Peter Raupach

23.02.2018

Research Interests

Löffler, G. and P. Raupach (2018), Pitfalls in the Use of Systemic Risk Measures. Journal of Financial and Quantitative Analysis, Vol. 53(3), 269-298.
Alter, A., B. Craig and P. Raupach (2015), Centrality-based capital allocations, International Journal of Central Banking, Vol. 11(3), 329-377.
Memmel, C., Y. Gündüz and P. Raupach (2015), The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, 232-247.
Memmel, C. and P. Raupach (2010), How do banks adjust their capital ratios?, Journal of Financial Intermediation, Vol. 19(4), 509–528.
Güttler, A. and P. Raupach (2010), The Impact of Downward Rating Momentum, Journal of Financial Services Research, Vol. 37(1), 1-23.
Raupach, P. (1999), On Driftless One-Dimensional SDEs With Time-Dependent Diffusion Coefficients. Stochastics and Stochastics Reports, Vol. 67, 207-230.

The Valuation of Employee Stock Options - How Good Is the Standard? December 2003, Working Paper Series: Finance and Accounting, Goethe-University Frankfurt/Main No 122.
The Cost of Employee Stock Options, November 2003, Working Paper Series: Finance and Accounting, Goethe-University Frankfurt/Main No 123.
Das Verhalten der Aktienbetreuer und ihr Einfluß auf die Marktliquidität, with Mark Wahrenburg, Duong Nguyen. 2000, Working Paper (in German).
On Driftless One-Dimensional SDE — The "Hottest" and "Coldest" Solution, 1999, Working Paper.
What do Market Makers achieve? Evidence from a large scale experimental stock market, with Mark Wahrenburg, Jörg Bochow, Duong Nguyen. in: F. Bolle, M. Lehmann-Waffenschmidt (2002): Surveys in Experimental Economics. Bargaining, Cooperation and Election Stock Markets, Physika, 229-250.

2017: Workshop "Measurement and Control of Systemic Risk", Montréal; Workshop of ESCB Research Cluster "Financial stability, macroprudential regulation and microprudential supervision", Athen.
2015: RiskLab/Bank of Finland/ESRB Conference "Systemic Risk Analytics".
2014: Midwest Finance Association, Annual Meeting; Eastern Finance Association, Annual Meeting; FMA Annual European Conference; EUI conference "Macroeconomic Stability, Banking Supervision and Financial Regulation".
2013: Conference on "Risk Management and Reform of Bank Regulation" (Fordham and Peking University); annual meeting of the French Finance Association, German Finance Association, and the U.S. Southern Finance Association; EBA workshop "How to regulate and resolve systemically important banks"
2012: Credit risk workshop (University of Ulm); research seminar at School of Mathematical Sciences (City University Dublin)
2011: Symposium on Finance, Banking, and Insurance, Karlsruhe; Workshop of the Basel Committee’s Research Task Force, Istanbul; German Finance Association, Regensburg; International Risk Management Conference, Amsterdam
2010: Workshop "Liquidity and Trust in Incomplete Markets", Eltville
2008: Financial Intermediation Research Society, Anchorage; Swiss Finance Association, Zurich; European Financial Management Association, Athens
2007: European Finance Association, Ljubljana; German Finance Association, Dresden; Workshop of the Basel Committee’s Research Task Force, Washington DC