Entries of Jobst, Rainer on the publication server

Jobst, Rainer and Rösch, Daniel (2022) Euro Zone Sovereign Default Risk and Capital—A Bayesian Approach. The Journal of Fixed Income 31 (3), pp. 41-65. Fulltext not available.

Jobst, Rainer (2022) Sovereign Probabilities of Default in the Euro Area. Journal of Credit Risk 18 (4), pp. 65-91. Fulltext not available.

Jobst, Rainer, Kellner, Ralf and Rösch, Daniel (2020) Bayesian Loss Given Default Estimation for European Sovereign Bonds. International Journal of Forecasting 36, pp. 1073-1091. Fulltext not available.

Jobst, Rainer, Rösch, Daniel, Scheule, Harald and Schmelzle, Martin (2015) A Simple Econometric Approach for Modeling Stress Event Intensities. Journal of Futures Markets 35 (4), pp. 300-320. Fulltext not available.

Hamerle, Alfred, Dartsch, Andreas, Jobst, Rainer and Plank, Kilian (2011) Integrating Macroeconomic Risk Factors into Credit Portfolio Models. Journal of Risk Model Validation 5 (2), pp. 3-24. Fulltext not available.

Hamerle, Alfred and Jobst, Rainer (2011) Risikoadäquate Integration von Kreditverbriefungen in Kreditportfoliomodelle. Risiko Manager 1, 1,8-17. Fulltext not available.

Hamerle, Alfred, Jobst, Rainer and Schropp, Hans-Jochen (2008) CDOs versus Anleihen: Risikoprofile im Vergleich. Risiko-Manager 22, 1,8-14. Fulltext not available.

Hamerle, Alfred, Jobst, Rainer and Lerner, Matthias (2008) Mehrjährige makroökonomische Stresstests: Ein ökonometrischer Ansatz. Risiko-Manager 9, 1,8-15. Fulltext not available.

Jobst, Rainer (2008) Modellierung von mehrjährigen Kreditausfallrisiken. WiKu-Verl., Duisburg. ISBN 978-3-86553-260-2. 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, Jobst, Rainer, Liebig, Thilo and Rösch, Daniel (2007) Multiyear Risk of Credit Losses in SME Portfolios. Journal of Financial Forecasting 1 (2), pp. 25-54. Fulltext not available.

Hamerle, Alfred, Jobst, Rainer, Tegelkamp, Christian and Wadè, Markus (2004) Ermittlung der Ausfallwahrscheinlichkeit von Kreditnehmergemeinschaften. Working Paper. (Unpublished) Fulltext not available.