Grundke, Peter
Full Name
Grundke, Peter
Variants
Grundke, P
Grundke, Peter
Grundke, Peter
Main Affiliation
FIS NetID
Country
Germany
Lädt ...
2
0
20
0
false
Lädt ...
3
0
20
0
false
1-6 von 6
Erscheinungsdatum | Titel | Autor(en) | |
---|---|---|---|
1 | 2009 | Importance sampling for integrated market and credit portfolio models | Grundke, Peter |
2 | 2010 | Top-down approaches for integrated risk management: How accurate are they? | Grundke, Peter |
3 | 2012 | Crisis and risk dependencies | Grundke, Peter ; Polle, Simone |
4 | 2016 | Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model | Grundke, Peter |
5 | 2019 | Model and Estimation Risk in Credit Risk Stress Tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |
6 | 2019 | Model and estimation risk in credit risk stress tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |