Klaus Rheinberger - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2009 | 2008

Title Other author(s)

Credit risk in general equilibrium

European Central Bank Working papers [View] (Paper: 1445, 19.06.2012)

JEL: D52, G01, G32, G33

Credit Risk in General Equilibrium

National Bank of the Republic of Austria Working Papers [View] (Paper: WP172, 23.09.2011)

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 | 2012 | 2011 | 2009 | 2008