Michael Schmidt

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

Goethe University Frankfurt

Theodor-W.-Adorno-Platz 4

Hauspostfach 64

Frankfurt, 60629

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

139

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (2)

A Comprehensive View on Risk Reporting: Evidence from Supervisory Data

Number of pages: 37 Posted: 11 Aug 2017 Last Revised: 18 Aug 2017
Puriya Abbassi and Michael Schmidt
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 51 (467,523)

Abstract:

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internal ratings-based regulation, credit risk, market risk, cross-subsidization, capital regulation, comprehensive risk assessment

A Comprehensive View on Risk Reporting: Evidence from Supervisory Data

Deutsche Bundesbank Discussion Paper No. 08/2018
Number of pages: 40 Posted: 10 May 2018
Puriya Abbassi and Michael Schmidt
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 23 (619,542)
Citation 2

Abstract:

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internal ratings-based regulation, credit risk, market risk, incentive spillovers, capital regulation, comprehensive risk assessment

2.

Financial Stability Effect of Yield-Oriented Investment Behaviour

Number of pages: 59 Posted: 09 Oct 2018 Last Revised: 02 May 2019
Puriya Abbassi and Michael Schmidt
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 65 (409,825)

Abstract:

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Portfolio allocation, fixed income, yield reversals, financial stress, financial stability