Thilo Pausch

Deutsche Bundesbank

Economist

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

1,247

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.

Regulation, Credit Risk Transfer with CDS, and Bank Lending

Bundesbank Discussion Paper No. 05/2012
Number of pages: 40 Posted: 21 Jun 2016
Thilo Pausch and Peter Welzel
Deutsche Bundesbank and University of Augsburg - Faculty of Business Administration and Economics
Downloads 286 (198,929)
Citation 1

Abstract:

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Banking, regulation, credit risk

2.

Optimal Disclosure of Supervisory Information in the Banking Sector

Number of pages: 23 Posted: 18 Feb 2012
Wolfgang Gick and Thilo Pausch
Free University of Bozen-Bolzano and Deutsche Bundesbank
Downloads 245 (232,182)
Citation 12

Abstract:

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supervisory information, persuasion games, multiple receivers, cheap talk and risk disclosure, stress testing

3.

Persuasion by Stress Testing: Optimal Disclosure of Supervisory Information in the Banking Sector

Bundesbank Discussion Paper No. 32/2012
Number of pages: 48 Posted: 21 Jun 2016
Wolfgang Gick and Thilo Pausch
Free University of Bozen-Bolzano and Deutsche Bundesbank
Downloads 199 (282,435)

Abstract:

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Stress Tests, Supervisory Information, Bayesian Persuasion, Multiple Receivers, Disclosure

4.

Regulation, Credit Risk Transfer with CDS, and Bank Lending

Number of pages: 26 Posted: 25 Jun 2011 Last Revised: 05 Oct 2011
Peter Welzel and Thilo Pausch
University of Augsburg - Faculty of Business Administration and Economics and Deutsche Bundesbank
Downloads 199 (282,435)
Citation 1

Abstract:

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banking, regulation, credit risk

5.

Risk Sensitivity of Banks, Interbank Markets and the Effects of Liquidity Regulation

Number of pages: 46 Posted: 18 Feb 2012
Thilo Pausch
Deutsche Bundesbank
Downloads 160 (342,171)

Abstract:

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6.

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 66 (626,317)
Citation 5

Abstract:

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

7.

Banks, Markets, and Financial Stability

Bundesbank Discussion Paper No. 31/2014
Number of pages: 33 Posted: 21 Jun 2016
Armin Eder, Falko Fecht and Thilo Pausch
Helvetia Versicherungen, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 46 (740,397)

Abstract:

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liquidity risk, financial crises, contagion, asset price bubbles

8.

Endogenous Credit Derivatives and Bank Behavior

Bundesbank Series 2 Discussion Paper No. 2007,16
Number of pages: 48 Posted: 08 Jun 2016
Thilo Pausch
Deutsche Bundesbank
Downloads 46 (740,397)

Abstract:

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credit risk, credit derivatives, bargaining