@techreport{36063,
  abstract     = {{This paper empirically investigates determinants of the outstanding net notional amount
of credit default swaps (CDSs) contracts written on banks. We extend and complement the
previous literature dealing with CDS trading by analyzing a comprehensive set of CDS tradingspecific,
bank-fundamental, macroeconomic and bank-institutional determinants. We find that
risk hedging clearly dominates an investor’s speculation and arbitrage motive, while the latter,
however, exhibits the strongest impact on the outstanding net notional amount of bank CDSs.
Furthermore, being classified as a G-SIB, being a constituent of the main CDS index and the
equity trading volume may significantly explain changes in the outstanding CDS net notional on
banks. The analysis at hand provides important implications for both academics and practitioners,
since understanding the trading motives of bank CDS investors provides a deeper insight into the
opaque CDS market. }},
  author       = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}},
  keywords     = {{banking, outstanding CDS net notional, determinants of bank CDS trading}},
  title        = {{{Determinants of CDS Trading on Major Banks}}},
  year         = {{2021}},
}

@techreport{29314,
  abstract     = {{Employing credit default swap (CDS) data for a sample of 52 major banks across 18 countries from 2008 to 2016, this paper investigates determinants of the outstanding net notional amount of CDS which are written on banks. We extend the current literature dealing with CDS trading by analyzing further CDS trading-specific, fundamental bank-specific as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We find that, next to well-discussed determinants for corporate firms in the literature, especially a bank's tail risk, capital adequacy, loan portfolio and business model affect a bank's outstanding CDS net notional. This finding indicates that investors in the bank CDS market partly have a recourse to a fundamental analysis for their investment decision. Our study fills an important gap since empirical studies have solely focused on sovereign and corporate CDS yet. In addition, the analysis at hand provides important implications for both academics and practitioners since understanding the trading motives of bank CDS investors gives deeper insights into the still opaque CDS market.}},
  author       = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}},
  keywords     = {{banking, outstanding CDS net notional, determinants of bank CDS trading}},
  title        = {{{Determinants of CDS trading on major banks}}},
  year         = {{2019}},
}

@techreport{13145,
  abstract     = {{Employing credit default swap (CDS) data for a sample of 52 major banks across 18 countries from 2008 to 2016, this paper investigates determinants of the outstanding net notional amount of CDS which are written on banks. We extend the current literature dealing with CDS trading by analyzing further CDS trading-specific, fundamental bank-specific as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We find that, next to well-discussed determinants for corporate firms in the literature, especially a bank's tail risk, capital adequacy, loan portfolio and business model affect a bank's outstanding CDS net notional. This finding indicates that investors in the bank CDS market partly have a recourse to a fundamental analysis for their investment decision. Our study fills an important gap since empirical studies have solely focused on sovereign and corporate CDS yet. In addition, the analysis at hand provides important implications for both academics and practitioners since understanding the trading motives of bank CDS investors gives deeper insights into the still opaque CDS market. }},
  author       = {{Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}},
  keywords     = {{banking, outstanding CDS net notional, determinants of bank CDS trading}},
  title        = {{{Determinants of CDS trading on major banks}}},
  year         = {{2019}},
}

@techreport{5170,
  abstract     = {{Employing credit default swap (CDS) data for a sample of 52 major banks across 18
countries from 2008 to 2016, this paper investigates determinants of the outstanding
net notional amount of CDS which are written on banks. We extend the current
literature dealing with CDS trading by analyzing further CDS trading-specific,
fundamental bank-specific as well as macroeconomic and institutional determinants
with a focus on bank CDS trading. We find that, next to well-discussed determinants
for corporate firms in the literature, especially a bank's tail risk, capital adequacy,
loan portfolio and business model affect a bank's outstanding CDS net notional.
This finding indicates that investors in the bank CDS market partly have a recourse
to a fundamental analysis for their investment decision. Our study fills an important
gap since empirical studies have solely focused on sovereign and corporate CDS yet.
In addition, the analysis at hand provides important implications for both academics
and practitioners since understanding the trading motives of bank CDS investors
gives deeper insights into the still opaque CDS market.}},
  author       = {{Hippert, Benjamin and Uhde, André}},
  keywords     = {{banking, outstanding CDS net notional, determinants of bank CDS trading}},
  title        = {{{Determinants of CDS trading on major banks}}},
  year         = {{2019}},
}

@article{28015,
  abstract     = {{Background
Understanding changes in dietary intake during puberty could aid the mapping of dietary interventions for primary prevention. The present study describes dietary changes from childhood to adolescence, and their associations with parental education, family income, child education, body mass index (BMI), pubertal onset and screen-time sedentary behaviour.
Methods
Dietary data (n = 1232) were obtained from food frequency questionnaires at the 10- and 15-year follow-ups of the GINIplus birth cohort study. Intakes of 17 food groups, macronutrients and antioxidant vitamins, were described by a) paired Wilcoxon rank sum tests, comparing average intakes at each time-point, and b) Cohen’s kappa “tracking” coefficients, measuring stability of intakes (maintenance of relative tertile positions across time). Further, associations of changes (tertile position increase or decrease vs. tracking) with parental education, family income, child education, pubertal onset, BMI, and screen-time, were assessed by logistic regression and multinomial logistic regression models stratified by baseline intake tertile.
Results
Both sexes increased average intakes of water and decreased starchy vegetables, margarine and dairy. Females decreased meat and retinol intakes and increased vegetables, grains, oils and tea. Males decreased fruit and carbohydrates and increased average intakes of meat, caloric drinks, water, protein, fat, polyunsaturated fatty acids (PUFAs), vitamin C and alpha-tocopherol. Both sexes presented mainly “fair” tracking levels [κw = 0.21–0.40]. Females with high (vs. low) parental education were more likely to increase their nut intake [OR = 3.8; 95 % CI = (1.7;8.8)], and less likely to decrease vitamin C intakes [0.2 (0.1;0.5)], while males were less likely to increase egg consumption [0.2 (0.1;0.5)] and n3 PUFAs [0.2 (0.1;0.5)]. Females with a higher (vs. low) family income were more likely to maintain medium wholegrain intakes [0.2 (0.1;0.7) for decrease vs. tracking, and 0.1 (0.0;0.5) for increase vs. tracking], and were less likely to decrease vitamin C intakes [0.2 (0.1;0.6)]. Males with high education were less likely to increase sugar-sweetened foods [0.1 (0.1;0.4)]. Finally, BMI in females was negatively associated with decreasing protein intakes [0.7 (0.6;0.9)]. In males BMI was positively associated with increasing margarine [1.4 (1.1;1.6)] and vitamin C intakes [1.4 (1.1;1.6)], and negatively associated with increasing n3 PUFA.
Conclusions
Average dietary intakes changed significantly, despite fair tracking levels, suggesting the presence of trends in dietary behaviour during puberty. Family income and parental education predominantly influenced intake changes. Our results support the rationale for dietary interventions targeting children, and suggest that sex-specific subpopulations, e.g. low socio-economic status, should be considered for added impact.}},
  author       = {{Harris, Carla  and Flexeder, Claudia and Thiering, Elisabeth and Buyken, Anette and Berdel, Dietrich and Koletzko, Sibylle and Bauer, Carl-Peter and Brüske, Irene and Koletzko, Berthold and Standl, Marie}},
  journal      = {{BMC Public Health}},
  keywords     = {{Puberty, Dietary intake, Dietary changes, Tracking, Determinants, Epidemiology}},
  pages        = {{841}},
  title        = {{{Changes in dietary intake during puberty and their determinants: results from the GINIplus birth cohort study}}},
  volume       = {{15}},
  year         = {{2015}},
}

@article{4396,
  abstract     = {{Analyzing 75 securitizing and non-securitizing stock-listed banks in the EU-13 plus Switzerland over the period from 1997 to 2010, this paper provides empirical evidence that loan securitization in Europe is a composite decision based on bank-specific as well as market- and country-specific determinants. In addition, we find that these determinants remarkably change when separately investigating securitization transactions during the pre-crisis and crisis period. Moreover, results from several subsample regressions reveal that determinants of loan securitizations in Europe depend on the transaction type, the underlying asset portfolio and the regulatory and institutional environment under which banks operate.}},
  author       = {{Farruggio, Christian and Uhde, André}},
  journal      = {{Journal of Banking and Finance}},
  keywords     = {{Securitization, Determinants, European banking}},
  pages        = {{12--27}},
  title        = {{{Determinants of loan securitization in European banking}}},
  doi          = {{10.1016/j.jbankfin.2015.01.015 }},
  volume       = {{56}},
  year         = {{2015}},
}