Publikationen von 0000-0001-6324-035X
(ORCID: 0000-0001-6324-035X)

Kratochwil, Michael (2020) Measuring Counterparty Risk - Development of innovative Methods in Light of Regulatory Reforms. Dissertation, Universität Regensburg.

Büchel, Patrick, Kratochwil, Michael und Rösch, Daniel (2020) Computing valuation adjustments for counterparty credit risk using a modified supervisory approach. Review of Derivatives Research 23 (3), S. 273-322.