Forschung

The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study 2020, by Peter Grundke and André Kühn, in: Quarterly Review of Economics and Finance, Vol. 75, S. 167-190.

Model and estimation risk in credit risk stress tests 2019, by Peter Grundke, Kamil Pliszka and Michael Tuchscherer, erscheint in: Review of Quantitative Finance and Accounting

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 2019, by Peter Grundke, in: Review of Quantitative Finance and Accounting, Vol. 52, No. 4, S. 953-990.

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

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