Advanced Search
MyIDEAS: Login to follow this author

Christian Schmieder

Contents:

This is information that was supplied by Christian Schmieder in registering through RePEc. If you are Christian Schmieder , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christian
Middle Name:
Last Name: Schmieder
Suffix:

RePEc Short-ID: psc221

Email:
Homepage:
Postal Address:
Phone:

Affiliation

International Monetary Fund (IMF)
Location: Washington, District of Columbia (United States)
Homepage: http://www.imf.org/
Email:
Phone: (202) 623-7000
Fax: (202) 623-4661
Postal: 700 19th Street, N.W., Washington DC 20431
Handle: RePEc:edi:imfffus (more details at EDIRC)

Works

as in new window

Working papers

  1. Daniel C. Hardy & Christian Schmieder, 2013. "Rules of Thumb for Bank Solvency Stress Testing," IMF Working Papers 13/232, International Monetary Fund.
  2. Andreas A. Jobst & Li L. Ong & Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing," IMF Working Papers 13/68, International Monetary Fund.
  3. Christian Schmieder & Tidiane Kinda & Nassim N. Taleb & Elena Loukoianova & Elie Canetti, 2012. "A New Heuristic Measure of Fragility and Tail Risks," IMF Working Papers 12/216, International Monetary Fund.
  4. Eugenio Cerutti & Christian Schmieder, 2012. "The Need for "Un-consolidating" Consolidated Banks' Stress Tests," IMF Working Papers 12/288, International Monetary Fund.
  5. Christian Schmieder & Maher Hasan & Claus Puhr, 2011. "Next Generation Balance Sheet Stress Testing," IMF Working Papers 11/83, International Monetary Fund.
  6. Philipp Schmieder & Christian Schmieder, 2011. "The Impact of Legislationon Credit Risk," IMF Working Papers 11/55, International Monetary Fund.
  7. Yulia Makarova & Anna Ilyina & Christian Schmieder & Eugenio Cerutti, 2010. "Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks," IMF Working Papers 10/247, International Monetary Fund.
  8. Mager, Ferdinand & Schmieder, Christian, 2008. "Stress testing of real credit portfolios," Discussion Paper Series 2: Banking and Financial Studies 2008,17, Deutsche Bundesbank, Research Centre.
  9. Petr Jakubik & Christian Schmieder, 2008. "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers, Czech National Bank, Research Department 2008/9, Czech National Bank, Research Department.
  10. 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.
  11. Marsch, Katharina & Schmieder, Christian & Forster-van Aerssen, Katrin, 2007. "Banking consolidation and small businessfinance: empirical evidence for Germany," Discussion Paper Series 2: Banking and Financial Studies 2007,09, Deutsche Bundesbank, Research Centre.
  12. Schmidt, Rafael & Schmieder, Christian, 2007. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies 2007,07, Deutsche Bundesbank, Research Centre.
  13. Düllmann, Klaus & Scheicher, Martin & Schmieder, Christian, 2007. "Asset correlations and credit portfolio risk: an empirical analysis," Discussion Paper Series 2: Banking and Financial Studies 2007,13, Deutsche Bundesbank, Research Centre.
  14. Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang, 2006. "Empirical risk analysis of pension insurance: the case of Germany," Discussion Paper Series 2: Banking and Financial Studies 2006,07, Deutsche Bundesbank, Research Centre.

Articles

  1. Cerutti, Eugenio & Schmieder, Christian, 2014. "Ring fencing and consolidated banks’ stress tests," Journal of Financial Stability, Elsevier, Elsevier, vol. 11(C), pages 1-12.
  2. Christian Schmieder & Katharina Marsch & Katrin Forster-van Aerssen, 2010. "Does banking consolidation worsen firms’ access to credit? Evidence from the German economy," Small Business Economics, Springer, Springer, vol. 35(4), pages 449-465, November.
  3. Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
  4. Wolfgang Gerke & Ferdinand Mager & Timo Reinschmidt & Christian Schmieder, 2008. "Empirical Risk Analysis of Pension Insurance: The Case of Germany," Journal of Risk & Insurance, The American Risk and Insurance Association, The American Risk and Insurance Association, vol. 75(3), pages 763-784.
  5. Christian Schmieder, 2006. "European Data Watch: The Deutsche Bundesbank’s large credit database (BAKIS-M and MiMiK)," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, Duncker & Humblot, Berlin, vol. 126(4), pages 653-663.

Chapters

  1. Eugenio Cerutti & Anna Ilyina & Yulia Makarova & Christian Schmieder, 2010. "Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum.

Books

  1. Peter Backé & Martin Feldkircher & Ernest Gnan & Mathias Lahnsteiner & Ewald Nowotny & Jürgen Kröger & Stefan Kuhnert & Mary McCarthy & Sebastián Nieto-Parra & Javier Santiso & Stéphane Dees & Fi, 2010. "Contagion and Spillovers: New Insights from the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum, number 2010/5 edited by Peter Backé, Ernest Gnan and Philipp Hartmann, July.
  2. Jan Babecky & Sofia Bauducco & Ales Bulir & Martin Cihak & Petr Jakubik & Lubos Komarek & Zlata Komarkova & Jiri Podpiera & Christian Schmieder & Laurent Weill, 2009. "CNB Economic Research Bulletin: Financial and Global Stability Issues," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, Czech National Bank, Research Department, edition 2, volume 7, number rb07/2 edited by Jan Babecky & Jan Frait, August.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (12) 2007-09-09 2007-11-03 2007-12-19 2009-01-03 2009-02-14 2009-09-11 2010-12-04 2011-04-02 2011-05-14 2012-09-16 2013-09-24 2013-11-29. Author is listed
  2. NEP-BEC: Business Economics (1) 2009-02-14
  3. NEP-CBA: Central Banking (2) 2013-09-24 2013-11-29
  4. NEP-CFN: Corporate Finance (2) 2009-02-14 2009-09-11
  5. NEP-EEC: European Economics (7) 2006-09-23 2007-09-09 2007-12-19 2009-02-14 2009-09-11 2010-12-04 2011-04-02. Author is listed
  6. NEP-EFF: Efficiency & Productivity (1) 2007-09-09
  7. NEP-ENT: Entrepreneurship (2) 2007-12-19 2009-02-14
  8. NEP-EUR: Microeconomic European Issues (1) 2011-04-02
  9. NEP-FIN: Finance (1) 2006-09-23
  10. NEP-FMK: Financial Markets (3) 2006-09-23 2007-11-03 2009-09-11
  11. NEP-IAS: Insurance Economics (1) 2006-09-23
  12. NEP-MAC: Macroeconomics (1) 2013-09-24
  13. NEP-RMG: Risk Management (9) 2006-09-23 2007-07-13 2007-11-03 2009-01-03 2009-09-11 2011-05-14 2012-09-16 2013-09-24 2013-11-29. Author is listed
  14. NEP-TRA: Transition Economics (2) 2009-09-11 2010-12-04

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christian Schmieder should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.