Details about Klaus Rheinberger

Access statistics for papers by Klaus Rheinberger.

Last updated 2022-06-07. Update your information in the RePEc Author Service.

Short-id: prh13

Working Papers

2014

1. Credit Risk in General Equilibrium
   CESifo Working Paper Series, CESifo View citations (4)
   Also in Working Paper Series, European Central Bank (2012) View citations (1)
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (2011) View citations (1)
   See also Journal Article Credit risk in general equilibrium, Economic Theory, Springer (2014) View citations (4) (2014)

2009

2. How to find plausible, severe, and useful stress scenarios
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (80)
   See also Journal Article How to Find Plausible, Severe and Useful Stress Scenarios, International Journal of Central Banking, International Journal of Central Banking (2009) View citations (71) (2009)

2008

3. Regulatory capital for market and credit risk interaction: is current regulation always conservative?
   Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (5)

Journal Articles

2022

1. Aggregation of Demand-Side Flexibilities: A Comparative Study of Approximation Algorithms
   Energies, 2022, 15, (7), 1-25 View citations (4)

2021

2. Flexibility Control in Autonomous Demand Response by Optimal Power Tracking
   Energies, 2021, 14, (12), 1-14 View citations (1)

2014

3. Credit risk in general equilibrium
   Economic Theory, 2014, 57, (2), 407-435 View citations (4)
   See also Working Paper Credit Risk in General Equilibrium, CESifo Working Paper Series (2014) View citations (4) (2014)

2010

4. Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
   Journal of Banking & Finance, 2010, 34, (4), 703-712 View citations (22)

2009

5. How to Find Plausible, Severe and Useful Stress Scenarios
   International Journal of Central Banking, 2009, 5, (3), 205-224 View citations (71)
   See also Working Paper How to find plausible, severe, and useful stress scenarios, Working Papers (2009) View citations (80) (2009)

2008

6. Credit portfolio risk and asset price cycles
   Computational Management Science, 2008, 5, (4), 337-354
7. Is Current Capital Regulation Based on Conservative Risk Assessment?
   Financial Stability Report, 2008, (15), 112-118 View citations (4)