Information about:
Christoph Memmel

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Affiliation

• Deutsche Bundesbank

  Location: Frankfurt, Germany
  Homepage: http://www.bundesbank.de/
  Email:
  Phone: 0 69 / 95 66 - 34 55
  Fax: 0 69 / 95 66 30 77
  Postal: Postfach 10 06 02, 60006 Frankfurt
  Handle: RePEc:edi:dbbgvde (registered authors at this institution)

Working papers

1. Frahm, Gabriel & Memmel, Christoph, 2009. "Dominating estimators for the global minimum variance portfolio," Discussion Paper Series 2: Banking and Financial Studies 2009,01, Deutsche Bundesbank, Research Centre. [Downloadable!]

2. Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten, 2009. "Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach," Discussion Paper Series 2: Banking and Financial Studies 2009,07, Deutsche Bundesbank, Research Centre. [Downloadable!]

3. Memmel, Christoph, 2008. "Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks," Discussion Paper Series 2: Banking and Financial Studies 2008,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
   Published as:
   • Christoph Memmel, 2008. "Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 85-104, January. [Downloadable!] (restricted)

4. Wilkens, Marco & Memmel, Christoph & Entrop, Oliver & Zeisler, Alexander, 2008. "Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2008,01, Deutsche Bundesbank, Research Centre. [Downloadable!]

5. Memmel, Christoph & Raupach, Peter, 2007. "How do banks adjust their capital ratios? Evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2007,06, Deutsche Bundesbank, Research Centre. [Downloadable!]

6. Behr, Andreas & Kamp, Andreas & Memmel, Christoph & Pfingsten, Andreas, 2007. "Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks," Discussion Paper Series 2: Banking and Financial Studies 2007,05, Deutsche Bundesbank, Research Centre. [Downloadable!]

7. Schmieder, Christian & Memmel, Christoph & Stein, Ingrid, 2007. "Relationship lending: empirical evidence for Germany," Discussion Paper Series 2: Banking and Financial Studies 2007,14, Deutsche Bundesbank, Research Centre. [Downloadable!]
   Other versions:
   • Memmel, Christoph & Schmieder, Christian & Stein, Ingrid, 2008. "Relationship Lending - Empirical Evidence For Germany," Economic and Financial Reports 2008/1, European Investment Bank, Economic and Financial Studies. [Downloadable!]

8. Memmel, Christoph & Wehn, Carsten, 2005. "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2005,02, Deutsche Bundesbank, Research Centre. [Downloadable!]

1. Christoph Memmel, 2008. "Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 85-104, January. [Downloadable!] (restricted)
   Other versions:
   • Memmel, Christoph, 2008. "Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks," Discussion Paper Series 2: Banking and Financial Studies 2008,07, Deutsche Bundesbank, Research Centre. [Downloadable!]

2. Christoph Memmel & Ingrid Stein, 2008. "European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS)," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 128(2), pages 321-328. [Downloadable!] (restricted)

3. Alexander Kempf & Christoph Memmel, 2006. "Estimating the global Minimum Variance Portfolio," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 58(4), pages 332-348, October. [Downloadable!]

1. NEP-ACC: Accounting & Auditing (2) 2007-06-11 2008-04-04
2. NEP-BAN: Banking (7) 2006-08-05 2007-06-11 2007-06-11 2007-12-19 2008-04-04 2008-07-20 2009-02-14 Author is listed
3. NEP-BEC: Business Economics (1) 2009-02-14
4. NEP-CFN: Corporate Finance (2) 2008-04-04 2009-02-14
5. NEP-ECM: Econometrics (2) 2009-09-05 2009-09-05
6. NEP-EEC: European Economics (4) 2007-06-11 2007-06-11 2007-12-19 2009-02-14 Author is listed
7. NEP-EFF: Efficiency & Productivity (1) 2007-06-11
8. NEP-ENT: Entrepreneurship (2) 2007-12-19 2009-02-14
9. NEP-FIN: Finance (1) 2006-08-05
10. NEP-FMK: Financial Markets (1) 2006-08-05
11. NEP-FOR: Forecasting (1) 2006-08-05
12. NEP-MON: Monetary Economics (1) 2008-04-04
13. NEP-ORE: Operations Research (1) 2008-04-04
14. NEP-REG: Regulation (1) 2007-06-11
15. NEP-RMG: Risk Management (4) 2006-08-05 2007-06-11 2009-09-05 2009-09-05 Author is listed

This page was last updated on 2009-12-12.