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Philipp Koziol
Philipp Koziol
European Central Bank
Geverifieerd e-mailadres voor ecb.europa.eu
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Supplier default dependencies: Empirical evidence from the automotive industry
SM Wagner, C Bode, P Koziol
European Journal of Operational Research 199 (1), 150-161, 2009
1862009
An analysis of the consistency of banks’ internal ratings
T Berg, P Koziol
Journal of Banking & Finance 78, 27-41, 2017
692017
Market discipline across bank governance models: Empirical evidence from German depositors
EA Arnold, I Größl, P Koziol
The Quarterly Review of Economics and Finance 61, 126-138, 2016
382016
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans
M Dietsch, K Düllmann, H Fraisse, P Koziol, C Ott
Bundesbank Discussion Paper, 2016
232016
Negative default dependence in supplier networks
SM Wagner, C Bode, P Koziol
International Journal of Production Economics 134 (2), 398-406, 2011
172011
Are SME loans less risky than regulatory capital requirements suggest?
K Duellmann, P Koziol, D Bundesbank
SSRN, 2019
152019
Many a little makes a mickle: Stress testing small and medium-sized German banks
R Busch, P Koziol, M Mitrovic
The Quarterly Review of Economics and Finance 68, 237-253, 2018
152018
Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?
P Koziol, C Schell, M Eckhardt
Bundesbank Discussion Paper, 2015
122015
The term structure of currency hedge ratios
O Korn, P Koziol
International Journal of Theoretical and Applied Finance 14 (04), 525-557, 2011
92011
Do correlated defaults matter for CDS premia? An empirical analysis
C Koziol, P Koziol, T Schön
Review of derivatives research 18, 191-224, 2015
82015
Evaluation of minimum capital requirements for bank loans to SMEs
K Düllmann, P Koziol
Bundesbank Discussion Paper, 2013
82013
Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks
R Busch, P Koziol, M Mitrovic
Bundesbank Discussion Paper, 2015
72015
Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth
P Koziol
The Quarterly Review of Economics and Finance 54 (4), 459-472, 2014
32014
Auswahl von Copulas zur Bewertung von Basketkreditderivaten
P Koziol
Blätter der DGVFM 27 (4), 665-680, 2006
32006
Analyse der von Copulas erzeugten Ausfallabhängigkeiten und deren Auswirkungen auf das Risikomanagement
P Koziol
GRIN Verlag, 2007
22007
Who do borrowers borrow from? evidence from multi-bank relationships
T Berg, F Brinkmann, P Koziol
Unpublished working paper, Deutsche Bundesbank, 2016
12016
Statistische Methoden zur Bestimmung der Simulationslänge
P Koziol
GRIN Verlag, 2004
12004
Negative default dependencies: Do automotive suppliers benefit from their competitors' default?
SM Wagner, C Bode, P Koziol
Operations Research Proceedings 2008: Selected Papers of the Annual …, 2009
2009
On the management of exchange rate risk: maturity effects, country effects, and instruments
P Koziol
WHU-Otto Beisheim School of Management, 2008
2008
Selection of copulas pricing basket credit derivatives
P Koziol
Blätter der DGVFM 27, 665-680, 2006
2006
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Artikelen 1–20