Research/ Projects
Seminars/ Workshops

 1. Published

  • 2012 | August, C. Schmaltz/ P. Thivaios,
    Credit Default Swaps are not default insurance policies,
    Insurance and Finance Newsletter, The Geneva Association
  • 2012 | March, C. Schmaltz/ S. Pokutta,
    Optimal bank planning under Basel III - regulations,
    Journal of financial transformation
  • 2012 | September, C. Schmaltz, E. Baranoff, D. Haefeli, P. Liedke, 
    The identification of Systemically Important Financial Institutions (SIFI) in the insurance industry: An activities-based methodology,
    Journal of Insurance Regulation
  • 2012 | December, C. Schmaltz, T. Heidorn, S. Pokutta, S. Andrae,
    How to make shareholders happy under Basel III, submitted.
  • 2011 | January, C. Schmaltz, S. Pokutta,
    Managing liquidity : optimal degree of centralization,
    Journal of Banking and Finance, 35(3), 627 - 638
  • 2009 | August, C. Schmaltz
    A quantitative liquidity model for banks,
    Publisher: Gabler

2. Working papers

  • Loan pricing for capital-constraint banks (started 2012, early stage)
  • Term deposit modelling (started 2012, early stage), with S. Brandt
  • A network model for bank lending capacity (started 2011, submitted), with S. Pokutta
  • Measuring systemic risk and contagion in financial networks (started 2011, submitted),
    with S. Pokutta, S. Stiller
  • Are Credit Default Swaps "Credit Default Insurances"? (started 2012, submitted), with P. Thivaios

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