 0 1 4 0 2 11 19
On the estimation of the global minimum variance portfolio 0 0 0 58 1 3 14 303
Quantifying the components of the banks' net interest margin 0 0 2 85 1 2 19 241
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 0 0 0 140 1 2 15 398
Relationship lending: empirical evidence for Germany 0 0 0 192 0 1 19 670
Risiken im Unternehmenskreditgeschäft inländischer Banken 0 0 0 0 0 0 9 12
Risks in domestic banks' corporate lending business 0 0 0 0 0 0 13 13
Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses 0 0 0 0 0 0 9 15
The common drivers of default risk 0 0 1 36 0 0 11 275
The dependency of the banks' assets and liabilities: evidence from Germany 0 0 0 151 0 0 8 671
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 1 2 17 423
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 1 2 16 176
What drives the short-term fluctuations of banks' exposure to interest rate risk? 0 0 0 29 1 1 6 73
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 13 455
Why are interest rates on bank deposits so low? 0 0 0 10 0 3 19 48
Why do banks bear interest rate risk? 0 0 0 37 0 2 10 110
Total Working Papers 1 3 24 3,078 14 47 557 11,182

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 1 1 18 185
Bank management of the net interest margin: new measures 0 0 2 76 0 0 9 222
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 2 4 151 0 3 19 434
Banks' interest rate risk: the net interest income perspective versus the market value perspective 1 1 4 112 2 4 12 218
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 17 0 0 12 75
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 2 0 0 12 31
Banks’ Specialization versus Diversification in the Loan Portfolio 1 1 3 55 2 5 23 188
Contagion in the Interbank Market with Stochastic Loss Given Default 0 0 0 25 0 1 11 124
Contagion in the interbank market and its determinants 0 0 0 45 0 1 4 145
Determinants of bank interest margins: Impact of maturity transformation 1 1 4 124 3 7 36 423
Dominating estimators for minimum-variance portfolios 0 2 3 75 1 4 18 230
Estimating the global Minimum Variance Portfolio 0 1 2 287 0 1 17 1,539
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 0 0 0 8 2 2 4 159
German banks’ behavior in the low interest rate environment 0 0 1 7 0 1 13 36
How do banks adjust their capital ratios? 0 1 1 167 1 5 19 517
How good are banks’ forecasts? 0 0 1 1 0 2 27 31
Interest and credit risk management in German banks: Evidence from a quantitative survey 1 1 2 6 1 1 15 30
Modelling the term structure 1 1 3 3 2 4 10 10
Quantifying the components of the banks’ net interest margin 0 0 1 49 1 2 19 189
The Dependency of the Banks' Assets and Liabilities: Evidence from Germany 0 0 0 11 1 2 9 35
The common drivers of default risk 0 0 0 23 0 0 7 170
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach 0 0 0 1 0 1 5 7
What drives the short‐term fluctuations of banks' exposure to interest rate risk? 0 0 0 8 0 0 10 39
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 61 3 3 14 245
Why Do Banks Bear Interest Rate Risk? 0 0 0 10 0 1 11 90
Total Journal Articles 6 12 33 1,359 20 51 354 5,372
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 2 5
Total Chapters 0 0 0 0 0 0 2 5

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Statistics updated 2026-10-11