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Masschelein, Nancy Koziol, Philipp Pfingsten, Andreas Gehde-Trapp, Monika Erdelmeier, Martin Scheicher, Martin Kunisch, Michael Schmieder, Christian Puzanova, Natalia Böve, Rolf Domikowsky, Christian Bornemann, Sven Dietsch, Michel Fraisse, Henri Ott, Christine Kick, Thomas Küll, Jonathan Sosinska, Agnieszka Uhrig-Homburg, Marliese Windfuhr, Marc Küll, Jonathan Nickels Kick, Thomas K. Kick, Thomas Bühler, Wolfgang All co-authors capital model banks sector portfolio rates recovery default economic factor results systematic portfolios asset kreditrisiko concentration impact german loan paper empirical stress correlations increase size loans market estimation schätzung expected requirements estimates industry measure parameters based specialization prices models sectors level
Composed credit risk recovery rates systematic risk asset correlations german banks sector concentration credit portfolios portfolio management portfolio selection credit portfolio risk factor portfolio risk industry sectors multi factor empirical analysis loan loss sme loans sector level expected loss default rates business sector results suggest risk measure credit rating risk contributions prices default loan portfolios regulatory capital tractable model concentration risk factor model empirical results loss provisions sector model analytic approximation approximation formulae bank lending basler akkord basel accord bank risk testing german recovery rate credit register cooperative banks stress testing systemic risk asset value firm size large firms correlation estimates sectoral concentration better monitoring market model increase economic
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Klaus Düllmann Dr. Alternative spellings: Klaus Duellmann
Affiliations Europäische Zentralbank Deutsche Bundesbank Johannes Gutenberg-Universität Mainz Institut für Investmentbanking (Mannheim)
Publishing years Series Bundesbank Series 2 Discussion Paper (8) Discussion paper / Deutsche Bundesbank (8) Bundesbank Discussion Paper (4) Discussion paper (4) National Bank of Belgium Working Paper (1) Working paper / National Bank of Belgium (1) Working paper / National Bank of Belgium / National Bank of Belgium (1) Discussion paper / Volkswirtschaftliches Forschungszentrum, Deutsche Bundesbank / Series 1, Studies of the Economic Research Center (1) Gabler Edition Wissenschaft (1) Springer eBook Collection / Business and Economics (1) 
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