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DateTitle Authors
2007 Granularity adjustment for Basel IILütkebohmert, Eva / Gordy, Michael B.
2007 Open-end real estate funds in Germany: genesis and crisisBannier, Christina E. / Fecht, Falko / Tyrell, Marcel
2008 Stress testing of real credit portfoliosMager, Ferdinand / Schmieder, Christian
2004 Change and Crisis in the Japanese Banking IndustryKrawczyk, Mariusz K.
2003 Evaluating VaR Forecasts under Stress – The German ExperienceJaschke, Stefan / Stahl, Gerhard / Stehle, Richard
2009 CDOs and systematic risk: Why bond ratings are inadequateKrahnen, Jan Pieter / Wilde, Christian
2008 Risk transfer with CDOsKrahnen, Jan Pieter / Wilde, Christian
2004 Der Loss Given Default und die Behandlung erwarteter Verluste im Baseler IRB-AnsatzGürtler, Marc / Heithecker, Dirk
2005 Sicherheitenoptimierung im IRB-Modell von Basel II: Die adäquate Anrechnung von BürgschaftenGürtler, Marc / Heithecker, Dirk
2006 Coherent banking capital and optimal credit portfolio structureBreuer, Wolfgang / Gürtler, Marc

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