Concepedia

Peter Grundke

PG

9

Publications

261

Citations

9

H-Index

2004

Active since

Affiliations

Osnabrück University(Current)

Peter Grundke is an author at Osnabrück University specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementFinancial CrisisFinancial Risk ManagementEconomicsAccountingCredit RiskRisk ManagementInterest Rate Risk

Publications per year

2004–2019

9

Publications

9

Top-down approaches for integrated risk management: How accurate are they?

Peter Grundke · European Journal of Operational Research · 2009 · 50 citations

Enterprise Risk Management, Risk Analytics, Financial Risk Management +13

Importance sampling for integrated market and credit portfolio models

Peter Grundke · European Journal of Operational Research · 2008 · 34 citations

Portfolio Optimization, Credit Portfolio Models, Asset Pricing +5

Risk measurement with integrated market and credit portfolio models

Peter Grundke · The Journal of Risk · 2005 · 34 citations

Financial Risk Management, Interest Rate Risk, Risk Metric +16

Crisis and risk dependencies

Peter Grundke, Simone Polle · European Journal of Operational Research · 2012 · 32 citations

Risk Dependencies, Risk Management, Management +7

Reverse stress tests with bottom-up approaches

Peter Grundke · The Journal of Risk Model Validation · 2011 · 32 citations

Engineering, Risk Model Validation, Financial Risk Management +21

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