Grundke, Peter

Profile

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Full Name
Grundke, Peter
 
Variants
Grundke, P
 
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Country
Germany
 
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Publications


1-20 von 21

ErscheinungsdatumTitelAutor(en)
12009Importance sampling for integrated market and credit portfolio modelsGrundke, Peter 
22010Top-down approaches for integrated risk management: How accurate are they?Grundke, Peter 
32010Changing default risk dependencies during the subprime crisis: DJ iTraxx subindices and goodness-of-fit-testing for copulasGrundke, Peter 
42011Reverse stress tests with bottom-up approachesGrundke, Peter 
52011Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial CrisisGrundke, Peter ; Dieckmann, Simone
62011Reverse stress tests with bottom-up approachesGrundke, Peter 
72012Further recipes for quantitative reverse stress testingGrundke, Peter 
82012Crisis and risk dependenciesGrundke, Peter ; Polle, Simone
92013On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulasGarmann, Sebastian; Grundke, Peter 
102013On the reliability of integrated risk measurement in practiceGrundke, Peter 
112016Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network ModelGrundke, Peter 
122018Marketplace Lending und Verbriefungen: beunruhigende Parallelen?Dinger, Valeriya ; Grundke, Peter ; Hartmann, Bernd J. 
132018A macroeconomic reverse stress testGrundke, Peter ; Pliszka, Kamil
142019Global systemic risk measures and their forecasting power for systemic eventsGrundke, Peter ; Tuchscherer, Michael
152019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network modelGrundke, Peter 
162019Model and estimation risk in credit risk stress testsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael
172019Model and Estimation Risk in Credit Risk Stress TestsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael
182020Model and estimation risk in credit risk stress testsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael
192020The impact of the Basel III liquidity ratios on banks: Evidence from a simulation studyGrundke, Peter ; Kuehn, Andre
202021Too 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 providersDinger, Valeriya ; Grundke, Peter ; Rohde, Kai