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Dr Johannes Vilsmeier

Research Interests

  • Stress testing
  • Systemic risk
  • Asset pricing
  • Time Series Analysis and Forecasting

Refereed Publications

  • Vilsmeier, J. (2016), Updating the option implied probability of default methodology, Journal of Computational Finance, Vol. 19(3), pp. 1-27.
  • Dovern, J., C.P. Meier, and J. Vilsmeier (2010), How resilient is the German banking sector to macroeconomic shocks, Journal of Banking and Finance, Vol. 34(8), pp. 1839-1848

Additional information

Contact

Johannes Vilsmeier

Dr Johannes Vilsmeier

+49 69 9566-7484

Address

Deutsche Bundesbank

Central Office, Directorate General Banking and Financial Supervision

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main