Florian Resch

Oesterreichische Nationalbank (OeNB)

Otto-Wagner-Platz 3, PO Box 61

Vienna,

1010 Vienna, A-1011

Austria

  • Oesterreichische Nationalbank (OeNB)

SCHOLARLY PAPERS

5

DOWNLOADS

722

TOTAL CITATIONS

0

Scholarly Papers (5)

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1.

Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 24 Aug 2009 Last Revised: 05 Nov 2009
Wolfgang Aussenegg, Florian Resch and Gerhard Winkler
Vienna University of Technology, Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 286 (230,174)

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Rating System, Validation, Calibration Quality

2.

Overview of Central Banks’ In-house Credit Assessment Systems in the Euro Area

Banco de Espana Occasional Paper No. 2131
Number of pages: 60 Posted: 09 Dec 2021 Last Revised: 11 Apr 2022
Laura Auria, Markus Bingmer, Carlos Mateo Caicedo Graciano, Clémence Charavel, Sergio Gavilá, Alessandra Iannamorelli, Aviram Levy, Alfredo Maldonado, Florian Resch, Anna Maria Rossi and Stephan Sauer
Deutsche Bundesbank, Deutsche Bundesbank, Banque de France, Banque de France, Banco de España, Bank of Italy, Bank of Italy, Banco de España, Oesterreichische Nationalbank (OeNB), Bank of Italy and European Central Bank (ECB)
Downloads 151 (419,483)

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credit assessments, credit risk models, credit claims, ratings, ICAS

3.

Credit Risk Where It’s Due: Carbon Pricing and Firm Defaults

Number of pages: 59 Posted: 25 Oct 2023 Last Revised: 11 Feb 2025
Stefan Löschenbrand, Martin Maier, Laurent Millischer and Florian Resch
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Joint Vienna Institute and Oesterreichische Nationalbank (OeNB)
Downloads 134 (462,019)

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Credit Risk, Climate Change, Scenario Analysis, Transition Risk, Carbon Pricing

4.

Advances in Multivariate Back-testing for Credit Risk Underestimation

ECB Working Paper No. 1885
Number of pages: 35 Posted: 05 Jul 2016
François Coppens, Manuel Mayer, Laurent Millischer, Florian Resch, Stephan Sauer and Klaas Schulze
National Bank of Belgium, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 125 (488,234)

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credit ratings, probability of default, back-testing, one-sided

5.

Credit Risk Where It's Due

IMF Working Paper No. 2025/062
Number of pages: 62 Posted: 02 Apr 2025
Stefan Löschenbrand, Martin Maier, Laurent Millischer and Florian Resch
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Joint Vienna Institute and Oesterreichische Nationalbank (OeNB)
Downloads 26 (1,082,892)

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Credit Risk, Climate Change, Transition Risk, Carbon Pricing