| Erscheinungsdatum | Titel | Autor(en) |
| 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 |
| 2021 | Too opaque to trust or next time everything is different? A case study on the impact of Wirecard’s crash on German TecDAX companies and other payment service providers | Dinger, Valeriya ; Grundke, Peter ; Rohde, Kai |
| 2010 | Top-down approaches for integrated risk management: How accurate are they? | Grundke, Peter |
HOCHSCHULBIBLIOGRAPHIE