| Erscheinungsdatum | Titel | Autor(en) |
| 2018 | A macroeconomic reverse stress test | Grundke, Peter ; Pliszka, Kamil |
| 2010 | Changing default risk dependencies during the subprime crisis: DJ iTraxx subindices and goodness-of-fit-testing for copulas | Grundke, Peter |
| 2011 | Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis | Grundke, Peter ; Dieckmann, Simone |
| 2012 | Crisis and risk dependencies | Grundke, Peter ; Polle, Simone |
| 2012 | Further recipes for quantitative reverse stress testing | Grundke, Peter |
| 2019 | Global systemic risk measures and their forecasting power for systemic events | Grundke, Peter ; Tuchscherer, Michael |
| 2009 | Importance sampling for integrated market and credit portfolio models | Grundke, Peter |
| 2018 | Marketplace Lending und Verbriefungen: beunruhigende Parallelen? | Dinger, Valeriya ; Grundke, Peter ; Hartmann, Bernd J. |
| 2019 | Model and Estimation Risk in Credit Risk Stress Tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |
| 2019 | Model and estimation risk in credit risk stress tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |
| 2020 | Model and estimation risk in credit risk stress tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |
| 2013 | On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas | Garmann, Sebastian; Grundke, Peter |
| - | On the ranking consistency of systemic risk measures: empirical evidence* | Abendschein, Michael; Grundke, Peter |
| 2013 | On the reliability of integrated risk measurement in practice | Grundke, Peter |
| 2019 | Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model | Grundke, Peter |
| 2016 | Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model | Grundke, Peter |
| 2007 | Regulatory treatment of the double default effect under the New Basel Accord: how conservative is it? | Grundke, Peter |
| 2011 | Reverse stress tests with bottom-up approaches | Grundke, Peter |
| 2011 | Reverse stress tests with bottom-up approaches | Grundke, Peter |
| 2020 | The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study | Grundke, Peter ; Kuehn, Andre |
HOCHSCHULBIBLIOGRAPHIE