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
Erscheinungsdatum
Typ
1-5 von 5
| Erscheinungsdatum | Titel | Autor(en) | |
|---|---|---|---|
| 1 | 2007 | Regulatory treatment of the double default effect under the New Basel Accord: how conservative is it? | Grundke, Peter |
| 2 | 2011 | Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis | Grundke, Peter ; Dieckmann, Simone |
| 3 | 2016 | Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model | Grundke, Peter |
| 4 | 2019 | Model and Estimation Risk in Credit Risk Stress Tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |
| 5 | 2019 | Model and estimation risk in credit risk stress tests | Grundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael |