Number of items at this level: 101.
2012
2011
2010
Hamerle, Alfred and
Plank, Kilian
(2010)
Copula Choice with Factor Credit Portfolio Models.
In:
Kneib, Thomas and
Tutz, Gerhard, (eds.)
Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir.
Physica-Verlag, pp. 321-336.
ISBN 978-3-7908-2412-4.
Fulltext not available.
Donhauser, Martin,
Hamerle, Alfred and
Plank, Kilian
(2010)
Quantifying Systematic Risk in a Portfolio of Collateralised Debt Obligations.
In:
Rösch, Daniel and
Scheule, Harald, (eds.)
Model Risk: Identification, Measurement and Management.
Risk Books, London, pp. 457-488.
ISBN 978-1-906348-25-0.
Fulltext not available.
2009
Hamerle, Alfred,
Liebig, Thilo and
Schropp, Hans-Jochen
(2009)
Systematic Risk of CDOs and CDO Arbitrage.
Discussion paper / Deutsche Bundesbank, Eurosystem: Series 2, Banking and financial studies 2009,13,
Discussion Paper, Dt. Bundesbank, Frankfurt am Main.
Fulltext not available.
2008
Donhauser, Martin,
Hamerle, Alfred and
Plank, Kilian
(2008)
Dynamic Risk of CDOs.
Working Paper.
Fulltext not available.
Hamerle, Alfred,
Jobst, Rainer,
Knapp, Michael and
Lerner, Matthias
(2008)
Stress-Testing Credit Value-at-Risk: a Multiyear Approach.
In:
Rösch, Daniel and
Scheule, Harald, (eds.)
Stress Testing for Financial Institutions: Applications, Regulations and Techniques.
Riskbooks, London, pp. 67-91.
ISBN 978-1-906348-11-3.
Fulltext not available.
Hamerle, Alfred and
Plank, Kilian
(2008)
Stress-testing CDOs.
The Journal of Risk Model Validation 2 (4, Spe), pp. 51-64.
Fulltext not available.
2007
2006
Hamerle, Alfred,
Knapp, Michael and
Wildenauer, Nicole
(2006)
Modelling Loss Given Default: A "Point in Time"-Approach.
In:
Engelmann, Bernd, (ed.)
The Basel II risk parameters: estimation, validation, and stress testing.
Springer, Berlin, pp. 127-142.
ISBN 3-540-33085-2.
Fulltext not available.
2005
2004
Boegelein, Leif,
Hamerle, Alfred,
Knapp, Michael and
Rösch, Daniel
(2004)
14. Econometric Methods for Sector Analysis.
In:
Gundlach, Matthias and
Lehrbass, Frank, (eds.)
CreditRisk+ in the banking industry.
Springer finance (14).
Springer, Berlin, pp. 231-248.
ISBN 3-540-20738-4; 978-3-540-20738-2.
Fulltext not available.
Hamerle, Alfred,
Liebig, Thilo and
Scheule, Harald
(2004)
Forecasting Credit Portfolio Risk.
Discussion paper / Deutsche Bundesbank: Series 2, Banking and financial studies 2004,1,
Dt. Bundesbank, Frankfurt am Main.
2003
Scheule, Harald
(2003)
Prognose von Kreditausfallrisiken.
Risikomanagement und Finanzcontrolling, 8.
Uhlenbruch, Bad Soden/Ts..
ISBN 3-933207-41-X.
Fulltext not available.
2002
Boegelein, Leif,
Hamerle, Alfred,
Rauhmeier, Robert and
Scheule, Harald
(2002)
Parametrisierung von CreditRisk+ im Konjunkturzyklus: Dynamische Ausfallquoten und Sektorenanalyse.
Deutsches Risk: currencies, interest rates, equities, commodities, credit 2 (2), pp. 37-42.
Fulltext not available.
2001
2000
1999
1998
1996
1995
1994
1993
1991
Blossfeld, Hans-Peter and
Hamerle, Alfred
(1991)
Event-history models in social mobility research.
In:
Magnusson, David, (ed.)
Problems and methods in longitudinal research : stability and change.
European Network on Longitudinal Studies on Individual Development, 5.
Cambridge Univ. Press, Cambridge, pp. 212-235.
ISBN 0-521-40195-X.
1990
1989
1988
1987
1986
1985
1984
1983
1982
1980
1975
This list was generated on Sun Dec 10 15:24:30 2023 CET.