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Publications by Benjamin Bruder

Managing Sovereign Credit Risk in Bond Portfolios

Journal of Advanced Studies in Finance

English

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Credit Portfolios: What Defines Risk Horizons and Risk Measurement?*

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Managing Credit Risk With Credit and Macro Derivatives

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Value at Risk Models for Dutch Bond Portfolios

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Specifying and Managing Tail Risk in Portfolios - A Practical Approach

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How Credit Ratings Affect Sovereign Credit Risk: Cross-Border Evidence in Latin American Emerging Markets

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Did the CDS Market Push Up Risk Premia for Sovereign Credit?

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Managing Value-At-Risk for a Bond Using Bond Put Options

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Concentration Risk Under Pillar 2: When Are Credit Portfolios Infinitely Fine Grained?

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Sovereign Credit Risk, Liquidity, and European Central Bank Intervention: Deus Ex Machina?

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