Benedikt Ruprecht

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

563

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (4)

Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry

Deutsche Bundesbank Discussion Paper 56/2013
Number of pages: 47 Posted: 17 Feb 2014
Benedikt Ruprecht, Oliver Entrop, Thomas K. Kick and Marco Wilkens
Deutsche Bundesbank, University of Passau, Deutsche Bundesbank and University of Augsburg
Downloads 193 (215,995)
Citation 1

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Duration gap, Interest rate swaps, Selective hedging

Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry

Bundesbank Discussion Paper No. 56/2013
Number of pages: 47 Posted: 21 Jun 2016
Benedikt Ruprecht, Oliver Entrop, Thomas K. Kick and Marco Wilkens
Deutsche Bundesbank, University of Passau, Deutsche Bundesbank and University of Augsburg
Downloads 146 (274,151)

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Duration gap, Interest rate swaps, Selective hedging

Wealth Shocks, Credit-Supply Shocks, and Asset Allocation: Evidence from Household and Firm Portfolios

ECB Working Paper No. 1662
Number of pages: 48 Posted: 05 Apr 2014
Thomas K. Kick, Enrico Onali, Benedikt Ruprecht and Klaus Schaeck
Deutsche Bundesbank, University of Exeter Business School, Deutsche Bundesbank and University of Bristol
Downloads 97 (368,873)

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asset allocation; sovereign debt crisis; credit-supply shocks; bank distress

Wealth Shocks, Credit-Supply Shocks, and Asset Allocation: Evidence from Household and Firm Portfolios

Bundesbank Discussion Paper No. 07/2014
Number of pages: 56 Posted: 21 Jun 2016
Thomas K. Kick, Benedikt Ruprecht, Enrico Onali and Klaus Schaeck
Deutsche Bundesbank, Deutsche Bundesbank, University of Exeter Business School and University of Bristol
Downloads 13 (779,392)

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asset allocation, sovereign debt crisis, credit-supply shocks, bank distress

Determinants of Bank Interest Margins: Impact of Maturity Transformation

Bundesbank Discussion Paper No. 17/2012
Number of pages: 56 Posted: 21 Jun 2016
Oliver Entrop, Christoph Memmel, Benedikt Ruprecht and Marco Wilkens
University of Passau, Deutsche Bundesbank, Deutsche Bundesbank and University of Augsburg
Downloads 82 (409,598)
Citation 2

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Interest rate risk, Interest margins, Maturity transformation

Determinants of Bank Interest Margins: Impact of Maturity Transformation

Journal of Banking and Finance, Vol. 54, 2015, pp. 1-19
Posted: 07 Jul 2012 Last Revised: 06 Feb 2015
Oliver Entrop, Christoph Memmel, Benedikt Ruprecht and Marco Wilkens
University of Passau, Deutsche Bundesbank, Deutsche Bundesbank and University of Augsburg

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term transformation, interest rate risk, optimal loan, deposit intermediation fees

4.

The Winner's Curse: Evidence on the Danger of Aggressive Credit Growth in Banking

Bundesbank Discussion Paper No. 32/2015
Number of pages: 37 Posted: 21 Jun 2016
Thomas K. Kick, Thilo Pausch and Benedikt Ruprecht
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 32 (611,022)
Citation 2

Abstract:

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Excessive credit growth, Winner's curse, Loan-to-GDP gap, Micro-prudential regulation, Identifying weak banks