Gerhard Winkler

Research activity per year

Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems
Aussenegg, W., Resch, F. & Winkler, G., 1 Jul 2011, In: Journal of Banking and Finance. 35, 3, p. 698 - 708
Publication: Scientific journal › Journal article › peer-review
A Latent Variable Approach to Validate Credit Rating Systems
Hornik, K., Jankowitsch, R., Leitner, C., Pichler, S., Lingo, M. & Winkler, G., 2010, Model Risk in Financial Crises. Daniel Rösch and Harald Scheule (ed.). London: Risk Books, p. 277 - 296
Publication: Chapter in book/Conference proceeding › Chapter in edited volume
Determinants of Heterogeneity in European Credit Ratings
Hornik, K., Jankowitsch, R., Lingo, M., Pichler, S. & Winkler, G., 1 Dec 2010, In: Financial Markets and Portfolio Management. 24, 3, p. 271 - 287
Publication: Scientific journal › Journal article › peer-review
How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks
Rossi, S., Schwaiger, M. & Winkler, G., 2009, In: Journal of Banking and Finance. 33, 12, p. 2218 - 2226
Publication: Scientific journal › Journal article › peer-review
Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems
Aussenegg, W., Resch, F. & Winkler, G., 2009.
Publication: Working/Discussion Paper › Working Paper/Preprint

Adverse Borrower Selection in the Context of Rating Errors
Lingo, M. (Contributor) & Winkler, G. (Contributor)
28 Jun 2010 → 1 Jul 2010
Activity: Talk or presentation › Science to science
Adverse Borrower Selection in the Context of Rating Errors
Lingo, M. (Contributor) & Winkler, G. (Contributor)
14 Jun 2010 → 15 Jun 2010
Activity: Talk or presentation › Science to science
Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems
Aussenegg, W. (Contributor), Resch, F. (Contributor) & Winkler, G. (Contributor)
14 Jun 2010 → 15 Jun 2010
Activity: Talk or presentation › Science to science
Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems
Aussenegg, W. (Contributor), Resch, F. (Contributor) & Winkler, G. (Contributor)
27 May 2010
Activity: Talk or presentation › Science to science
Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems
Aussenegg, W. (Contributor), Resch, F. (Contributor) & Winkler, G. (Contributor)
2010
Activity: Talk or presentation › Science to science

Validation of Rating Systems
Hornik, K. (PI - Project head), Pichler, S. (PI - Project head), Jankowitsch, R. (Researcher), Lingo, M. (Researcher) & Winkler, G. (Researcher)
28/06/06 → 31/12/07
Project: Research funding
Rating validation for rating systems
Pichler, S. (PI - Project head), Jankowitsch, R. (Researcher) & Winkler, G. (Researcher)
20/12/04 → 30/09/05
Project: Research funding
Rating Methodology for Corporates using Logit-Models
Pichler, S. (PI - Project head), Jankowitsch, R. (Researcher) & Winkler, G. (Researcher)
12/07/04 → 31/08/04
Project: Research funding
The effects of customer satisfaction on the return of banks
Bruckner, B. (PI - Project head) & Winkler, G. (PI - Project head)
1/07/98 → 31/12/01
Project: Research funding

PD Dr. Gerhard Winkler