Thomas Breuer - Central Bank Research Hub

Papers by year: All | 2013 | 2010 | 2009 | 2008

Title Other author(s)

Endogenous Leverage and Asset Pricing in Double Auctions

National Bank of the Republic of Austria Working Papers [View] (Paper: WP184, 21.08.2013)

A systematic approach to multi-period stress testing of portfolio credit risk

Bank of Spain Working Papers [View] (Paper: 1018, 18.06.2010)

JEL: C15, G20, G28, G32

How to Find Plausible, Severe, and Useful Stress Scenarios

IJCB International Journal of Central Banking [View] (Paper: 09q3a7, 28.08.2009)

How to find plausible, severe, and useful stress scenarios

National Bank of the Republic of Austria Working Papers [View] (Paper: WP150, 05.03.2009)

JEL: C15, G20, G28, G32

Regulatory capital for market and credit risk interaction: is current regulation always conservative?

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/14, 04.06.2008)

JEL: C15, G20, G28, G32

Papers by year: All | 2013 | 2010 | 2009 | 2008