Details about Christian Schmieder

Access statistics for papers by Christian Schmieder.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: psc221

Working Papers

2024

1. Aging Gracefully: Steering the Banking Sector through Demographic Shifts
   IMF Working Papers, International Monetary Fund
   Also in BIS Working Papers, Bank for International Settlements (2024)
2. Empowering carbon accounting: from data to action
   IFC Reports, Bank for International Settlements

2023

3. Banks' credit loss forecasts: lessons from supervisory data
   BIS Working Papers, Bank for International Settlements
4. Insights into credit loss rates: a global database
   BIS Working Papers, Bank for International Settlements View citations (1)

2021

5. Covid-19 and bank resilience: where do we stand?
   BIS Bulletins, Bank for International Settlements
6. Sustainable finance data for Central Banks
   IFC Reports, Bank for International Settlements

2020

7. Releasing bank buffers to cushion the crisis - a quantitative assessment
   BIS Bulletins, Bank for International Settlements View citations (2)

2019

8. Macro-based asset allocation: An empirical analysis
   EIB Working Papers, European Investment Bank (EIB) View citations (1)

2017

9. Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
   IMF Working Papers, International Monetary Fund View citations (7)

2014

10. How to Capture Macro-Financial Spillover Effects in Stress Tests?
    IMF Working Papers, International Monetary Fund View citations (2)

2013

11. A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs
    IMF Working Papers, International Monetary Fund View citations (20)
12. Rules of Thumb for Bank Solvency Stress Testing
    IMF Working Papers, International Monetary Fund View citations (14)

2012

13. A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing
    IMF Working Papers, International Monetary Fund View citations (19)
14. Next Generation System-Wide Liquidity Stress Testing
    IMF Working Papers, International Monetary Fund View citations (21)
15. The Need for "Un-consolidating" Consolidated Banks' Stress Tests
    IMF Working Papers, International Monetary Fund View citations (2)

2011

16. Next Generation Balance Sheet Stress Testing
    IMF Working Papers, International Monetary Fund View citations (39)
17. The Impact of Legislation on Credit Risk—Comparative Evidence From the United States, the United Kingdom and Germany
    IMF Working Papers, International Monetary Fund View citations (3)

2010

18. Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
    IMF Working Papers, International Monetary Fund View citations (35)
19. Impact of Legislation on Credit Risk. How different are the UK and Germany?
    EIF Working Paper Series, European Investment Fund (EIF)

2008

20. RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY
    Economic and Financial Reports, European Investment Bank, Economics Department View citations (8)
    Also in Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank (2007) View citations (26)
21. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?
    Working Papers, Czech National Bank View citations (27)
22. Stress testing of real credit portfolios
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (1)

2007

23. Asset correlations and credit portfolio risk: an empirical analysis
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (17)
24. Banking consolidation and small businessfinance: empirical evidence for Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (6)
25. Modelling dynamic portfolio risk using risk drivers of elliptical processes
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (2)
    See also Journal Article Modelling dynamic portfolio risk using risk drivers of elliptical processes, Insurance: Mathematics and Economics, Elsevier (2009) View citations (2) (2009)

2006

26. Empirical risk analysis of pension insurance: the case of Germany
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (3)
    See also Journal Article Empirical Risk Analysis of Pension Insurance: The Case of Germany, Journal of Risk & Insurance, The American Risk and Insurance Association (2008) View citations (3) (2008)

Journal Articles

2023

1. Sustainable finance statistics: Progress, challenges and leveraging digital tools
   Journal of Digital Banking, 2023, 7, (3), 198-214

2021

2. How much stress could Covid put on corporate credit? Evidence using sectoral data
   BIS Quarterly Review, 2021 View citations (4)

2014

3. Ring fencing and consolidated banks’ stress tests
   Journal of Financial Stability, 2014, 11, (C), 1-12 View citations (12)

2010

4. Does banking consolidation worsen firms’ access to credit? Evidence from the German economy
   Small Business Economics, 2010, 35, (4), 449-465 View citations (6)

2009

5. Modelling dynamic portfolio risk using risk drivers of elliptical processes
   Insurance: Mathematics and Economics, 2009, 44, (2), 229-244 View citations (2)
   See also Working Paper Modelling dynamic portfolio risk using risk drivers of elliptical processes, Discussion Paper Series 2: Banking and Financial Studies (2007) View citations (2) (2007)

2008

6. Empirical Risk Analysis of Pension Insurance: The Case of Germany
   Journal of Risk & Insurance, 2008, 75, (3), 763-784 View citations (3)
   See also Working Paper Empirical risk analysis of pension insurance: the case of Germany, Discussion Paper Series 2: Banking and Financial Studies (2006) View citations (3) (2006)

2006

7. 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, 2006, 126, (4), 653-663

Books

2010

1. Contagion and Spillovers: New Insights from the Crisis
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (6)

Chapters

2022

1. Data needs, an overview on the Irving Fisher Committee stock taking
   A chapter in Statistics for Sustainable Finance, 2022, vol. 56
2. Progress, challenges and recent innovations in sustainable finance statistics
   A chapter in Statistics for Sustainable Finance, 2022, vol. 56