6
H index
5
i10 index
176
Citations
Deutsche Bundesbank | 6 H index 5 i10 index 176 Citations RESEARCH PRODUCTION: 5 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Raupach. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Deutsche Bundesbank | 5 |
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954. Full description at Econpapers || Download paper |
2024 | On the optimal control of interbank contagion in the euro area banking system. (2024). Kok, Christoffer ; Fukker, Gabor. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400010x. Full description at Econpapers || Download paper |
2024 | Credit rating downgrades and systemic risk. (2024). Skouralis, Alexandros ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701. Full description at Econpapers || Download paper |
2024 | Smart systemic-risk scores. (2024). Benoit, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001699. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2018 | Pitfalls in the Use of Systemic Risk Measures In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 28 |
2015 | The common drivers of default risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 19 |
2012 | The common drivers of default risk.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2010 | How do banks adjust their capital ratios? In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 64 |
2015 | Centrality-based Capital Allocations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 28 |
2015 | Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2014 | Centrality-based Capital Allocations.(2014) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2015 | Centrality-based capital allocations.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2010 | The Impact of Downward Rating Momentum In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 6 |
2007 | How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 3 |
2008 | The impact of downward rating momentum on credit portfolio risk In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 2 |
2013 | Robustness and informativeness of systemic risk measures In: Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Calculating trading book capital: Is risk separation appropriate? In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Banks credit losses and lending dynamics In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team