Forschung

Marketplace Lending und Verbriefungen: beunruhigende Parallelen?, August 2018, von Valeriya Dinger, Peter Grundke und Bernd J. Hartmann, in: Zeitschrift für Bankrecht und Bankwirtschaft, 30. Jg., Heft 5, S. 321-332.

On the ranking consistency of global systemic risk measures: empirical evidence, August 2018, by Michael Abendschein and Peter Grundke

Model and estimation risk in credit risk stress tests, July 2018, by Peter Grundke, Kamil Pliszka and Michael Tuchscherer

Global systemic risk measures and their forecasting power for systemic events, 2019, by Peter Grundke and Michael Tuchscherer, in: European Journal of Finance, Vol. 25, Nr. 3, S. 205-233.

Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model, February 2018, by Peter Grundke, erscheint in: Review of Quantitative Finance and Accounting

A macroeconomic reverse stress test, 2018, by Peter Grundke and Kamil Pliszka, in: Review of Quantitative Finance and Accounting, Vol. 50, S. 1093-1130.