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Grundke, Peter
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Showing results 12 to 22 of 22
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Issue Date
Title
Author(s)
2013
On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian; Grundke, Peter
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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