Wolfgang Reitgruber

Erste Group Bank AG

Deputy head of credit risk modelling

Am Belvedere 1

Vienna, 1100

Austria

http://at.linkedin.com/in/wolfgangreitgruber

SCHOLARLY PAPERS

3

DOWNLOADS
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in Total Papers Downloads

1,899

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Methodological Thoughts on Expected Loss Estimation for IFRS 9 Impairment: Hidden Reserves, Cyclical Loss Predictions and LGD Backtesting

Published in Credit Technology by Serasa Experian, No 92, p 7-29, on Sept 1, 2015 (in English and Portuguese with local market additions by Carlos Antonio Campos Nogueira).
Number of pages: 31 Posted: 11 Aug 2015 Last Revised: 12 Jan 2016
Wolfgang Reitgruber
Erste Group Bank AG
Downloads 1,130 (23,864)

Abstract:

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Credit risk, IFRS 9 Impairment, ED 2009, iACV(c), PD, EAD, LGD, Expected Loss, Backtesting, Basel II, IRBA, Loan Loss Provisions, Impact of Risk(c), IoR(c), PL Dashboard, NPL Dashboard

2.

Expected Loss and Impact of Risk: Backtesting Parameter-Based Expected Loss in a Basel II Framework

Journal of Risk Model Validation 7(3), 59-84, Fall 2013, Incisive Media
Number of pages: 28 Posted: 29 Jul 2015 Last Revised: 13 Aug 2015
Wolfgang Reitgruber
Erste Group Bank AG
Downloads 522 (67,896)

Abstract:

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Credit risk, PD, EAD, LGD, Expected Loss, Backtesting, Basel II, IRBA, Impairment, Shortfall, Loan Loss Provisions, Validation, Impact of Risk(c), IoR(c), PL Backtest, NPL Backtest, IFRS 9

3.

Impact of Risk: An Alternative Credit Risk Measure Based on Expected Credit Losses for Business Steering and Model Backtesting

IFRS 9 Key Issues and Impacts, Whitepaper published by Risk Dynamics SPRL, Brussels, Belgium, June 2015, pp 10-11.
Number of pages: 2 Posted: 11 Aug 2015
Wolfgang Reitgruber
Erste Group Bank AG
Downloads 247 (156,566)

Abstract:

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Credit risk, PD, EAD, LGD, Expected Loss, Backtesting, Basel II, IRBA, Impairment, Shortfall, Loan Loss Provisions, Validation, Impact of Risk(c), IoR(c), PL Backtest, NPL Backtest, IFRS 9

Other Papers (2)

Total Downloads: 582
1.

IFRS 9, Chance and Challenge for Credit Risk Modelling

Number of pages: 1 Posted: 28 Jul 2015
Wolfgang Reitgruber
Erste Group Bank AG
Downloads 346

Abstract:

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IFRS 9 impairment, credit risk, expected loss, loan loss provisions

2.

Accounting for Expected Credit Losses Under IFRS 9: Thoughts on Benchmarking, Calibration and the Economic Value

IFRS 9 Key Issues and Impacts, Whitepaper published by Risk Dynamics SPRL, Brussels, Belgium, June 2015, pp 8-9.
Number of pages: 2 Posted: 11 Aug 2015
Wolfgang Reitgruber
Erste Group Bank AG
Downloads 236

Abstract:

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Credit risk, IFRS 9 Impairment, ED 2009, iACV(c), PD, EAD, LGD, Expected Loss, Backtesting, Basel II, IRBA, Loan Loss Provisions, Impact of Risk(c), IoR(c), PL Dashboard, NPL Dashboard