Andreas Pfingsten

University of Münster - Finance Center Münster

Universitätsstr. 14-16

Muenster, D-48143

Germany

SCHOLARLY PAPERS

21

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Scholarly Papers (21)

Diversification and the Banks' Risk-Return-Characteristics - Evidence from Loan Portfolios of German Banks

EFA 2006 Zurich Meetings Paper
Number of pages: 31 Posted: 06 Jun 2006
Andreas Kamp, Andreas Pfingsten, Christoph Memmel and Andreas Behr
University of Muenster - Finance Center, University of Münster - Finance Center Münster, Deutsche Bundesbank and University of Muenster - Faculty of Economics
Downloads 629 (39,775)

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bank lending, loan portfolio, portfolio theory, diversification, risk return

Diversification and the Banks' Risk-Return-Characteristics: Evidence from Loan Portfolios of German Banks

Bundesbank Series 2 Discussion Paper No. 2007,05
Number of pages: 44 Posted: 08 Jun 2016
Andreas Behr, Andreas Kamp, Christoph Memmel and Andreas Pfingsten
University of Muenster - Faculty of Economics, University of Muenster - Finance Center, Deutsche Bundesbank and University of Münster - Finance Center Münster
Downloads 77 (309,511)

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bank lending, loan portfolio, portfolio theory, diversification, riskreturn analysis

2.

An Empirical Investigation of the Rank Correlation between Different Risk Measures

EFA 2002 Berlin Meetings Presented Paper; Westfaelische Wilhelms Universitaet Muenster Discussion Paper No. 02-01
Number of pages: 48 Posted: 26 Mar 2002
Carsten Hahn, F. Peter Wagner and Andreas Pfingsten
University of Muenster - Faculty of Economics, affiliation not provided to SSRN and University of Münster - Finance Center Münster
Downloads 504 (53,717)

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3.

Why Do Specialized Banks Succeed? An Empirical Investigation of the Credit Business of Cooperative and Savings Banks

Number of pages: 28 Posted: 28 Feb 2008
Rolf Böve and Andreas Pfingsten
University of Muenster - Finance Center Muenster and University of Münster - Finance Center Münster
Downloads 409 (69,473)

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bank lending, loan portfolio, diversification, expected loss, savings banks, cooperative banks

4.

German Banks' Loan Portfolio Composition: Market-Orientation vs. Specialisation

Institute for Kreditwesen Discussion Paper No. 02-02
Number of pages: 31 Posted: 21 Feb 2002
Kai Rudolph and Andreas Pfingsten
affiliation not provided to SSRN and University of Münster - Finance Center Münster
Downloads 283 (105,369)

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banks, loan portfolio composition, portfolio theory, distance measures

5.

The Properties of Downside Risk Measures

Number of pages: 35 Posted: 09 Oct 2005
Carsten Breitmeyer, Hendrik Hakenes and Andreas Pfingsten
University of Muenster, Finance Group and University of Münster - Finance Center Münster
Downloads 235 (127,707)

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risk measures, downside risk, poverty measurement, shortfall risk

6.

The Impact of White Noise in PD Estimations on Banks' Capital Requirements According to Basel II

Number of pages: 47 Posted: 01 Mar 2007
Irmhild Kuehn and Andreas Pfingsten
University of Muenster - Finance Center and University of Münster - Finance Center Münster
Downloads 206 (144,982)

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Banking Supervision, Basel II, IRB Approach, Capital Requirements, Estimation Errors

7.

Competition in the German Banking Sector: An Empirical Analysis of the Concentration of Commercial Loan Origination

Number of pages: 56 Posted: 25 Feb 2005
Kai Rudolph and Andreas Pfingsten
affiliation not provided to SSRN and University of Münster - Finance Center Münster
Downloads 182 (162,445)

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Competition, concentration, loan origination, banking

8.

The Economic Life of Industrial Equipment Reconsidered

Number of pages: 16 Posted: 09 Oct 2005
Markus Ricke and Andreas Pfingsten
University of Muenster - Faculty of Economics and University of Münster - Finance Center Münster
Downloads 117 (233,219)

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general law of replacement, net present value, term structure of interest rates, investments

9.

Loan Loss Provisioning and Procyclicality: Evidence from an Expected Loss Model

Bundesbank Discussion Paper No. 39/2014
Number of pages: 41 Posted: 21 Jun 2016
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster, affiliation not provided to SSRN and University of Münster - Finance Center Münster
Downloads 111 (242,186)

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procyclicality, earnings management, hidden reserves, loan loss provisioning, expected losses, managerial discretion

Earnings Baths by Bank CEOs During Turnovers

Deutsche Bundesbank Discussion Paper No 05/2014
Number of pages: 42 Posted: 19 Jun 2014
University of Muenster - Finance Center Muenster, Deutsche Bundesbank, University of Münster - Finance Center Münster and Leuphana University of Lueneburg
Downloads 73 (319,477)

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CEO turnover, Earnings management, Big bath accounting, Discretionary expenses, Financial institutions

Earnings Baths by Bank CEOS During Turnovers

Bundesbank Discussion Paper No. 05/2014
Number of pages: 42 Posted: 21 Jun 2016
University of Muenster - Finance Center Muenster, University of Münster - Finance Center Münster, Deutsche Bundesbank and Leuphana University of Lueneburg
Downloads 21 (522,949)

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CEO turnover, Earnings management, Big bath accounting, Discretionary expenses, Financial institutions

11.

Banks' Concentration Versus Diversification in the Loan Portfolio: New Evidence from Germany

Bundesbank Discussion Paper No. 53/2013
Number of pages: 42 Posted: 21 Jun 2016
Nadya Jahn, Christoph Memmel and Andreas Pfingsten
Institut für Kreditwesen, Deutsche Bundesbank and University of Münster - Finance Center Münster
Downloads 50 (381,111)

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loan portfolio, credit risk, loan losses, concentration

12.

The Importance of Qualitative Risk Assessment in Banking Supervision Before and During the Crisis

Bundesbank Series 2 Discussion Paper No. 2011,09
Number of pages: 48 Posted: 08 Jun 2016
Thomas K. Kick and Andreas Pfingsten
Deutsche Bundesbank and University of Münster - Finance Center Münster
Downloads 50 (381,111)

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Bank rating, banking supervision, generalized ordered logit

13.

Do Specialization Benefits Outweigh Concentration Risks in Credit Portfolios of German Banks?

Bundesbank Series 2 Discussion Paper No. 2010,10
Number of pages: 60 Posted: 08 Jun 2016
Rolf Böve, Klaus Duellmann and Andreas Pfingsten
University of Muenster - Finance Center Muenster, Deutsche Bundesbank and University of Münster - Finance Center Münster
Downloads 35 (436,648)

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bank lending, loan portfolio, diversification, expected loss, savings banks, cooperative banks, concentration, economic capital, credit risk

14.

Deliberative versus Less-Reasoned Decision Making in Environments with Rare Adverse Events — The Role of Task Complexity

Number of pages: 27 Posted: 06 Mar 2017 Last Revised: 11 Oct 2017
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, University of Münster - Finance Center Münster and University of Bonn - Economic Science Area
Downloads 32 (449,302)

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Inductive Reasoning, Problem-Solving, Decision Making, Uncertainty, Complexity, Procedural Rationality, Cognitive Energetics Theory

15.

Do Regulatory Capital Requirements Matter for Bond Yields?

Number of pages: 41 Posted: 04 Jun 2018 Last Revised: 24 Jun 2018
Catharina Claussen, Johannes Kriebel and Andreas Pfingsten
University of Muenster, University of Muenster and University of Münster - Finance Center Münster
Downloads 22 (500,450)

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Sovereign Debt, Sovereign Risk, Banking Regulation, Credit Spreads, Cost of Capital, Basel III

16.

On Seemingly Perverse Rybczynski Adjustments in Stable Equilibria

Number of pages: 11 Posted: 08 Oct 2005
Reiner Wolff and Andreas Pfingsten
University of Fribourg (Switzerland) and University of Münster - Finance Center Münster
Downloads 18 (523,324)

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Rybczynski theorem, stable equilibrium, decreasing returns to scale

Are Banks Using Hidden Reserves to Beat Earnings Benchmarks? Evidence from Germany

Bundesbank Series 2 Discussion Paper No. 2010,13
Number of pages: 68 Posted: 08 Jun 2016
University of Muenster - Finance Center Muenster, Deutsche Bundesbank, Deutsche Bundesbank and University of Münster - Finance Center Münster
Downloads 17 (548,379)

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Earnings management, Income smoothing, Hidden reserves, Prospect theory, Financial institution

Are Banks Using Hidden Reserves to Beat Earnings Benchmarks? Evidence from Germany

Journal of Banking and Finance, Vol. 36, No. 8, 2012
Posted: 18 Jun 2012
University of Muenster - Finance Center Muenster, Deutsche Bundesbank, Deutsche Bundesbank and University of Münster - Finance Center Münster

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Earnings management, commercial banking

Determinants for Using Visible Reserves in German Banks: An Empirical Study

Bundesbank Series 2 Discussion Paper No. 2009,11
Number of pages: 52 Posted: 08 Jun 2016
University of Muenster - Finance Center Muenster, University of Rostock - Faculty of Business Administration, Economics and Social Sciences, University of Muenster - Finance Center Muenster, Deutsche Bundesbank and University of Münster - Finance Center Münster
Downloads 16 (554,707)

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Bank regulation, informational asymmetries, risk provisioning, visible reserves, hidden reserves

Determinants for Using Visible Reserves in German Banks - An Empirical Study

Posted: 08 Sep 2009
University of Muenster - Finance Center Muenster, University of Rostock - Faculty of Business Administration, Economics and Social Sciences, University of Muenster - Finance Center Muenster, Deutsche Bundesbank and University of Münster - Finance Center Münster

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bank regulation, informational asymmetries, risk provisioning, visible reserves, hidden reserves

19.

Do Banks Diversify Loan Portfolios? A Tentative Answer Based on Individual Bank Loan Portfolios

Bundesbank Series 2 Discussion Paper No. 2005,03
Number of pages: 52 Posted: 08 Jun 2016
Andreas Kamp, Andreas Pfingsten and Daniel Porath
University of Muenster - Finance Center, University of Münster - Finance Center Münster and University of Applied Sciences Mainz
Downloads 10 (570,284)

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bank lending, loan portfolio, portfolio theory, diversification, concentration measures, distance measures, focus

20.

Banks’ Specialization Versus Diversification in the Loan Portfolio New Evidence from Germany

Schmalenbach Business Review (2016) 17:25–48
Posted: 12 May 2016
Nadya Jahn, Christoph Memmel and Andreas Pfingsten
Institut für Kreditwesen, Deutsche Bundesbank and University of Münster - Finance Center Münster

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Loan portfolio, Credit risk, Loan losses, Specialization

21.

Visible Reserves in Banks – Determinants of Initial Creation, Usage and Contribution to Bank Stability

Journal of Business Finance & Accounting, Vol. 41, Issue 5-6, pp. 507-544, 2014
Number of pages: 38 Posted: 26 Jul 2014
University of Muenster - Finance Center Muenster, University of Rostock - Faculty of Business Administration, Economics and Social Sciences, University of Muenster - Finance Center Muenster, Deutsche Bundesbank and University of Münster - Finance Center Münster
Downloads 0 (655,592)
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bank regulation, visible bank reserves, risk provisioning, capital management, earnings management, internal funding, bank stability