| Title | Other author(s) | |
|---|---|---|
Stress testing German banks against a global cost-of-capital shockDeutsche Bundesbank Discussion Papers [View] (Paper: 04/2012, 29.05.2012) |
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Stress testing German banks against a global cost-of-capital shockDeutsche Bundesbank Discussion Papers [View] (Paper: 201204, 07.03.2012) |
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Systemic risk contributions: a credit portfolio approachDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/08, 20.05.2011) |
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Do specialization benefits outweigh concentration risks in credit portfolios of German banks?Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/10, 22.11.2010) |
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Crash Testing German BanksIJCB International Journal of Central Banking [View] (Paper: 09q3a5, 28.08.2009) |
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Stress testing German banks in a downturn in the automobile industryDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/02, 05.03.2009) |
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Estimating asset correlations from stock prices or default rates - which method is superior?Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/04, 14.04.2008) |
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Sector Concentration in Loan Portfolios and Economic CapitalNational Bank of Belgium Working Papers [View] (Paper: 105, 17.11.2006) |
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Sector concentration in loan portfolios and economic capitalDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2006/09, 14.11.2006) |
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Measuring business sector concentration by an infection modelDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2006/03, 02.06.2006) |
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Systematic Risk in Recovery Rates - An empirical Analysis of US Corporate Credit ExposuresDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2004/02, 17.08.2004) |
