Fabian Woebbeking

Goethe University Frankfurt - Department of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt, 60323

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 36,334

in Total Papers Downloads

1,170

CITATIONS

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Scholarly Papers (6)

1.

Tail-Risk Protection Trading Strategies

Number of pages: 25 Posted: 11 Dec 2015 Last Revised: 31 Jul 2018
Berlin School of Economics and Law, Firamis, Zurich University of Applied Sciences, Center for Asset Management and Goethe University Frankfurt - Department of Finance
Downloads 912 (24,093)

Abstract:

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tail-risk protection, portfolio protection, extreme events, tail distributions, trading strategies

2.

How to Talk down Your Stock Returns

Number of pages: 25 Posted: 08 Mar 2019
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 125 (221,109)

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conference calls, management blathering, information asymmetry, stock returns

3.

A Factor-Model Approach for Correlation Scenarios and Correlation Stress Testing

Number of pages: 27 Posted: 16 Aug 2018 Last Revised: 21 Feb 2019
Natalie Packham and Fabian Woebbeking
Berlin School of Economics and Law and Goethe University Frankfurt - Department of Finance
Downloads 91 (275,785)

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Correlation Stress Testing, Scenario Selection, Market Risk, Correlation Risk, 'London Whale'

4.

The London Whale

Number of pages: 11 Posted: 30 Jul 2018
Natalie Packham and Fabian Woebbeking
Berlin School of Economics and Law and Goethe University Frankfurt - Department of Finance
Downloads 42 (407,595)

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correlation stress testing, scenario selection, credit risk management, 'London Whale'

5.

Stress Testing the Unknown - The Impact of Network Reconstruction on Systemic Risk Estimates

Posted: 08 Mar 2019
Fabian Woebbeking
Goethe University Frankfurt - Department of Finance

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systemic risk, network reconstruction, bank network structure, contagion

6.

Systemic Risk and Capital Adequacy

Posted: 12 Apr 2017 Last Revised: 31 Jul 2018
Fabian Woebbeking
Goethe University Frankfurt - Department of Finance

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Systemic Risk, Network Model, Bayesian Network Reconstruction, Contagion Transmission Channels, Bank Regulation, Regulatory Capital