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

  • Grundke, P., K. Pliszka and M. Tuchscherer (2020), Model and estimation risk in credit risk stress tests, Review of Quantitative Finance and Accounting, Vol. 55(1), pp. 163-199. 
  • Dombret, A., D. Foos, K. Pliszka and A. Schulz (2019), What are the real effects of financial market liquidity? Evidence on bank lending from the euro area, Journal of International Financial Markets, Institutions & Money, Vol. 62, pp. 152-183.
  • Grundke, P. and K. Pliszka (2018), A macroeconomic reverse stress test, Review of Quantitative Finance and Accounting, Vol. 50(4), pp. 1093-1130.

Other Working Papers and Publications

  • Goh, E., K. Pliszka and D. Reinard (2016), Comprehensive QIS on interest rate risk in the banking book, Basel III Monitoring Report March 2016, Bank for International Settlements, pp. 31-39.
  • Grundke, P. and K. Pliszka, Kreditinstitute und Stresstests: Regulierung und risikoartenspezifische Umsetzung (2014), WiSt - Wirtschaftswissenschaftliches Studium, Vol. 43(1), pp. 11-17.