Natalia Podlich

Deutsche Bundesbank

Economist

PO Box 10 06 02

D60006 Frankfurt

Germany

  • Deutsche Bundesbank

SCHOLARLY PAPERS

6

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542

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6

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10

Scholarly Papers (6)

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1.

Credit Risk Interconnectedness: What Does the Market Really Know?

Downloads 221 (159,247)
Citation 6

Credit Risk Interconnectedness: What Does the Market Really Know?

Number of pages: 35 Posted: 07 Nov 2015 Last Revised: 22 Jan 2016
Puriya Abbassi, Christian T. Brownlees, Christina Hans and Natalia Podlich
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 153 (221,219)
Citation 2

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Credit Risk, Networks, CDS, Interbank Lending, Portfolio Distance

Credit Risk Interconnectedness: What Does the Market Really Know?

Bundesbank Discussion Paper No. 09/2016
Number of pages: 39 Posted: 21 Jun 2016
Puriya Abbassi, Christian T. Brownlees, Christina Hans and Natalia Podlich
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 68 (386,561)
Citation 2

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Credit Risk, Networks, CDS, Interbank Lending, Portfolio Distance

2.

Credit Contagion between Financial Systems

Downloads 116 (273,784)

Credit Contagion between Financial Systems

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 41 Posted: 14 Sep 2011 Last Revised: 06 Jan 2012
Natalia Podlich and Michael Wedow
Deutsche Bundesbank and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 90 (327,172)
Citation 1

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Systemic Risk, CDS Spreads, Contagion, OTC Dealer

Credit Contagion between Financial Systems

Bundesbank Series 2 Discussion Paper No. 2011,15
Number of pages: 60 Posted: 08 Jun 2016
Natalia Podlich and Michael Wedow
Deutsche Bundesbank and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 26 (571,841)

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Systemic Risk, CDS Spreads, Contagion, OTC Dealer

3.

Out of Sight, Out of Mind? On the Risk of Sub-Custodian Structures

Bundesbank Discussion Paper No. 31/2015
Number of pages: 23 Posted: 21 Jun 2016
Thomas Bernhard Droll, Natalia Podlich and Michael Wedow
Deutsche Bundesbank, Deutsche Bundesbank and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 71 (373,039)

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Custodian Banks, UCITS funds, Moral Hazard

4.

Banks' Trading after the Lehman Crisis: The Role of Unconventional Monetary Policy

Bundesbank Discussion Paper No. 19/2017
Posted: 14 Jul 2017
Natalia Podlich, Isabel Schnabel and Johannes Tischer
Deutsche Bundesbank, University of Bonn - Institute for Financial Economics and Statistics and Johannes Gutenberg University Mainz
Downloads 68 (381,891)
Citation 1

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proprietary trading, fire sales, flight to liquidity, Lehman crisis, market liquidity, unconventional monetary policy

5.

Inside Asset Purchase Programs: The Effects of Unconventional Policy on Banking Competition

ECB Working Paper No. 2017
Number of pages: 66 Posted: 13 Feb 2017
Michael Koetter, Natalia Podlich and Michael Wedow
Halle Institute for Economic Research, Deutsche Bundesbank and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 60 (407,126)

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Security Markets Program, Unconventional Monetary Policy, Competition

6.

Assessing Contagion Risks from the CDS Market

ESRB: Occasional Paper Series (Topic) 201304
Number of pages: 46 Posted: 05 Nov 2020
Markus Brunnermeier, Laurent Clerc, Yanis El Omari, Silvia Gabrieli, Steffen Kern, Christoph Memmel, Tuomas Peltonen, Natalia Podlich, Martin Scheicher and Guillaume Vuillemey
affiliation not provided to SSRN, Banque de France, affiliation not provided to SSRN, Banque de France, European Securities and Markets Authority, Deutsche Bundesbank, European Systemic Risk Board, Deutsche Bundesbank, European Central Bank (ECB) and HEC Paris - Finance Department
Downloads 6 (693,020)
Citation 2

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CDS, contagion, systemic risk, derivatives