A value at risk analysis of credit default swaps Discussion paper 12/2008: Burkhard Raunig, Martin Scheicher

Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Discussion paper 13/2008: Theodore M. Barnhill, Jr., Marcos Rietti Souto

Determinants of European banks' engagement in loan securitization Discussion paper 10/2008: Christina E. Bannier, Dennis N. Hänsel

Interaction of market and credit risk:an analysis of inter-risk correlation and risk aggregation Discussion paper 11/2008: Klaus Böcker, Martin Hillebrand

Market conditions, default risk and credit spreads Discussion paper 08/2008: Dragon Yongjun Tang, Hong Yan

The pricing of correlated default risk: evidence from the credit derivatives market Discussion paper 09/2008: Nikola Tarashev, Haibin Zhu

Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks Discussion paper 07/2008: Christoph Memmel

The success of bank mergers revisited - an assessment based on a matching strategy Discussion paper 06/2008: Andreas Behr, Frank Heid

Rollover risk in commercial paper markets and firms' debt maturity choice Discussion paper 05/2008: Felix Thierfelder

Estimating asset correlations from stock prices or default rates - which method is superior? Discussion paper 04/2008: Klaus Düllmann, Jonathan Küll, Michael Kunisch