Kamil Pliszka
Research Interests
- Risk management and stress testing in banks
- Theoretical and empirical analysis on credit, liquidity and interest rate risk
- Big data, textual analysis and machine learning
-
Refereed Publications
-
Other Working Papers and Publications
-
Comprehensive QIS on interest rate risk in the banking book Goh E., Pliszka K., Reinard D.
2016 | Basel III Monitoring Report March 2016, Bank for International Settlements, pp. 31-39.
-
Kreditinstitute und Stresstests: Regulierung und risikoartenspezifische Umsetzung Grundke P., Pliszka K.
2014 | WiSt Wirtschaftswissenschaftliches Studium, Vol. 43(1), pp. 11-17.
-
-
Discussion Papers