Credit risk stress testing and copulas is the Gaussian copula better than its reputation? von Koziol, Philipp, Schell, Carmen, Eckhardt, Meik

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Do correlated defaults matter for CDS premia? an empirical analysis von Koziol, Christian, Koziol, Philipp, Schön, Thomas

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Support for the SME supporting factor – multi-country empirical evidence on systematic risk factor for SME loans von Dietsch, Michel, Koziol, Philipp, Düllmann, Klaus, Ott, Christine, Fraisse, Henri

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Many a little makes a mickle macro portfolio stress test for small and medium-sized German banks von Busch, Ramona, Koziol, Philipp, Mitrovic, Marc

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Market discipline across bank governance models empirical evidence from German depositors von Arnold, Eva 1980-, Größl, Ingrid, Koziol, Philipp

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Evaluation of minimum capital requirements for bank loans to SMEs von Düllmann, Klaus, Koziol, Philipp

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