Ulrich Krüger

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

264

SSRN CITATIONS
Rank 49,361

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Top 49,361

in Total Papers Citations

6

CROSSREF CITATIONS

7

Scholarly Papers (6)

Interbank Lending and Distress: Observables, Unobservables, and Network Structure

FRB of Cleveland Working Paper No. 14-18
Number of pages: 33 Posted: 05 Oct 2014
Ben R. Craig, Michael Koetter and Ulrich Krüger
Federal Reserve Bank of Cleveland, Halle Institute for Economic Research and Deutsche Bundesbank
Downloads 70 (442,063)
Citation 1

Abstract:

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Spatial Autoregression, interbank connections, bank risk

Interbank Lending and Distress: Observables, Unobservables, and Network Structure

Bundesbank Discussion Paper No. 18/2014
Number of pages: 32 Posted: 21 Jun 2016
Ben R. Craig, Michael Koetter and Ulrich Krüger
Federal Reserve Bank of Cleveland, Halle Institute for Economic Research and Deutsche Bundesbank
Downloads 50 (521,444)

Abstract:

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Spatial Autoregression, interbank connections, bank risk

2.

The Credit Quality Channel: Modeling Contagion in the Interbank Market

Bundesbank Discussion Paper No. 38/2015
Number of pages: 33 Posted: 21 Jun 2016
Goethe University Frankfurt, Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 48 (521,126)
Citation 4

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contagion, systemic risk, macroprudential policy, policy evaluation, interconnectedness

3.

Time Series Properties of a Rating System Based on Financial Ratios

Bundesbank Series 2 Discussion Paper No. 2005,14
Number of pages: 61 Posted: 08 Jun 2016
Ulrich Krüger, Martin Stötzel and Stefan Trück
Deutsche Bundesbank, University of Karlsruhe and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 47 (525,612)

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Reduced Form Models, Rating Transitions, Markov Property, Internal Rating Systems, Time Homogeneity, Matrix Norms

4.

Do Capital Buffers Mitigate Volatility of Bank Lending? A Simulation Study

Bundesbank Series 2 Discussion Paper No. 2011,03
Number of pages: 40 Posted: 08 Jun 2016
Frank Heid and Ulrich Krüger
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 34 (590,913)

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Minimum capital requirements, regulatory capital, capital buffer, cyclical lending, pro-cyclicality

5.

Banks' Strategic Interaction, Adverse Price Dynamics and Systemic Liquidity Risk

Deutsche Bundesbank Discussion Paper No. 06/2022
Number of pages: 91 Posted: 01 Apr 2022
Deutsche Bundesbank, Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 14 (730,361)

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Systemic liquidity risk, market liquidity, funding liquidity, contagion, fire sales

6.

Maximal Elements of Polymatroids on Partially Ordered Sets and an Algorithmic Property of Ordered Matroids on Chain Orders

Science Direct Working Paper No S1574-0358(04)70102-1
Number of pages: 22 Posted: 05 Mar 2018
Ulrich Krüger
Deutsche Bundesbank
Downloads 1 (855,179)

Abstract:

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submodular function, polymatroid, base polytope, core, poset