C
Christian Upper
Researcher at Bank for International Settlements
Publications - 58
Citations - 2953
Christian Upper is an academic researcher from Bank for International Settlements. The author has contributed to research in topics: Interbank lending market & Interest rate. The author has an hindex of 21, co-authored 58 publications receiving 2812 citations. Previous affiliations of Christian Upper include Deutsche Bundesbank.
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Simulation methods to assess the danger of contagion in interbank markets
TL;DR: In this article, the authors provide a critical assessment of the modelling assumptions on which they are based, and discuss their use in financial stability analysis, concluding that contagious defaults are unlikely but cannot be fully ruled out, at least in some countries.
Journal ArticleDOI
Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?
Christian Upper,Andreas Worms +1 more
TL;DR: In this paper, the authors use balance sheet information to estimate a matrix of bilateral credit relationships for the German banking system and test whether the breakdown of a single bank can lead to contagion.
Journal ArticleDOI
Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?
Christian Upper,Andreas Worms +1 more
TL;DR: In this article, the authors use balance sheet information to estimate the matrix of bilateral credit relationships for the German banking system and test whether the breakdown of a single bank can lead to contagion.
Posted Content
What drives interbank rates? Evidence from the Libor panel
TL;DR: In this paper, the authors identify the drivers of the increase in risk premium contained in the interest rates on three-month interbank deposits at large, internationally active banks and identify the role of credit and liquidity factors.
Posted Content
Financial Crises and Economic Activity
Stephen G. Cecchetti,Stephen G. Cecchetti,Stephen G. Cecchetti,Marion Kohler,Christian Upper +4 more
TL;DR: The authors studied the output costs of 40 systemic banking crises since 1980 and found that the output losses of past banking crises were higher when they were accompanied by a currency crisis or when growth was low at the onset of the crisis.