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Christoph Memmel

Personal Details

First Name:Christoph
Middle Name:
Last Name:Memmel
Suffix:
RePEc Short-ID:pme230
[This author has chosen not to make the email address public]
Terminal Degree:2004 Wirtschafts- und Sozialwissenschaftliche Fakultät; Universität zu Köln (from RePEc Genealogy)

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Heckmann, Lotta & Memmel, Christoph, 2024. "How good are banks' forecasts?," Discussion Papers 03/2024, Deutsche Bundesbank.
  2. Memmel, Christoph & Heckmann-Draisbach, Lotta, 2023. "Banks' net interest margin and changes in the term structure," Discussion Papers 11/2023, Deutsche Bundesbank.
  3. Memmel, Christoph, 2023. "Abschätzung des Zinseinkommens der Banken in Deutschland," Technical Papers 05/2023, Deutsche Bundesbank.
  4. Raupach, Peter & Memmel, Christoph, 2021. "Banks' credit losses and lending dynamics," Discussion Papers 36/2021, Deutsche Bundesbank.
  5. Memmel, Christoph & Roling, Christoph, 2021. "Risiken im Unternehmenskreditgeschäft inländischer Banken [Risks in domestic banks' corporate lending business]," Technical Papers 08/2021, Deutsche Bundesbank.
  6. Busch, Ramona & Memmel, Christoph, 2021. "Why are interest rates on bank deposits so low?," Discussion Papers 46/2021, Deutsche Bundesbank.
  7. Busch, Ramona & Littke, Helge & Memmel, Christoph & Niederauer, Simon, 2021. "German banks' behavior in the low interest rate environment," Discussion Papers 23/2021, Deutsche Bundesbank.
  8. Memmel, Christoph & Roling, Christoph, 2021. "Risks in domestic banks' corporate lending business," Technical Papers 08/2021, Deutsche Bundesbank.
  9. Dräger, Vanessa & Heckmann-Draisbach, Lotta & Memmel, Christoph, 2020. "Interest and credit risk management in German banks: Evidence from a quantitative survey," Discussion Papers 02/2020, Deutsche Bundesbank.
  10. Memmel, Christoph, 2019. "What drives the short-term fluctuations of banks' exposure to interest rate risk?," Discussion Papers 05/2019, Deutsche Bundesbank.
  11. Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017. "Bank stress testing under different balance sheet assumptions," Discussion Papers 07/2017, Deutsche Bundesbank.
  12. Memmel, Christoph, 2017. "Why do banks bear interest rate risk?," Discussion Papers 35/2017, Deutsche Bundesbank.
  13. Memmel, Christoph & Seymen, Atılım & Teichert, Max, 2016. "Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence," Discussion Papers 22/2016, Deutsche Bundesbank.
  14. Busch, Ramona & Memmel, Christoph, 2015. "Banks' net interest margin and the level of interest rates," Discussion Papers 16/2015, Deutsche Bundesbank.
  15. Busch, Ramona & Memmel, Christoph, 2014. "Quantifying the components of the banks' net interest margin," Discussion Papers 15/2014, Deutsche Bundesbank.
  16. Jahn, Nadya & Memmel, Christoph & Pfingsten, Andreas, 2013. "Banks' concentration versus diversification in the loan portfolio: New evidence from Germany," Discussion Papers 53/2013, Deutsche Bundesbank.
  17. Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2012. "The common drivers of default risk," Discussion Papers 36/2012, Deutsche Bundesbank.
  18. Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco, 2012. "Determinants of bank interest margins: Impact of maturity transformation," Discussion Papers 17/2012, Deutsche Bundesbank.
  19. Memmel, Christoph & Sachs, Angelika, 2011. "Contagion in the interbank market and its determinants," Discussion Paper Series 2: Banking and Financial Studies 2011,17, Deutsche Bundesbank.
  20. Memmel, Christoph & Schertler, Andrea, 2011. "Banks' management of the net interest margin: Evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2011,13, Deutsche Bundesbank.
  21. Memmel, Christoph & Sachs, Angelika & Stein, Ingrid, 2011. "Contagion at the interbank market with stochastic LGD," Discussion Paper Series 2: Banking and Financial Studies 2011,06, Deutsche Bundesbank.
  22. Gabriel Frahm & Christoph Memmel, 2010. "Dominating Estimators for Minimum-Variance Portfolios," Post-Print hal-00741629, HAL.
  23. Memmel, Christoph, 2010. "How correlated are changes in banks' net interest income and in their present value?," Discussion Paper Series 2: Banking and Financial Studies 2010,14, Deutsche Bundesbank.
  24. Memmel, Christoph, 2010. "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Discussion Paper Series 2: Banking and Financial Studies 2010,07, Deutsche Bundesbank.
  25. Bornemann, Sven & Kick, Thomas & Memmel, Christoph & Pfingsten, Andreas, 2010. "Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2010,13, Deutsche Bundesbank.
  26. 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.
  27. 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.
  28. Memmel, Christoph & Schertler, Andrea, 2009. "The dependency of the banks' assets and liabilities: evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,14, Deutsche Bundesbank.
  29. Memmel, Christoph & Schmieder, Christian & Stein, Ingrid, 2008. "Relationship Lending - Empirical Evidence For Germany," Economic and Financial Reports 2008/1, European Investment Bank, Economics Department.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. Kempf, Alexander & Memmel, Christoph, 2005. "On the estimation of the global minimum variance portfolio," CFR Working Papers 05-02, University of Cologne, Centre for Financial Research (CFR).

Articles

  1. Ramona Busch & Helge C. N. Littke & Christoph Memmel & Simon Niederauer, 2022. "German banks’ behavior in the low interest rate environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 267-296, September.
  2. Dräger Vanessa & Heckmann-Draisbach Lotta & Memmel Christoph, 2021. "Interest and credit risk management in German banks: Evidence from a quantitative survey," German Economic Review, De Gruyter, vol. 22(1), pages 63-95, February.
  3. Christoph Memmel, 2020. "What drives the short‐term fluctuations of banks' exposure to interest rate risk?," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 674-686, October.
  4. Christoph Memmel & Atılım Seymen & Max Teichert, 2018. "Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence," German Economic Review, Verein für Socialpolitik, vol. 19(3), pages 330-350, August.
  5. Christoph Memmel, 2018. "Why Do Banks Bear Interest Rate Risk?," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 70(3), pages 231-253, July.
  6. Nadya Jahn & Christoph Memmel & Andreas Pfingsten, 2016. "Banks’ Specialization versus Diversification in the Loan Portfolio," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(1), pages 25-48, April.
  7. Ramona Busch & Christoph Memmel, 2016. "Quantifying the components of the banks’ net interest margin," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 371-396, November.
  8. Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco, 2015. "Determinants of bank interest margins: Impact of maturity transformation," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 1-19.
  9. Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2015. "The common drivers of default risk," Journal of Financial Stability, Elsevier, vol. 16(C), pages 232-247.
  10. Christoph Memmel, 2014. "Banks' interest rate risk: the net interest income perspective versus the market value perspective," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 1059-1068, June.
  11. Memmel, Christoph & Sachs, Angelika, 2013. "Contagion in the interbank market and its determinants," Journal of Financial Stability, Elsevier, vol. 9(1), pages 46-54.
  12. Christoph Memmel & Andrea Schertler, 2013. "Bank management of the net interest margin: new measures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(3), pages 275-297, September.
  13. Christoph Memmel & Andrea Schertler, 2012. "The Dependency of the Banks' Assets and Liabilities: Evidence from Germany," European Financial Management, European Financial Management Association, vol. 18(4), pages 602-619, September.
  14. Bornemann, Sven & Kick, Thomas & Memmel, Christoph & Pfingsten, Andreas, 2012. "Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2403-2415.
  15. Christoph Memmel & Angelika Sachs & Ingrid Stein, 2012. "Contagion in the Interbank Market with Stochastic Loss Given Default," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 177-206, September.
  16. Memmel, Christoph, 2011. "Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 282-289, February.
  17. Memmel, Christoph & Raupach, Peter, 2010. "How do banks adjust their capital ratios?," Journal of Financial Intermediation, Elsevier, vol. 19(4), pages 509-528, October.
  18. Frahm, Gabriel & Memmel, Christoph, 2010. "Dominating estimators for minimum-variance portfolios," Journal of Econometrics, Elsevier, vol. 159(2), pages 289-302, December.
  19. 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.
  20. 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.
  21. 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.
    RePEc:kuk:journl:v:54:y:2021:i:4:p:641-668 is not listed on IDEAS
    RePEc:kuk:journl:v:50:y:2017:i:3:p:363-392 is not listed on IDEAS

Chapters

  1. Oliver Entrop & Christoph Memmel & Marco Wilkens & Alexander Zeisler, 2007. "A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information," Operations Research Proceedings, in: Karl-Heinz Waldmann & Ulrike M. Stocker (ed.), Operations Research Proceedings 2006, pages 299-304, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 28 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-BAN: Banking (25) 2006-08-05 2007-06-11 2007-06-11 2007-12-19 2008-04-04 2008-07-20 2009-02-14 2009-12-19 2010-10-16 2011-05-07 2011-12-13 2012-05-22 2012-09-03 2014-08-28 2015-07-25 2016-02-17 2016-07-16 2017-05-07 2018-01-08 2019-02-25 2020-02-24 2021-08-16 2021-11-22 2022-01-17 2024-03-11. Author is listed
  2. NEP-RMG: Risk Management (7) 2006-08-05 2007-06-11 2009-09-05 2009-09-05 2018-01-08 2019-02-25 2020-02-24. Author is listed
  3. NEP-EEC: European Economics (5) 2007-06-11 2007-06-11 2007-12-19 2009-02-14 2021-11-22. Author is listed
  4. NEP-CFN: Corporate Finance (4) 2008-04-04 2009-02-14 2009-12-19 2014-08-28
  5. NEP-ACC: Accounting and Auditing (3) 2007-06-11 2008-04-04 2017-05-07
  6. NEP-ECM: Econometrics (2) 2009-09-05 2009-09-05
  7. NEP-ENT: Entrepreneurship (2) 2007-12-19 2009-02-14
  8. NEP-FMK: Financial Markets (2) 2006-08-05 2024-03-11
  9. NEP-GER: German Papers (2) 2016-07-16 2024-04-01
  10. NEP-REG: Regulation (2) 2007-06-11 2009-12-19
  11. NEP-BEC: Business Economics (1) 2009-02-14
  12. NEP-CBA: Central Banking (1) 2012-09-03
  13. NEP-CMP: Computational Economics (1) 2011-05-07
  14. NEP-EFF: Efficiency and Productivity (1) 2007-06-11
  15. NEP-FDG: Financial Development and Growth (1) 2024-03-11
  16. NEP-FIN: Finance (1) 2006-08-05
  17. NEP-FOR: Forecasting (1) 2006-08-05
  18. NEP-ISF: Islamic Finance (1) 2021-08-16
  19. NEP-MAC: Macroeconomics (1) 2016-02-17
  20. NEP-MON: Monetary Economics (1) 2008-04-04
  21. NEP-ORE: Operations Research (1) 2008-04-04
  22. NEP-UPT: Utility Models and Prospect Theory (1) 2016-07-16

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