Natalia Podlich

Deutsche Bundesbank

Economist

PO Box 10 06 02

D60006 Frankfurt

Germany

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

Credit Risk Interconnectedness: What Does the Market Really Know?

Number of pages: 35 Posted: 07 Nov 2015 Last Revised: 22 Jan 2016
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 143 (200,165)

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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
Deutsche Bundesbank, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Downloads 56 (367,641)

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

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 88 (285,106)

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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 24 (504,407)

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Systemic Risk, CDS Spreads, Contagion, OTC Dealer

3.

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 52 (374,731)

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Security Markets Program, Unconventional Monetary Policy, Competition

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 49 (384,473)

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

5.

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 27 (473,347)

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Custodian Banks, UCITS funds, Moral Hazard