Christian Schmieder

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 8,372

in Total Papers Downloads

4,407

CITATIONS
Rank 27,030

SSRN RANKINGS

Top 27,030

in Total Papers Citations

9

Scholarly Papers (10)

1.

A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing

IMF Working Paper No. 12/216
Number of pages: 25 Posted: 03 Oct 2012
NYU-Tandon School of Engineering, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 3,012 (1,493)
Citation 2

Abstract:

Stress Testing, Forecasting, Stability, Banks, Economic Models, Public Debt

2.

A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs

IMF Working Paper No. 13/68
Number of pages: 56 Posted: 30 Mar 2013
Andreas (Andy) Jobst, Li Ong and Christian Schmieder
World Bank Group, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 54 (288,362)

Abstract:

Stress testing, Banking sector, Financial systems, Group of Twenty, Economic models, Risk management, Financial Sector Assessment Program, Basel III, Financial Sector Assessment Plan (FSAP), G-20, macroprudential, S-25, satellite models, solvency, stress testing, surveillance

3.

How to Capture Macro-Financial Spillover Effects in Stress Tests?

IMF Working Paper No. 14/103
Number of pages: 35 Posted: 18 Jul 2014
Heiko Hesse, Ferhan Salman and Christian Schmieder
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 46 (272,591)

Abstract:

Spillovers, Europe, Financial contagion, Financial systems, Stress testing, Regression analysis, Econometric models, Macro-financial linkages, Scenarios, Spillover, Contagion, bonds, national bank, banks ? solvency, banking, bank solvency, bond, tier 1 capital, financial stability, bank liquidity, sovereign risk, banking supervision, bank soundness, banks ? balance sheets, financial sector, liquid asset, bond index, monetary authority, bank of england, treasury bonds, banks ? loan, international banks, capital adequacy, convertible bonds, liquidity crises, banking authority, sovereign bond, banks ? asset, bank assets, central banking, domestic liquidity, bank deposits, subordinated debt, cor

4.

The Need for 'Un-Consolidating' Consolidated Banks' Stress Tests

IMF Working Paper No. 12/288
Number of pages: 22 Posted: 18 Jan 2013
Eugenio Cerutti and Christian Schmieder
Johns Hopkins University and International Monetary Fund (IMF)
Downloads 29 (356,570)

Abstract:

Stress testing, International banks, Banking sector, Cross-border banking, Stability, Ring-fencing, Subsidiaries, banking, subsidiaries, capital adequacy, bank data, banking system, excess liquidity, bank subsidiaries, banking sector, bank size, bank regulators, capital needs, banking supervision, banking stability, bank capital, bank solvency, tier 1 capital, banking authority, capital ratio, bank groups, capital market, capital markets, bank profit, bank structures, bank of international settlements, national bank, flows of capital, financial risk, bankers, bank structure, subordinated debt, banking operations, bank group, bank losses, bank activities, capital adequacy ratios, banks balanc

Empirical Risk Analysis of Pension Insurance: The Case of Germany

Bundesbank Series 2 Discussion Paper No. 2006,07
Number of pages: 40 Posted: 08 Jun 2016
Wolfgang Gerke, Ferdinand Mager, Timo Reinschmidt and Christian Schmieder
University of Erlangen-Nuernberg, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting, University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and International Monetary Fund (IMF)
Downloads 9 (515,965)

Abstract:

Pension insurance, Risk-adjusted premiums, Credit portfolio risk

6.

Banking Consolidation and Small Businessfinance: Empirical Evidence for Germany

Bundesbank Series 2 Discussion Paper No. 2007,09
Number of pages: 40 Posted: 08 Jun 2016
Katharina Marsch, Christian Schmieder and Katrin Forster
University of Mainz, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 0 (469,166)

Abstract:

Banking consolidation, bank mergers, SME financing

7.

Stress Testing of Real Credit Portfolios

Bundesbank Series 2 Discussion Paper No. 2008,17
Number of pages: 40 Posted: 08 Jun 2016
Ferdinand Mager and Christian Schmieder
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and International Monetary Fund (IMF)
Downloads 0 (489,513)

Abstract:

Credit Portfolio, Exposure concentration, Stress Testing, Basel II, Economic Capital

8.

Modelling Dynamic Portfolio Risk Using Risk Drivers of Elliptical Processes

Bundesbank Series 2 Discussion Paper No. 2007,07
Number of pages: 40 Posted: 08 Jun 2016
Rafael Schmidt and Christian Schmieder
University of Cologne and International Monetary Fund (IMF)
Downloads 0 (484,441)

Abstract:

Portfolio risk modelling, Elliptical processes, Credit risk, multiplicative error model, volatility clustering

9.

Relationship Lending: Empirical Evidence for Germany

Bundesbank Series 2 Discussion Paper No. 2007,14
Number of pages: 56 Posted: 08 Jun 2016
Christoph Memmel, Christian Schmieder and Ingrid Stein
Deutsche Bundesbank, International Monetary Fund (IMF) and Deutsche Bundesbank
Downloads 0 (443,441)
Citation 5

Abstract:

Relationship banking, German banking system, SME

10.

Asset Correlations and Credit Portfolio Risk: An Empirical Analysis

Bundesbank Series 2 Discussion Paper No. 2007,13
Number of pages: 52 Posted: 08 Jun 2016
Klaus Duellmann, Martin Scheicher and Christian Schmieder
Deutsche Bundesbank, European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 0 (427,884)
Citation 2

Abstract:

Asset correlations, sector concentration, credit portfolio risk