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