Thomas Breuer
Thomas Breuer
FH Vorarlberg
Verified email at fhv.at - Homepage
Title
Cited by
Cited by
Year
How to find plausible, severe, and useful stress scenarios
M Jandacka, K Rheinberger, T Breuer, M Summer
International Joural of Central Banking 5, 205-224, 2009
139*2009
The impossibility of accurate state self-measurements
T Breuer
Philosophy of Science 62 (2), 197-214, 1995
991995
Systematic stress tests with entropic plausibility constraints
T Breuer, I Csiszár
Journal of Banking & Finance 37 (5), 1552-1559, 2013
842013
Measuring distribution model risk
T Breuer, I Csiszár
Mathematical Finance 26 (2), 395-411, 2016
742016
Does adding up of economic capital for market-and credit risk amount to conservative risk assessment?
T Breuer, M Jandačka, K Rheinberger, M Summer
Journal of Banking & Finance 34 (4), 703-712, 2010
742010
A systematic approach to multi-period stress testing of portfolio credit risk
T Breuer, M Jandačka, J Mencía, M Summer
Journal of Banking & Finance 36 (2), 332-340, 2012
682012
Regulatory capital for market and credit risk interaction: Is current regulation always conservative?
T Breuer, M Jandacka, K Rheinberger, M Summer
Discussion Paper Series 2: Banking and Finance 14, 2008
342008
Kochen-Specker theorem for finite precision spin-one measurements
T Breuer
Physical Review Letters 88 (24), 240402, 2002
242002
Subjective decoherence in quantum measurements
T Breuer
Synthese 107 (1), 1-17, 1996
241996
Overcoming dimensional dependence of maximum loss
T Breuer
Journal of Risk 11 (1), 79-92, 2008
20*2008
Systemic risk monitor: Risk assessment and stress testing for the austrian banking system
M Boss, T Breuer, H Elsinger, G Krenn, A Lehar, C Puhr, M Summer
Internal technical document. OeNB, 2006
202006
Stress tests, maximum loss, and Value at Risk
T Breuer, G Krenn, F Pistovcák
B. Britzelmaier, S. Geberl, M. Menichetti, H.-R. Kaufmann (eds …, 2002
192002
Identifying stress test scenarios
T Breuer, G Krenn, O Nationalbank
Fachhochschule Vorarlberg, 2000
192000
Quantenmechanik: Ein Fall für Gödel?
T Breuer
Spektrum Akademischer Verlag, 1997
191997
Using quasi-Monte Carlo scenarios in risk management
F Pistovčák, T Breuer
Monte Carlo and Quasi-Monte Carlo Methods 2002, 379-392, 2004
182004
Stress testing
T Breuer, G Krenn
OeNB Guidelines on Market Risk 5, 1999
161999
Evolution on trees: On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs
HG Beyer, S Finck, T Breuer
Swarm and Evolutionary Computation 17, 74-87, 2014
142014
Universell und unvollständig: Theorien über alles?
T Breuer
Philosophia Naturalis 34, 1-20, 1997
121997
If worse comes to worst: systematic stress testing in general risk models
T Breuer, I Csiszar
Available at SSRN 1328022, 2010
102010
Compounding effects between market and credit risk: The case of variable rate loans
T Breuer, M Jandacka, K Rheinberger, M Summer
The Second Pillar in Basel II and the Challenge of Economic Capital, 43-4, 2008
102008
The system can't perform the operation now. Try again later.
Articles 1–20