10
H index
10
i10 index
275
Citations
Christian Schmieder : Citation Profile
Bank for International Settlements (BIS) | RESEARCH PRODUCTION: 7 Articles 24 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Schmieder. | Is cited by:
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Main data
Where Christian Schmieder has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IMF Working Papers / International Monetary Fund | 11 |
| Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank | 6 |
| BIS Working Papers / Bank for International Settlements | 3 |
Recent works citing Christian Schmieder (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2024 | Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113. Full description at Econpapers || Download paper | |
| 2024 | The effects of the EBAs stress testing framework on banks lending. (2024). Calice, Giovanni ; Ahmed, Kasim. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364. Full description at Econpapers || Download paper | |
| 2024 | Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Kaoudis, Georgios ; Schilte, Aurore ; Kaijser, Michiel ; Sydow, Matthias ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fukker, Gabor ; Salakhova, Dilyara ; Fiedor, Pawel ; Piquard, Thibaut ; Montagna, Mattia ; Deipenbrock, Marija ; Mingarelli, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196. Full description at Econpapers || Download 2023 | Pension funding and the cross section of stock returns - The case of Germany. (2023). Mager, Ferdinand ; Heusel, Nicola. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000419. Full description at Econpapers || Download paper |
| 2023 | Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023. Full description at Econpapers || Download paper |
Works by Christian Schmieder:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | European Data Watch: The Deutsche Bundesbank’s large credit database (BAKIS-M and MiMiK) In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Citation analysis] | article | 9 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2021 | How much stress could Covid put on corporate credit? Evidence using sectoral data In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
| 2023 | Insights into credit loss rates: a global database In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Banks credit loss forecasts: lessons from supervisory data In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Aging gracefully: steering the banking sector through demographic shifts In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Aging Gracefully: Steering the Banking Sector through Demographic Shifts.(2024) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Empirical Risk Analysis of Pension Insurance: The Case of Germany In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 4 |
| 2006 | Empirical risk analysis of pension insurance: the case of Germany.(2006) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | CNB Economic Research Bulletin: Financial and Global Stability Issues In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 1 |
| 2008 | Stress Testing Credit Risk: Is the Czech Republic Different from Germany? In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2014 | Ring fencing and consolidated banks’ stress tests In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 12 |
| 2009 | Modelling dynamic portfolio risk using risk drivers of elliptical processes In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2007 | Modelling dynamic portfolio risk using risk drivers of elliptical processes.(2007) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2010 | Contagion and Spillovers: New Insights from the Crisis In: SUERF Studies. [Full Text][Citation analysis] | book | 6 |
| 2010 | Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks In: IMF Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 2011 | The Impact of Legislation on Credit Risk—Comparative Evidence From the United States, the United Kingdom and Germany In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Next Generation Balance Sheet Stress Testing In: IMF Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2012 | Next Generation System-Wide Liquidity Stress Testing In: IMF Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2012 | A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing In: IMF Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | The Need for Un-consolidating Consolidated Banks Stress Tests In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs In: IMF Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2013 | Rules of Thumb for Bank Solvency Stress Testing In: IMF Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2014 | How to Capture Macro-Financial Spillover Effects in Stress Tests? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems In: IMF Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Does banking consolidation worsen firms’ access to credit? Evidence from the German economy In: Small Business Economics. [Full Text][Citation analysis] | article | 6 |
| 2008 | RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY In: Economic and Financial Reports. [Full Text][Citation analysis] | paper | 29 |
| 2007 | Relationship lending: empirical evidence for Germany.(2007) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2007 | Banking consolidation and small businessfinance: empirical evidence for Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Asset correlations and credit portfolio risk: an empirical analysis In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 14 |
| 2008 | Stress testing of real credit portfolios In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Macro-based asset allocation: An empirical analysis In: EIB Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Impact of Legislation on Credit Risk. How different are the UK and Germany? In: EIF Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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