Klaus Rheinberger

University of Applied Sciences Vorarlberg

Hochschulstr. 1

Dornbirn, A-6850

Austria

SCHOLARLY PAPERS

3

DOWNLOADS

487

SSRN CITATIONS
Rank 26,451

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Top 26,451

in Total Papers Citations

0

CROSSREF CITATIONS

25

Scholarly Papers (3)

1.

Macroeconomic Stress and Worst Case Analysis of Loan Portfolios

Number of pages: 31 Posted: 23 Jun 2008
Thomas Breuer, Martin Jandacka, Klaus Rheinberger and Martin Summer
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 325 (92,294)
Citation 2

Abstract:

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macro stress test, worst case, Maximum Loss, risk integration, scenario analysis, foreign currency loans

2.
Downloads 133 (215,467)
Citation 12

Credit Risk in General Equilibrium

ECB Working Paper No. 1445
Number of pages: 37 Posted: 10 Jul 2012
Jürgen Eichberger, Klaus Rheinberger and Martin Summer
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 89 (288,147)

Abstract:

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Credit risk, endogenous risk, systemic risk, banking regulation

Credit Risk in General Equilibrium

CESifo Working Paper Series No. 4602
Number of pages: 40 Posted: 12 Feb 2014
Jürgen Eichberger, Klaus Rheinberger and Martin Summer
Heidelberg University - Alfred Weber Institute for Economics, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 44 (417,322)

Abstract:

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financial markets equilibrium, bankruptcy

3.

Regulatory Capital for Market and Credit Risk Interaction: Is Current Regulation Always Conservative?

Bundesbank Series 2 Discussion Paper No. 2008,14
Number of pages: 44 Posted: 08 Jun 2016
Thomas Breuer, Martin Jandacka, Klaus Rheinberger and Martin Summer
University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg, University of Applied Sciences Vorarlberg and Oesterreichische Nationalbank (OeNB)
Downloads 29 (472,402)

Abstract:

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integrated analysis of market and credit risk, risk management, foreign currency loans, banking regulation