Otterstadter Str. 50
Mannheim, 68219
Germany
http://www.wehrspohn.de
Sanderring 2
Wuerzburg, Bavaria 97070
http://www.fzrm.uni-wuerzburg.de
Wehrspohn GmbH & Co. KG
University of Wuerzburg
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in Total Papers Downloads
Default probability, exposure, pricing, portfolio management, risk measure, portfolio improvement
Credit portfolio risk, risk measure, portfolio analysis, portfolio improvement, portfolio optimization
credit portfolio risk, analytical loss distribution, country risk, microeconomic risk, asset value model
Basel II, lean IRB-approaches, credit portfolio risk, transition design, banking
credit risk, credit portfolio modeling, credit portfolio risk, asset value model, elliptical distribution, asymptotic loss distribution, loss density, value at risk, model error, economic capital
Rating validation, backtesting, model validation, banking regulation
Monte-Carlo simulation, rapid prototyping, risk management
Banking supervision, Basel 2, IRB
Monte-Carlo simulation, rapid prototyping, risk analysis, risk management
Rating, software evaluation
GARCH, heteroskedasticity, volatility spillover
Default probabilities, validation, credit risk
Market Data, Public Data Sources, API, ECB, FRED, Eurostat, World Bank, Apilayer Marketstack
market data feed, data consolidation, model selection, calibration, simulation
risk management, expert assessment, early warning indicators
risk management, expert assessments, early warning indicators
