Grundke, Peter

Profile

GrPe882.jpg picture
 
Full Name
Grundke, Peter
 
Variants
Grundke, P
Grundke, Peter
 
Main Affiliation
 
FIS NetID
 
Country
Germany
 
Lädt ... 2 0 20 0 false
 
Lädt ... 3 0 20 0 false
 

Publications


Aktive Filter:
Person:  Grundke, Peter
Erscheinungsdatum:  [2010 TO 2019]

1-16 von 16

ErscheinungsdatumTitelAutor(en)
12010Top-down approaches for integrated risk management: How accurate are they?Grundke, Peter 
22010Changing default risk dependencies during the subprime crisis: DJ iTraxx subindices and goodness-of-fit-testing for copulasGrundke, Peter 
32011Reverse stress tests with bottom-up approachesGrundke, Peter 
42011Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial CrisisGrundke, Peter ; Dieckmann, Simone
52011Reverse stress tests with bottom-up approachesGrundke, Peter 
62012Crisis and risk dependenciesGrundke, Peter ; Polle, Simone
72012Further recipes for quantitative reverse stress testingGrundke, Peter 
82013On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulasGarmann, Sebastian; Grundke, Peter 
92013On the reliability of integrated risk measurement in practiceGrundke, Peter 
102016Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network ModelGrundke, Peter 
112018A macroeconomic reverse stress testGrundke, Peter ; Pliszka, Kamil
122018Marketplace Lending und Verbriefungen: beunruhigende Parallelen?Dinger, Valeriya ; Grundke, Peter ; Hartmann, Bernd J. 
132019Global systemic risk measures and their forecasting power for systemic eventsGrundke, Peter ; Tuchscherer, Michael
142019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network modelGrundke, Peter 
152019Model and Estimation Risk in Credit Risk Stress TestsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael
162019Model and estimation risk in credit risk stress testsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael