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~language:"eng"
~person:"Breuer, Thomas"
~subject:"Bankenaufsicht"
~subject:"Bankrisiko"
~subject:"Risk"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Breuer, Thomas
Dionne, Georges
24
Schuermann, Til
24
Broll, Udo
23
Wang, Ruodu
20
Daníelsson, Jón
18
McAleer, Michael
18
Gatzert, Nadine
15
Pelizzon, Loriana
15
Acharya, Viral V.
14
Embrechts, Paul
14
Engle, Robert F.
14
Li, Jianping
14
Vries, Casper G. de
14
McConnell, Patrick
13
Rochet, Jean-Charles
12
Stoja, Evarist
12
Tan, Ken Seng
12
Kunreuther, Howard
11
Mao, Tiantian
11
Stulz, René M.
11
Zhu, Xiaoqian
11
Curti, Filippo
10
Fabozzi, Frank J.
10
Härdle, Wolfgang
10
Manganelli, Simone
10
Summer, Martin
10
Adam-Müller, Axel F. A.
9
Boonen, Tim J.
9
Cai, Jun
9
Farkas, Walter
9
Goodwin, Barry K.
9
Hasan, Iftekhar
9
Kit, Pong Wong
9
Mnasri, Mohamed
9
Ongena, Steven
9
Schmeiser, Hato
9
Turvey, Calum Greig
9
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8
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8
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Journal of banking & finance
4
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2
Documentos de trabajo / Banco de España, Servicio de Estudios
1
Financial stability report
1
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ECONIS (ZBW)
8
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1
Systematic systemic stress tests
Breuer, Thomas
;
Summer, Martin
-
2018
Persistent link: https://www.econbiz.de/10011984002
Saved in:
2
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
3
How to find plausible, severe, and useful stress scenarios
Breuer, Thomas
;
Jandacka, Martin
;
Rheinberger, Klaus
-
2009
Persistent link: https://www.econbiz.de/10003810905
Saved in:
4
A systematic approach to multi-period stress testing of portfolio credit risk
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
; …
-
2010
Persistent link: https://www.econbiz.de/10003996114
Saved in:
5
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
6
Stress test robustness : recent advances and open problems
Breuer, Thomas
;
Summer, Martin
- In:
Financial stability report
25
(
2013
),
pp. 74-86
Persistent link: https://www.econbiz.de/10010356052
Saved in:
7
A systematic approach to multi-period stress testing of portfolio credit risk
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
; …
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 332-340
Persistent link: https://www.econbiz.de/10009511320
Saved in:
8
Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
Breuer, Thomas
;
Jandačka, Martin
;
Rheinberger, Klaus
; …
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 703-712
Persistent link: https://www.econbiz.de/10003966039
Saved in:
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