Klaus Düllmann

Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen

Klaus Düllmann

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Klaus Düllmann Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen

Systematic risk in recovery rates

Klaus Düllmann

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Klaus Düllmann Systematic risk in recovery rates

Measuring business sector concentration by an infection model

Klaus Düllmann

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Klaus Düllmann Measuring business sector concentration by an infection model

Sector concentration in loan portfolios and economic capital

Klaus Düllmann

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Klaus Düllmann Sector concentration in loan portfolios and economic capital

Asset correlations and credit portfolio risk - an empirical analysis

Klaus Düllmann

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Klaus Düllmann Asset correlations and credit portfolio risk - an empirical analysis

Estimating asset correlations from stock prices or default rates - which method is superior?

Klaus Düllmann

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Klaus Düllmann Estimating asset correlations from stock prices or default rates - which method is superior?

Stress testing German banks in a downturn in the automobile industry

Klaus Düllmann

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Klaus Düllmann Stress testing German banks in a downturn in the automobile industry

Systemic risk contributions

Klaus Düllmann

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Klaus Düllmann Systemic risk contributions

Evaluation of minimum capital requirements for bank loans to SMEs

Klaus Düllmann

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Klaus Düllmann Evaluation of minimum capital requirements for bank loans to SMEs

Stress testing German banks against a global cost-of-capital shock

Klaus Düllmann

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Klaus Düllmann Stress testing German banks against a global cost-of-capital shock