Frank Lehrbass

L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)

Professor Dr.

Dusseldorf

Germany

http://lehrbass.de

  • L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)

SCHOLARLY PAPERS

12

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1,032

CITATIONS

5

Scholarly Papers (12)

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1.

Counterparty Credit Risk and Clearing of Derivatives – From the Perspective of an Industrial Corporate with a Focus on Commodity Markets

Number of pages: 53 Posted: 22 Oct 2012 Last Revised: 14 Jun 2013
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 249 (121,983)

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counterparty risk, credit, central clearing, commodities, commodity markets, hedging, pricing, credit derivatives, portfolio models, trade finance, industry risk management, corporate risk management, central counterparty

2.

Hedging the Counterparty Credit Risk of an Oil Company with Oil Futures Using Dynamic GARCH – A Derivative's Approach to Right-Way Risk

Downloads 232 (130,967)

Hedging the Counterparty Credit Risk of an Oil Company with Oil Futures Using Dynamic GARCH – A Derivative's Approach to Right-Way Risk

Number of pages: 21 Posted: 10 Jan 2014
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 137 (209,800)

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Corporate risk management, right-way risk, dynamic bivariate GARCH, ECM, cointegrated system, optimal hedging

Hedging the Counterparty Credit Risk of an Oil Company with Oil Futures Using Dynamic GARCH – A Derivative's Approach to Right-Way Risk

USAEE Working Paper No. 14-164
Number of pages: 28 Posted: 14 Jun 2014
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 95 (274,601)

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corporate risk management, right-way risk, GARCH, ECM, cointegrated system

3.

A Short Note on Sovereign Commodity Risk Management

USAEE Working Paper No. 14-198
Number of pages: 6 Posted: 19 Jan 2015
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 103 (258,419)

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Sovereign risk management, rationalist explanations, expected utility maximization, commodity risk management, hedging

4.

A Simple Approach to Country Risk

Number of pages: 37 Posted: 20 Oct 2012 Last Revised: 14 Jun 2013
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 86 (290,448)
Citation 5

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country risk, delta hedging, no arbitrage, relative value, sovereign risk, sovereign bonds, emerging markets, hedging EM, hedging sovereign risk, hedging sovereign bonds

5.

Sovereign Risk Management: A Rationalist Explanation of Putin's and Trump's Risk Taking Behavior and Its Consequences

Corporate Governance and Sustainability Review, 1(2), 2017, 6-16
Number of pages: 19 Posted: 01 Mar 2017 Last Revised: 20 Nov 2017
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 70 (327,519)
Citation 1

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Putin, Trump, sovereign risk management, conflict in Ukraine, trade war

6.

A Short Note on Corporate Risk Management: The Case of Thyssenkrupp AG

Number of pages: 7 Posted: 04 Feb 2018
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 67 (335,377)

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Corporate Risk Management, Commodity Risk Management, Hedging, Thyssenkrupp

7.

Corporate Production and Hedging Decisions Under Dodd-Frank and EMIR

USAEE Working Paper No. 14-170
Number of pages: 18 Posted: 06 Sep 2014
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 66 (338,062)

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Industry risk management, corporate risk management, liquidity risk management, liquidity buffer, liquidity value at risk, margin at risk, treasury management, EMIR, Dodd-Frank

8.

Risk Sharing Markets and International Trade – A Comment

"Optimal Hedging with Currency Forwards, Calls, and Calls on Forwards for the Competitive Exporting Firm Facing Exchange Rate Uncertainty", (extended version) Journal of Economics Vol. 59, No. 1, 1994, 51-70., Yearbooks of Economics and Statistics (Jahrb. f. Nationalok. u. Stat.) Vol. 213/2, 1994, 230-238.
Number of pages: 9 Posted: 17 Jan 2014
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 52 (379,609)

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corporate risk management, full hedge theorem, real options, ex-post production flexibility, foreign exchange risk

9.

Deep Nothing: How to Hit the Wall With Deep Learning

Number of pages: 14 Posted: 02 Jan 2019
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 49 (389,567)

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Deep Learning, Image Recognition, CNN, MLP, MXNet

10.

A Short Note on Corporate Risk Management: The Case of HeidelbergCement AG

Number of pages: 6 Posted: 22 May 2019
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 33 (450,993)

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corporate risk management, commodity risk management, energy price risk, hedging, HeidelbergCement

11.

Spurious Regulation: Who Believes in 'No More Bailouts'?

Number of pages: 29 Posted: 15 Jul 2019
Mark Henning and Frank Lehrbass
FOM University of Applied Sciences - ESSEN, Students and L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)
Downloads 25 (490,611)

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bailout, bailin, implicit support, banking regulation

12.

Coping with the Clearing Obligation - From the Perspective of an Industrial Corporate with a Focus on Commodity Markets

Posted: 16 May 2013 Last Revised: 17 Oct 2014
Frank Lehrbass
L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)

Abstract:

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industry risk management, corporate risk management, liquidity risk management, liquidity buffer, liquidity value at risk, margin at risk, treasury management, EMIR, Dodd-Frank