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 7 13
Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany 0 0 0 174 1 4 16 549
Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany 0 0 0 38 1 3 15 207
Bank stress testing under different balance sheet assumptions 0 0 0 54 0 2 11 163
Banks Net Interest Margin and the Level of Interest Rates 0 1 1 88 0 2 21 253
Banks' concentration versus diversification in the loan portfolio: New evidence from Germany 0 0 0 98 0 0 12 380
Banks' credit losses and lending dynamics 0 0 0 8 1 2 10 50
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 0 148 0 0 11 410
Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence 0 0 0 49 1 3 14 138
Banks' management of the net interest margin: Evidence from Germany 0 1 2 182 0 2 19 820
Banks' net interest margin and changes in the term structure 1 1 4 8 1 5 34 51
Banks' net interest margin and the level of interest rates 0 2 9 207 0 5 28 589
Contagion at the interbank market with stochastic LGD 0 0 0 55 0 1 13 245
Contagion in the interbank market and its determinants 0 0 0 75 0 1 17 192
Determinants of bank interest margins: Impact of maturity transformation 0 0 0 216 1 1 19 822
Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks 0 2 2 279 0 7 20 935
Dominating Estimators for Minimum-Variance Portfolios 0 0 1 15 0 0 8 55
Dominating estimators for the global minimum variance portfolio 0 0 0 11 1 1 7 117
Dominating estimators for the global minimum variance portfolio 0 0 0 67 0 2 5 261
German banks' behavior in the low interest rate environment 0 0 0 23 1 5 19 94
How correlated are changes in banks' net interest income and in their present value? 0 0 0 31 0 1 4 148
How do banks adjust their capital ratios? Evidence from Germany 0 1 1 197 0 2 12 622
How good are banks' forecasts? 0 0 0 18 0 3 14 35
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 2 35 0 0 17 112
Modeling the term structure 0 0 1 4 0 0 12 17
On the estimation of the global minimum variance portfolio 0 0 1 58 0 0 13 300
Quantifying the components of the banks' net interest margin 0 0 2 85 0 1 19 239
RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY 0 0 0 140 1 3 14 397
Relationship lending: empirical evidence for Germany 0 0 0 192 0 0 18 669
Risiken im Unternehmenskreditgeschäft inländischer Banken 0 0 0 0 0 1 10 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 10 15
The common drivers of default risk 0 0 1 36 0 0 12 275
The dependency of the banks' assets and liabilities: evidence from Germany 0 0 0 151 0 1 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 0 2 15 421
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 0 0 14 174
What drives the short-term fluctuations of banks' exposure to interest rate risk? 0 0 0 29 0 0 5 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 0 1 14 455
Why are interest rates on bank deposits so low? 0 0 0 10 0 5 16 45
Why do banks bear interest rate risk? 0 0 0 37 0 1 8 108
Total Working Papers 1 8 27 3,076 9 67 554 11,144

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 0 3 17 184
Bank management of the net interest margin: new measures 0 2 2 76 0 2 9 222
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure 0 0 2 149 0 1 17 431
Banks' interest rate risk: the net interest income perspective versus the market value perspective 0 1 3 111 2 3 10 216
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 1 2 0 1 13 31
Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence 0 0 0 17 0 2 13 75
Banks’ Specialization versus Diversification in the Loan Portfolio 0 0 2 54 2 7 23 185
Contagion in the Interbank Market with Stochastic Loss Given Default 0 0 0 25 0 0 10 123
Contagion in the interbank market and its determinants 0 0 0 45 1 1 4 145
Determinants of bank interest margins: Impact of maturity transformation 0 0 3 123 0 9 33 416
Dominating estimators for minimum-variance portfolios 1 1 2 74 1 1 16 227
Estimating the global Minimum Variance Portfolio 1 1 2 287 1 5 17 1,539
European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) 0 0 0 8 0 0 3 157
German banks’ behavior in the low interest rate environment 0 0 1 7 1 2 14 36
How do banks adjust their capital ratios? 1 1 1 167 2 4 18 514
How good are banks’ forecasts? 0 1 1 1 1 5 28 30
Interest and credit risk management in German banks: Evidence from a quantitative survey 0 0 1 5 0 1 16 29
Modelling the term structure 0 1 2 2 1 5 7 7
Quantifying the components of the banks’ net interest margin 0 0 1 49 1 4 18 188
The Dependency of the Banks' Assets and Liabilities: Evidence from Germany 0 0 0 11 1 1 8 34
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 1 1 6 7
What drives the short‐term fluctuations of banks' exposure to interest rate risk? 0 0 0 8 0 0 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 0 1 12 242
Why Do Banks Bear Interest Rate Risk? 0 0 0 10 1 4 11 90
Total Journal Articles 3 8 26 1,350 16 63 342 5,337
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 2026-08-07