Browsing All of EconStor by Author Düllmann, Klaus
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2004 | Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures | Düllmann, Klaus; Trapp, Monika |
2006 | Sector concentration in loan portfolios and economic capital | Masschelein, Nancy; Düllmann, Klaus |
2006 | Sector Concentration in Loan Portfolios and Economic Capital | Düllmann, Klaus; Masschelein, Nancy |
2006 | Measuring business sector concentration by an infection model | Düllmann, Klaus |
2007 | Asset correlations and credit portfolio risk: an empirical analysis | Düllmann, Klaus; Scheicher, Martin; Schmieder, Christian |
2008 | Estimating asset correlations from stock prices or default rates: which method is superior? | Düllmann, Klaus; Kunisch, Michael; Küll, Jonathan |
2009 | Stress testing German banks in a downturn in the automobile industry | Düllmann, Klaus; Erdelmeier, Martin |
2010 | Do specialization benefits outweigh concentration risks in credit portfolios of German banks? | Böve, Rolf; Düllmann, Klaus; Pfingsten, Andreas |
2011 | Systemic risk contributions: a credit portfolio approach | Düllmann, Klaus; Puzanova, Natalia |
2013 | Evaluation of minimum capital requirements for bank loans to SMEs | Düllmann, Klaus; Koziol, Philipp |
2016 | Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans | Dietsch, Michel; Düllmann, Klaus; Fraisse, Henri; Koziol, Philipp; Ott, Christine |