Martin Knaup

CentER, Tilburg University

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

http://center.uvt.nl/phd_stud/knaup/

SCHOLARLY PAPERS

2

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CROSSREF CITATIONS

9

Scholarly Papers (2)

1.

A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis

European Banking Center Discussion Paper No. 2009-06S, CentER Discussion Paper No. 2009–35S
Number of pages: 32 Posted: 30 Sep 2008 Last Revised: 21 Nov 2011
Martin Knaup and Wolf Wagner
CentER, Tilburg University and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 890 (26,102)
Citation 13

Abstract:

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credit risk, asset quality, banks, subprime crisis

2.

Tail Risk at Banks

Number of pages: 23 Posted: 18 Dec 2009 Last Revised: 14 Dec 2013
Martin Knaup and Wolf Wagner
CentER, Tilburg University and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 171 (177,801)
Citation 1

Abstract:

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tail risk, forward looking, banks, systemic crisis