Grundke, Peter

Profile

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Full Name
Grundke, Peter
 
Variants
Grundke, P
Grundke, Peter
 
Main Affiliation
 
FIS NetID
 
Country
Germany
 
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Publications


1-20 von 20

ErscheinungsdatumTitelAutor(en)
12018A macroeconomic reverse stress testGrundke, Peter ; Pliszka, Kamil
22010Changing default risk dependencies during the subprime crisis: DJ iTraxx subindices and goodness-of-fit-testing for copulasGrundke, Peter 
32012Crisis and risk dependenciesGrundke, Peter ; Polle, Simone
42012Further recipes for quantitative reverse stress testingGrundke, Peter 
52019Global systemic risk measures and their forecasting power for systemic eventsGrundke, Peter ; Tuchscherer, Michael
62009Importance sampling for integrated market and credit portfolio modelsGrundke, Peter 
72018Marketplace Lending und Verbriefungen: beunruhigende Parallelen?Dinger, Valeriya ; Grundke, Peter ; Hartmann, Bernd J. 
82019Model and Estimation Risk in Credit Risk Stress TestsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael
92019Model and estimation risk in credit risk stress testsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael
102020Model and estimation risk in credit risk stress testsGrundke, Peter ; Pliszka, Kamil; Tuchscherer, Michael
112013On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulasGarmann, Sebastian; Grundke, Peter 
12-On the ranking consistency of systemic risk measures: empirical evidence*Abendschein, Michael; Grundke, Peter 
132013On the reliability of integrated risk measurement in practiceGrundke, Peter 
142019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network modelGrundke, Peter 
152016Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network ModelGrundke, Peter 
162007Regulatory treatment of the double default effect under the New Basel Accord: how conservative is it?Grundke, Peter 
172011Reverse stress tests with bottom-up approachesGrundke, Peter 
182020The impact of the Basel III liquidity ratios on banks: Evidence from a simulation studyGrundke, Peter ; Kuehn, Andre
192021Too 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
202010Top-down approaches for integrated risk management: How accurate are they?Grundke, Peter