Stefan Kerbl

Personal Details

First Name:	Stefan
Middle Name:
Last Name:	Kerbl
Suffix:
RePEc Short-ID:	pke297
	[This author has chosen not to make the email address public]

Affiliation

Oesterreichische Nationalbank

Wien, Austria
https://www.oenb.at/
RePEc:edi:oenbbat (more details at EDIRC)

Citations

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Working papers

1. Stefan Kerbl, 2011. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Working Papers 174, Oesterreichische Nationalbank (Austrian Central Bank).
   • Stefan Kerbl, 2010. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Papers 1011.6284, arXiv.org, revised Nov 2010.

   Cited by:

   1. Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2013. "Leverage-induced systemic risk under Basle II and other credit risk policies," Papers 1301.6114, arXiv.org, revised Jan 2014.
      • Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John, 2014. "Leverage-induced systemic risk under Basle II and other credit risk policies," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 199-212.

Articles

1. Paul Hofmarcher & Stefan Kerbl & Bettina Grün & Michael Sigmund & Kurt Hornik, 2014. "Model uncertainty and aggregated default probabilities: new evidence from Austria," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 871-879, March.

   Cited by:

   1. Marat Z. Kurbangaleev & Victor A. Lapshin & Zinaida V. Seleznyova, 2018. "Studying The Replicability Of Aggregate External Credit Assessments Using Public Information," HSE Working papers WP BRP 71/FE/2018, National Research University Higher School of Economics.
   2. Carvalho, Jaimilton & Orrillo, Jaime & da Silva, Fernanda Rocha Gomes, 2020. "Probability of default in collateralized credit operations for small business," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).

2. Stefan Kerbl & Michael Sigmund, 2011. "What Drives Aggregate Credit Risk?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 72-87.

   Cited by:

   1. Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018. "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers 243, Bank of Greece.
   2. Judith Eidenberger & Benjamin Neudorfer & Michael Sigmund & Ingrid Stein, 2013. "Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 62-81.
   3. Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank.

3. Stefan Kerbl & Michael Sigmund, 2009. "Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 18, pages 93-103.

   Cited by:

   1. A. R. Fonseca & F. González & L. Pereira da Silva, 2010. "Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: International Evidence," Working Papers Series 216, Central Bank of Brazil, Research Department.
   2. Emanuel Kopp & Christian Ragacs & Stefan W. Schmitz, 2010. "The Economic Impact of Measures Aimed at Strengthening Bank Resilience – Estimates for Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 20, pages 86-114.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-BAN: Banking (2) 2010-12-11 2011-11-01
2. NEP-RMG: Risk Management (1) 2010-12-11

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