Department of Economics and Business Economics

Christian Schmaltz

  1. 2018
  2. Published

    Distance to compliance portfolios : An integrated shortfall measure for basel III. / Schmaltz, Christian; Heidorn, Thomas; Torchiani, Ingo.

    In: Journal of Banking and Finance, Vol. 87, 2018, p. 87-101.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. 2017
  4. Published

    Sovereign collateral as a Trojan Horse : Why do we need an LCR. / Buschmann, Christian; Schmaltz, Christian.

    In: Journal of Financial Stability, Vol. 33, 2017, p. 311-330.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. 2015
  6. Published

    The Impact of Fundamental and Financial Traders on the Term Structure of Oil. / Heidorn, Thomas; Mokinski, Frieder; Rühl, Christof; Schmaltz, Christian.

    In: Energy Economics, Vol. 48, 03.2015, p. 276–287.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  7. 2014
  8. Published

    Can the business model of Handelsbanken be an archetype for small and medium sized banks? A comparative case study. / Kousgaard Larsen, Morten ; Lange Nissen, Jacob; Lueg, Rainer; Schmaltz, Christian; Røjkjær Thorhauge, Joachim.

    In: Journal of Applied Business Research, Vol. 30, No. 3, 2014, p. 869-882.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  9. Published

    How business reporting changed during the financial crisis : A comparative case study of two large U.S. banks. / K. Muheki, Mark; Lueg, Klarissa; Lueg, Rainer; Schmaltz, Christian.

    In: Problems and Perspectives in Management, Vol. 12, No. 1, 2014, p. 191-208.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. Published

    How to make regulators and shareholders happy under Basel III. / Schmaltz, Christian; Pokutta, Sebastian; Heidorn, Thomas; Andrae, Silvio.

    In: Journal of Banking & Finance, Vol. 46, 2014, p. 311-325.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. Submitted

    Solvidity Stress Tests (early stage). / Schmaltz, Christian; Pausch, Thilo.

    2014.

    Research output: Working paperResearch

  12. 2012
  13. Published

    Credit Default Swaps are not default insurance policies. / Schmaltz, Christian; Thivaios, Periklis.

    In: Insurance and Finance Newsletter, No. 10, 2012.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

  14. Submitted

    Loan pricing for capital-constraint banks (early stage). / Schmaltz, Christian.

    2012.

    Research output: Working paperResearchpeer-review

  15. Published

    Optimal Bank Planning Under Basel III Regulations. / Pokutta, Sebastian ; Schmaltz, Christian.

    In: The Capco Institute Journal of Financial Transformation , Vol. 34, 2012, p. 165-174.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  16. Submitted

    Term deposit modelling (early stage). / Schmaltz, Christian; Brandt, Sebastian.

    2012.

    Research output: Working paperResearchpeer-review

  17. Published

    The identification of Systemically Important Financial Institutions (SIFIs) in the insurance industry: An activities-based methodology. / Baranoff, Etti; Haefeli, Daniel; Liedtke, Patrick M.; Schmaltz, Christian.

    In: Journal of Insurance Regulation, Vol. 31, No. 1, 2012, p. 59-90.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  18. 2011
  19. Submitted

    A Network Model for Bank Lending Capacity. / Schmaltz, Christian; Pokutta, Sebastian.

    2011.

    Research output: Working paperResearchpeer-review

  20. Published

    Managing liquidity : Optimal degree of centralization. / Pokutta, Sebastian; Schmaltz, Christian.

    In: Journal of Banking & Finance, Vol. 35, No. 3, 2011, p. 627-638.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  21. Submitted

    Measuring Systemic Risk and Contagion in Financial Networks. / Schmaltz, Christian; Pokutta, Sebastian; Stiller, Sebastian.

    2011.

    Research output: Working paperResearchpeer-review

  22. 2009
  23. Published

    A Quantitative Liquidity Model for Banks. / Schmaltz, Christian.

    Wiesbaden : Gabler, 2009. 240 p.

    Research output: Book/anthology/dissertation/reportBookResearch