Details about Bernd Hans Engelmann

Access statistics for papers by Bernd Hans Engelmann.

Last updated 2021-03-08. Update your information in the RePEc Author Service.

Short-id: pen127

Working Papers

2003

1. Measuring the Discriminative Power of Rating Systems
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (37)

Journal Articles

2020

1. A Raroc Valuation Scheme for Loans and Its Application in Loan Origination
   Risks, 2020, 8, (2), 1-20 View citations (1)
2. Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL
   Risks, 2020, 8, (3), 1-21 View citations (1)

2006

3. Static versus dynamic hedges: an empirical comparison for barrier options
   Review of Derivatives Research, 2006, 9, (3), 239-264 View citations (13)

Edited books

2011

1. The Basel II Risk Parameters
   Springer Books, Springer View citations (25)

2006

2. The Basel II Risk Parameters
   Springer Books, Springer View citations (30)

Chapters

2006

1. Measures of a Rating’s Discriminative Power — Applications and Limitations
   Springer