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Thilo Pausch

Personal Details

First Name:Thilo
Middle Name:
Last Name:Pausch
Suffix:
RePEc Short-ID:ppa140

Affiliation

(in no particular order)

Deutsche Bundesbank (German Federal Bank)

Frankfurt, Germany
http://www.bundesbank.de/

0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)

Institut für Volkswirschaftlehre (Institute for Economics)
Fakultät für Wirtschaftswissenschaften (Faculty of Economics)
Universität Augsburg (University of Augsburg)

Augsburg, Germany
http://www.wiwi.uni-augsburg.de/vwl/institut

+49 821 598 4189
+49 821 598 4231
Universitätsstraße 16, D-86159 Augsburg
RePEc:edi:ivaugde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gick, Wolfgang & Pausch, Thilo, 2013. "Bayesian Persuasion By Stress Test Disclosure," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79913, Verein für Socialpolitik / German Economic Association.
  2. Pausch, Thilo, 2013. "Risk Sensitivity of Banks, Interbank Markets and the Effects of Liquidity Regulation," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79702, Verein für Socialpolitik / German Economic Association.
  3. Fecht, Falko & Eder, Armin & Pausch, Thilo, 2013. "Banks, Markets, and Financial Stability," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79712, Verein für Socialpolitik / German Economic Association.
  4. Pausch, Thilo & Welzel, Peter, 2012. "Regulation, credit risk transfer with CDS, and bank lending," Discussion Papers 05/2012, Deutsche Bundesbank.
  5. Gick, Wolfgang & Pausch, Thilo, 2012. "Persuasion by stress testing: Optimal disclosure of supervisory information in the banking sector," Discussion Papers 32/2012, Deutsche Bundesbank.
  6. Thilo Pausch & Peter Welzel, 2011. "Regulation, Credit Risk Transfer, and Bank Lending," Discussion Paper Series 316, Universitaet Augsburg, Institute for Economics.
  7. Pausch, Thilo, 2007. "Endogenous credit derivatives and bank behavior," Discussion Paper Series 2: Banking and Financial Studies 2007,16, Deutsche Bundesbank.
  8. Thilo Pausch, 2005. "Credit Risk, Credit Rationing, and the Role of Banks: The Case of Risk Averse Lenders," Discussion Paper Series 271, Universitaet Augsburg, Institute for Economics.
  9. Thilo Pausch & Gerhard Schweimayer, 2004. "Hedging with Credit Derivatives and its Strategic Role in Banking Competition," Discussion Paper Series 260, Universitaet Augsburg, Institute for Economics.
  10. Thilo Pausch, 2003. "The Lender-Borrower Relationship with Risk Averse Lenders," Discussion Paper Series 244, Universitaet Augsburg, Institute for Economics.
  11. Thilo Pausch, 2003. "Bank's Assets and Liabilities Management with Multiple Sources of Risk," Discussion Paper Series 245, Universitaet Augsburg, Institute for Economics.
  12. Udo Broll & Thilo Pausch & Peter Welzel, 2002. "Credit Risk and Credit Derivatives in Banking," Discussion Paper Series 228, Universitaet Augsburg, Institute for Economics.
  13. Thilo Pausch & Peter Welzel, 2002. "Credit Risk and the Role of Capital Adequacy Regulation," Discussion Paper Series 224, Universitaet Augsburg, Institute for Economics.

Articles

  1. Thilo Pausch & Peter Welzel, 2013. "Regulation, Credit Risk Transfer with CDS, and Bank Lending," Credit and Capital Markets, Credit and Capital Markets, vol. 46(4), pages 439-465.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gick, Wolfgang & Pausch, Thilo, 2013. "Bayesian Persuasion By Stress Test Disclosure," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79913, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Goldstein, Itay & Leitner, Yaron, 2015. "Stress tests and information disclosure," Working Papers 15-10, Federal Reserve Bank of Philadelphia, revised 16 Nov 2015.

  2. Pausch, Thilo & Welzel, Peter, 2012. "Regulation, credit risk transfer with CDS, and bank lending," Discussion Papers 05/2012, Deutsche Bundesbank.

    Cited by:

    1. Chen, Shi & Chang, Chuen-Ping, 2015. "Should bank loan portfolio be diversified under government capital injection and deposit insurance fund protection?," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 131-141.
    2. Kero, Afroditi, 2013. "Banks’ risk taking, financial innovation and macroeconomic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 112-124.
    3. Chang, Chuen-Ping & Chen, Shi, 2016. "Government capital injection, credit risk transfer, and bank performance during a financial crisis," Economic Modelling, Elsevier, vol. 53(C), pages 477-486.
    4. Saibal Ghosh, 2015. "Macroprudential regulation and bank behaviour: theory and evidence from a quasi-natural experiment," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(1-2), pages 138-159, July.
    5. Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2016. "The banking firm under ambiguity aversion," CEPIE Working Papers 01/16, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
    6. Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung, 2015. "The banking firm and risk taking in a two-moment decision model," Economic Modelling, Elsevier, vol. 50(C), pages 275-280.
    7. Arnold, Marc, 2013. "This article analyzes the impact of the introduction of centrally cleared credit risk transfer on a loan originating bank's lending discipline in the primary loan market. Under Basel III, a bank can t," Working Papers on Finance 1321, University of St. Gallen, School of Finance, revised Dec 2014.
    8. Kick, Thomas & Pausch, Thilo & Ruprecht, Benedikt, 2015. "The winner's curse: Evidence on the danger of aggressive credit growth in banking," Discussion Papers 32/2015, Deutsche Bundesbank.
    9. Shi Chen & Ku-Jun Lin, 2015. "Credit Risk Hedging, Deposit Insurance Fund Protection, and Default Risk in Retail Banking during a Financial Crisis," Research in World Economy, Research in World Economy, Sciedu Press, vol. 6(1), pages 118-132, March.
    10. Tsai, Jeng-Yan, 2013. "Bank interest margin management based on a path-dependent Cobb–Douglas utility framework," Economic Modelling, Elsevier, vol. 35(C), pages 751-762.

  3. Gick, Wolfgang & Pausch, Thilo, 2012. "Persuasion by stress testing: Optimal disclosure of supervisory information in the banking sector," Discussion Papers 32/2012, Deutsche Bundesbank.

    Cited by:

    1. Ludmila Matyskova, 2018. "Bayesian Persuasion with Costly Information Acquisition," CERGE-EI Working Papers wp614, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    2. Paul Glasserman & Chulmin Kang & Wanmo Kang, 2013. "Stress Scenario Selection by Empirical Likelihood," Working Papers 13-07, Office of Financial Research, US Department of the Treasury.
    3. Horváth, Roman & Vaško, Dan, 2016. "Central bank transparency and financial stability," Journal of Financial Stability, Elsevier, vol. 22(C), pages 45-56.
    4. Georgescu, Oana-Maria & Gross, Marco & Kapp, Daniel & Kok, Christoffer, 2017. "Do stress tests matter? Evidence from the 2014 and 2016 stress tests," Working Paper Series 2054, European Central Bank.
    5. Matthew Gentzkow & Emir Kamenica, 2014. "Costly Persuasion," American Economic Review, American Economic Association, vol. 104(5), pages 457-462, May.

  4. Thilo Pausch, 2003. "The Lender-Borrower Relationship with Risk Averse Lenders," Discussion Paper Series 244, Universitaet Augsburg, Institute for Economics.

    Cited by:

    1. Thilo Pausch, 2005. "Credit Risk, Credit Rationing, and the Role of Banks: The Case of Risk Averse Lenders," Discussion Paper Series 271, Universitaet Augsburg, Institute for Economics.

  5. Udo Broll & Thilo Pausch & Peter Welzel, 2002. "Credit Risk and Credit Derivatives in Banking," Discussion Paper Series 228, Universitaet Augsburg, Institute for Economics.

    Cited by:

    1. Udo Broll & Peter Welzel, 2003. "A Note on Hedging a Loan Portfolio," Discussion Paper Series 250, Universitaet Augsburg, Institute for Economics.
    2. Udo Broll & Peter Welzel, 2002. "Risikomanagement mit Kreditoptionen," Discussion Paper Series 231, Universitaet Augsburg, Institute for Economics.

  6. Thilo Pausch & Peter Welzel, 2002. "Credit Risk and the Role of Capital Adequacy Regulation," Discussion Paper Series 224, Universitaet Augsburg, Institute for Economics.

    Cited by:

    1. Erol Muzir, 2013. "Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(4), pages 1-6, August.
    2. Thilo Pausch, 2003. "Bank's Assets and Liabilities Management with Multiple Sources of Risk," Discussion Paper Series 245, Universitaet Augsburg, Institute for Economics.
    3. Udo Broll & Peter Welzel, 2002. "Bankrisiko und Risikosteuerung mit Derivaten," Discussion Paper Series 227, Universitaet Augsburg, Institute for Economics.
    4. Udo Broll & Peter Welzel, 2002. "Risikomanagement mit Kreditoptionen," Discussion Paper Series 231, Universitaet Augsburg, Institute for Economics.
    5. Thilo Pausch, 2003. "The Lender-Borrower Relationship with Risk Averse Lenders," Discussion Paper Series 244, Universitaet Augsburg, Institute for Economics.
    6. Udo Broll & Thilo Pausch & Peter Welzel, 2002. "Credit Risk and Credit Derivatives in Banking," Discussion Paper Series 228, Universitaet Augsburg, Institute for Economics.
    7. Iman Gunadi & Advis Budiman, 2012. "Optimisation of Bank Portfolio Composition in Indonesia," EcoMod2012 4166, EcoMod.
    8. Ghosh, Saibal, 2010. "Firm Characteristics, Financial Composition and Response to Monetary Policy: Evidence from Indian Data," MPRA Paper 24717, University Library of Munich, Germany.
    9. Kashif Rashid & Adeela Rustam, 2014. "Comparative Analysis of Local and Foreign Banks Efficiency: A Case Study of Pakistan," Oeconomics of Knowledge, Saphira Publishing House, vol. 6(3), pages 7-52, August.
    10. Pausch, Thilo, 2013. "Risk Sensitivity of Banks, Interbank Markets and the Effects of Liquidity Regulation," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79702, Verein für Socialpolitik / German Economic Association.
    11. Thilo Pausch & Gerhard Schweimayer, 2004. "Hedging with Credit Derivatives and its Strategic Role in Banking Competition," Discussion Paper Series 260, Universitaet Augsburg, Institute for Economics.
    12. Thilo Pausch, 2005. "Credit Risk, Credit Rationing, and the Role of Banks: The Case of Risk Averse Lenders," Discussion Paper Series 271, Universitaet Augsburg, Institute for Economics.

Articles

  1. Thilo Pausch & Peter Welzel, 2013. "Regulation, Credit Risk Transfer with CDS, and Bank Lending," Credit and Capital Markets, Credit and Capital Markets, vol. 46(4), pages 439-465.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (6) 2003-07-13 2004-03-14 2008-02-09 2011-04-02 2012-04-03 2014-02-02. Author is listed
  2. NEP-BAN: Banking (5) 2008-02-09 2011-04-02 2012-04-03 2012-12-22 2014-02-02. Author is listed
  3. NEP-CFN: Corporate Finance (5) 2003-07-13 2003-07-13 2005-03-06 2008-02-09 2012-04-03. Author is listed
  4. NEP-CBA: Central Banking (3) 2012-04-03 2012-12-22 2014-02-02
  5. NEP-FIN: Finance (3) 2002-08-19 2004-03-14 2005-03-06
  6. NEP-FMK: Financial Markets (2) 2011-04-02 2012-04-03
  7. NEP-REG: Regulation (2) 2011-04-02 2012-04-03
  8. NEP-CTA: Contract Theory & Applications (1) 2012-12-22
  9. NEP-ENT: Entrepreneurship (1) 2005-03-06
  10. NEP-MIC: Microeconomics (1) 2004-03-14
  11. NEP-PKE: Post Keynesian Economics (1) 2005-03-06

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