Klaus Düllmann

Systematic risk in recovery rates

Klaus Düllmann

Esaurito

Klaus Düllmann Systematic risk in recovery rates

Sector concentration in loan portfolios and economic capital

Klaus Düllmann

Esaurito

Klaus Düllmann Sector concentration in loan portfolios and economic capital

Asset correlations and credit portfolio risk - an empirical analysis

Klaus Düllmann

Esaurito

Klaus Düllmann Asset correlations and credit portfolio risk - an empirical analysis

Estimating asset correlations from stock prices or default rates - which method is superior?

Klaus Düllmann

Esaurito

Klaus Düllmann Estimating asset correlations from stock prices or default rates - which method is superior?

Stress testing German banks in a downturn in the automobile industry

Klaus Düllmann

Esaurito

Klaus Düllmann Stress testing German banks in a downturn in the automobile industry

Systemic risk contributions

Klaus Düllmann

Esaurito

Klaus Düllmann Systemic risk contributions

Evaluation of minimum capital requirements for bank loans to SMEs

Klaus Düllmann

Esaurito

Klaus Düllmann Evaluation of minimum capital requirements for bank loans to SMEs

Stress testing German banks against a global cost-of-capital shock

Klaus Düllmann

Esaurito

Klaus Düllmann Stress testing German banks against a global cost-of-capital shock

Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen

Klaus Düllmann

Esaurito

Klaus Düllmann Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen

Measuring business sector concentration by an infection model

Klaus Düllmann

Esaurito

Klaus Düllmann Measuring business sector concentration by an infection model