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Christian Schmieder

Personal Details

First Name:Christian
Middle Name:
Last Name:Schmieder
RePEc Short-ID:psc221
[This author has chosen not to make the email address public]


Bank for International Settlements (BIS)

Basel, Switzerland
RePEc:edi:bisssch (more details at EDIRC)

Research output

Jump to: Working papers Articles Chapters Books

Working papers

  1. Martin Birn & Renzo Corrias & Christian Schmieder & Nikola Tarashev, 2023. "Banks' credit loss forecasts: lessons from supervisory data," BIS Working Papers 1125, Bank for International Settlements.
  2. Li Lian Ong & Min Wei & Christian Schmieder, 2023. "Insights into credit loss rates: a global database," BIS Working Papers 1101, Bank for International Settlements.
  3. Christian Schmieder & Bruno Tissot & Nadia Esham & Leah Kling & Huiming Yang, 2021. "Sustainable finance data for Central Banks," IFC Reports 14, Bank for International Settlements.
  4. Yuuki Ikeda & Will Kerry & Ulf Lewrick & Christian Schmieder, 2021. "Covid-19 and bank resilience: where do we stand?," BIS Bulletins 44, Bank for International Settlements.
  5. Ulf Lewrick & Christian Schmieder & Jhuvesh Sobrun & Elod Takats, 2020. "Releasing bank buffers to cushion the crisis - a quantitative assessment," BIS Bulletins 11, Bank for International Settlements.
  6. Kollar, Miroslav & Schmieder, Christian, 2019. "Macro-based asset allocation: An empirical analysis," EIB Working Papers 2019/11, European Investment Bank (EIB).
  7. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2017. "Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems," IMF Working Papers 2017/102, International Monetary Fund.
  8. Mr. Heiko Hesse & Mr. Ferhan Salman & Mr. Christian Schmieder, 2014. "How to Capture Macro-Financial Spillover Effects in Stress Tests?," IMF Working Papers 2014/103, International Monetary Fund.
  9. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers 2013/068, International Monetary Fund.
  10. Mr. Daniel C Hardy & Mr. Christian Schmieder, 2013. "Rules of Thumb for Bank Solvency Stress Testing," IMF Working Papers 2013/232, International Monetary Fund.
  11. Mr. Christian Schmieder & Mr. Tidiane Kinda & Mr. Nassim N. Taleb & Ms. Elena Loukoianova & Mr. Elie Canetti, 2012. "A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing," IMF Working Papers 2012/216, International Monetary Fund.
  12. Mr. Eugenio M Cerutti & Mr. Christian Schmieder, 2012. "The Need for "Un-consolidating" Consolidated Banks' Stress Tests," IMF Working Papers 2012/288, International Monetary Fund.
  13. Mr. Claus Puhr & Mr. Andre O Santos & Mr. Christian Schmieder & Salih N. Neftci & Mr. Benjamin Neudorfer & Mr. Stefan W. Schmitz & Mr. Heiko Hesse, 2012. "Next Generation System-Wide Liquidity Stress Testing," IMF Working Papers 2012/003, International Monetary Fund.
  14. Philipp Schmieder & Mr. Christian Schmieder, 2011. "The Impact of Legislation on Credit Risk—Comparative Evidence From the United States, the United Kingdom and Germany," IMF Working Papers 2011/055, International Monetary Fund.
  15. Mr. Christian Schmieder & Maher Hasan & Mr. Claus Puhr, 2011. "Next Generation Balance Sheet Stress Testing," IMF Working Papers 2011/083, International Monetary Fund.
  16. Schmieder, Christian & Schmieder, Philipp & Kraemer-Eis, Helmut, 2010. "Impact of Legislation on Credit Risk. How different are the UK and Germany?," EIF Working Paper Series 2010/08, European Investment Fund (EIF).
  17. Ms. Yuliya Makarova & Ms. Anna Ilyina & Mr. Christian Schmieder & Mr. Eugenio M Cerutti, 2010. "Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks," IMF Working Papers 2010/247, International Monetary Fund.
  18. Memmel, Christoph & Schmieder, Christian & Stein, Ingrid, 2008. "Relationship Lending - Empirical Evidence For Germany," Economic and Financial Reports 2008/1, European Investment Bank, Economics Department.
  19. Mager, Ferdinand & Schmieder, Christian, 2008. "Stress testing of real credit portfolios," Discussion Paper Series 2: Banking and Financial Studies 2008,17, Deutsche Bundesbank.
  20. Petr Jakubik & Christian Schmieder, 2008. "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers 2008/9, Czech National Bank.
  21. 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.
  22. 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.
  23. 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.
  24. 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.


  1. Artman, Merve & Bui Quang, Pierre & Demski, Jakub & Esham, Nadia & Izzati, Nur & Kling, Leah & Nefzi, David & Peronaci, Romana & Schlitzer, Christine & Schmieder, Christian & Seyhun, Ömer Kayhan & Tis, 2023. "Sustainable finance statistics: Progress, challenges and leveraging digital tools," Journal of Digital Banking, Henry Stewart Publications, vol. 7(3), pages 198-214, December.
  2. Benoit Mojon & Daniel Rees & Christian Schmieder, 2021. "How much stress could Covid put on corporate credit? Evidence using sectoral data," BIS Quarterly Review, Bank for International Settlements, March.
  3. Cerutti, Eugenio & Schmieder, Christian, 2014. "Ring fencing and consolidated banks’ stress tests," Journal of Financial Stability, Elsevier, vol. 11(C), pages 1-12.
  4. 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, vol. 35(4), pages 449-465, November.
  5. 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.
  6. 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, vol. 75(3), pages 763-784, September.
  7. 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, vol. 126(4), pages 653-663.


  1. Christian Schmieder & Elena Triebskorn, 2022. "Data needs, an overview on the Irving Fisher Committee stock taking," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56, Bank for International Settlements.
  2. Christian Schmieder & Bruno Tissot, 2022. "Progress, challenges and recent innovations in sustainable finance statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56, Bank for International Settlements.
    RePEc:erf:erfssc:62-8 is not listed on IDEAS


  1. Peter Backé & Martin Feldkircher & Ernest Gnan & Mathias Lahnsteiner & Ewald Nowotny & Jürgen Kröger & Stefan Kuhnert & Mary McCarthy & Sebastián Nieto-Parra & Javier Santiso & Stéphane Dees & Filippo, 2010. "Contagion and Spillovers: New Insights from the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/5 edited by Peter Backé, Ernest Gnan and Philipp Hartmann, May.
  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, edition 2, volume 7, number rb07/2 edited by Jan Babecky & Jan Frait, January.

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This author is among the top 5% authors according to these criteria:
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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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 (10) 2007-09-09 2007-11-03 2007-12-19 2009-01-03 2009-02-14 2009-09-11 2012-03-08 2020-05-18 2023-07-17 2023-10-23. Author is listed
  2. NEP-RMG: Risk Management (8) 2006-09-23 2007-07-13 2007-11-03 2009-01-03 2009-09-11 2012-03-08 2023-07-17 2023-10-23. Author is listed
  3. NEP-EEC: European Economics (5) 2006-09-23 2007-09-09 2007-12-19 2009-02-14 2009-09-11. Author is listed
  4. NEP-FMK: Financial Markets (3) 2006-09-23 2007-11-03 2009-09-11
  5. NEP-CFN: Corporate Finance (2) 2009-02-14 2009-09-11
  6. NEP-ENT: Entrepreneurship (2) 2007-12-19 2009-02-14
  7. NEP-BEC: Business Economics (1) 2009-02-14
  8. NEP-CBA: Central Banking (1) 2020-05-18
  9. NEP-EFF: Efficiency and Productivity (1) 2007-09-09
  10. NEP-FDG: Financial Development and Growth (1) 2023-07-17
  11. NEP-FIN: Finance (1) 2006-09-23
  12. NEP-IAS: Insurance Economics (1) 2006-09-23
  13. NEP-MAC: Macroeconomics (1) 2020-02-10
  14. NEP-TRA: Transition Economics (1) 2009-09-11


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