Browsing All of EconStor by Author Vilsmeier, Johannes
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2008 | How resilient is the German banking system to macroeconomic shocks? | Dovern, Jonas; Meier, Carsten-Patrick; Vilsmeier, Johannes |
2011 | Updating the Option Implied Probability of Default Methodology | Vilsmeier, Johannes |
2012 | Measuring option implied degree of distress in the US financial sector using the entropy principle | Matros, Philipp; Vilsmeier, Johannes |
2012 | Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle | Matros, Philipp; Vilsmeier, Johannes |
2013 | The multivariate option iPoD framework: Assessing systemic financial risk | Matros, Philipp; Vilsmeier, Johannes |
2014 | Updating the option implied probability of default methodology | Vilsmeier, Johannes |
2014 | The multivariate option iPoD framework: assessing systemic financial risk | Matros, Philipp; Vilsmeier, Johannes |
2016 | The determinants of CDS spreads: Evidence from the model space | Pelster, Matthias; Vilsmeier, Johannes |
2017 | A stress test framework for the German residential mortgage market: Methodology and application | Siemsen, Thomas; Vilsmeier, Johannes |
2018 | On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests | Siemsen, Thomas; Vilsmeier, Johannes |
2020 | Interbank risk assessment: A simulation approach | Jager, Maximilian; Siemsen, Thomas; Vilsmeier, Johannes |