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Ranking consistency of systemic risk measures : a simulation-based analysis in a banking network model
Grundke, Peter - In: Review of quantitative finance and accounting 52 (2019) 4, pp. 953-990
Persistent link: https://www.econbiz.de/10012172866
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Model and estimation risk in credit risk stress tests
Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 163-199
Persistent link: https://www.econbiz.de/10012233223