.
Duellmann, Klaus's
Scholarly Papers
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column.
Aggregate Statistics
Total Downloads
2,382
Total
Citations
35
1.
Duellmann, Klaus Deutsche Bundesbank
Masschelein, Nancy National Bank of Belgium - Department of International Cooperation and Financial Stability
611
(19,487)
2
credit concentration, sector concentration risk, economic capital
2.
Duellmann, Klaus Deutsche Bundesbank
Trapp, Monika University of Cologne
524
(24,003)
9
asset correlation, New Basel Accord, recovery rate, LGD, recovery correlation, single risk factor model
3.
Duellmann, Klaus Deutsche Bundesbank
Windfuhr, Marc affiliation not provided to SSRN
359
(38,893)
10
4.
Duellmann, Klaus Deutsche Bundesbank
Windfuhr, Marc affiliation not provided to SSRN
338
(41,900)
10
5.
Bühler, Wolfgang University of New South Wales, Australian Business School
Duellmann, Klaus Deutsche Bundesbank
Windfuhr, Marc affiliation not provided to SSRN
305
(47,256)
1
6.
Duellmann, Klaus Deutsche Bundesbank
Masschelein, Nancy National Bank of Belgium - Department of International Cooperation and Financial Stability
149
(98,568)
3
sector concentration risk, economic capital
7.
Puzanova, Natalia Deutsche Bundesbank
Duellmann, Klaus Deutsche Bundesbank
96
(139,030)
systemic risk, systemic risk contributions, systemic capital charge, expected shortfall, importance sampling
8.
Duellmann, Klaus Deutsche Bundesbank
Sosinska, Agnieszka Goethe University Frankfurt - Finance Department
Credit default swaps, Credit risk, Market indicators, Reduced-form
9.
Duellmann, Klaus Deutsche Bundesbank
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Windfuhr, Marc affiliation not provided to SSRN
10.
Duellmann, Klaus Deutsche Bundesbank
Uhrig-Homburg, Marliese Karlsruhe Institute of Technology (KIT)
Windfuhr, Marc affiliation not provided to SSRN
Credit spreads, term structure estimation, bond ratings
Records 1 -
10
of 10 matches
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1
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Duellmann, Klaus's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
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that column.
Aggregate Statistics
Total Downloads
30
Total
Citations
0
1.
Puzanova, Natalia Deutsche Bundesbank
Duellmann, Klaus Deutsche Bundesbank
Posted:
01 Mar 11
Last Revised:
11 Nov 11
30
Systemic Risk Contribution, Systemic Capital Charge, Expected Shortfall, Importance Sampling, Granularity Adjustment
Records 1 -
1
of 1 matches
[
1
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