Ramona Busch

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

723

SSRN CITATIONS

3

CROSSREF CITATIONS

8

Scholarly Papers (6)

Banks' Net Interest Margin and the Level of Interest Rates

Bundesbank Discussion Paper No. 16/2015
Number of pages: 26 Posted: 21 Jun 2016
Ramona Busch and Christoph Memmel
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 297 (111,147)
Citation 1

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net interest margin, level of interest rates

Banks’ Net Interest Margin and the Level of Interest Rates

Credit and Capital Markets, Volume 50, Issue 3, pp. 363–392
Posted: 13 Sep 2017
Ramona Busch and Christoph Memmel
Deutsche Bundesbank and Deutsche Bundesbank

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Net interest margin, level of interest rates

2.

Loan Pricing: Do Borrowers Benefit from Cost-Efficient Banking?

Credit and Capital Markets, Forthcoming
Number of pages: 36 Posted: 17 Oct 2012 Last Revised: 21 Nov 2015
University of Cologne - Department of Banking & Finance, Deutsche Bundesbank, Paderborn University and University of Cologne - Department of Banking
Downloads 147 (216,625)
Citation 4

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interest rate pass-through models, error correction models, bank efficiency, cost efficiency, stochastic frontier analysis

3.

Bank Stress Testing Under Different Balance Sheet Assumptions

Bundesbank Discussion Paper No. 07/2017
Number of pages: 29 Posted: 24 Apr 2017
Deutsche Bundesbank, University of Bayreuth and Deutsche Bundesbank
Downloads 111 (268,342)

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stress testing, low-interest-rate environment, net interest margin, static balance sheet, dynamic balance sheet, price effect, quantity effect

Quantifying the Components of the Banks' Net Interest Margin

Bundesbank Discussion Paper No. 15/2014
Number of pages: 38 Posted: 21 Jun 2016
Ramona Busch and Christoph Memmel
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 92 (306,600)

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net interest margin, credit risk, term transformation, liquidity and payment management

Quantifying the Components of the Banks' Net Interest Margin

Financial Markets and Portfolio Management, Vol. 30(4), 371-396
Posted: 18 Nov 2016
Ramona Busch and Christoph Memmel
Deutsche Bundesbank and Deutsche Bundesbank

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Net interest margin, Credit risk, Term transformation, Liquidity and payment management

5.

Determinants of the Interest Rate Pass-Through of Banks: Evidence from German Loan Products

Bundesbank Discussion Paper No. 26/2012
Number of pages: 72 Posted: 21 Jun 2016
University of Cologne - Department of Banking & Finance, Deutsche Bundesbank, University of Cologne - Department of Banking and Paderborn University
Downloads 57 (397,025)

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interest rate pass-through models, error correction models, bank efficiency, cost efficiency, stochastic frontier analysis

6.

Many a Little Makes a Mickle: Macro Portfolio Stress Test for Small and Medium-Sized German Banks

Bundesbank Discussion Paper No. 23/2015
Number of pages: 39 Posted: 21 Jun 2016
Ramona Busch, Philipp Koziol and Marc Mitrovic
Deutsche Bundesbank, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 19 (572,556)
Citation 2

Abstract:

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Macro Stress Tests, Macroprudential Supervision, Small and Medium-sized Banks, Income Stress Test, Credit Risk