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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Credit portfolio risk and probability of default confidence sets through the business cycle | Trück, Stefan; Rachev, Svetlozar T | 2005 | — | 
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| Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study | Chernobai, Anna; Menn, Christian; Rachev, Svetlozar T; Trück, Stefan | 2010 | — | ||
| Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures | Chernobai, Anna; Menn, Christian; Rachev, Svetlozar T; Trück, Stefan; Moscadelli, Marco | 2006 | — | ||
| Quantifying risk in the electricity business : a RAROC-based approach | Prokopczuk, Marcel; Rachev, Svetlozar T; Schindlmayr, Gero; Trück, Stefan | 2007 | — |
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| Spot and derivative pricing in the EEX power market | Bierbrauer, Michael; Menn, Christian; Rachev, Svetlozar T; Trück, Stefan | 2007 | — |
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| Rating based modeling of credit risk : theory and application of migration matrices | Trueck, Stefan; Rachev, Svetlozar T | 2009 | — |
Author/Creator
- Trück, Stefan (5)
- Menn, Christian (3)
- Chernobai, Anna (2)
- Bierbrauer, Michael (1)
- Moscadelli, Marco (1)
- Prokopczuk, Marcel (1)
- Schindlmayr, Gero (1)
- Trueck, Stefan (1)
Subject Keyword
- 150200 Banking, Finance and Investment (5)
- power markets (2)
- 010200 Applied Mathematics (1)
- 140200 Applied Economics (1)
- Credit ratings (1)
- Credit--Management (1)
- Credit--Management--Mathematical models (1)
- PD (1)
- RAROC (1)
- Risk management (1)
Resource Type
- journal article (3)
- book chapter (2)
- book (1)
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