Research output per year
Research output per year
Personal profile
Expertise
- risk management
- financial engineering
- credit derivatives
- banking supervision
Publications
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Sell or Hold? On the Value of Non Performing Loans and Mandatory Write-Off Rules
Pauer, F. & Pichler, S., 26 May 2021.Publication: Working/Discussion Paper › Working Paper/Preprint
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A joint model of failures and credit ratings.
Hirk, R., Vana Gür, L., Pichler, S. & Hornik, K., 2020, In: Journal of Credit Risk. 16, 4, p. 1 - 28Publication: Scientific journal › Journal article › peer-review
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Nachfolge des CHF-LIBOR Referenzzinssatzes
Jankowitsch, R. & Pichler, S., 2020, Wien.Publication: Book/Editorship/Report › Research report, expert opinion
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Rational Decisions When Selling Non-Performing Loans and the Impact of Regulation
Pauer, F. & Pichler, S., 2019.Publication: Contribution to conference › Conference poster
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Negativzinsen
Jankowitsch, R. & Pichler, S., 2016, Wien.Publication: Book/Editorship/Report › Research report, expert opinion
Activities
- 76 Science to science
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Sell or Hold? On the Value of Non-Performing Loans and Mandatory Write-Off Rules.
Florian Pauer (Contributor) & Stefan Pichler (Contributor)
31 Aug 2021 → 3 Sept 2021Activity: Talk or presentation › Science to science
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A Joint Model of Failures and Credit Ratings
Rainer Hirk (Contributor), Laura Vana Gür (Contributor), Stefan Pichler (Contributor) & Kurt Hornik (Contributor)
8 Mar 2021Activity: Talk or presentation › Science to science
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Sell or Hold? On the Value of Non-Performing Loans and Mandatory Write-Off Rules
Florian Pauer (Contributor) & Stefan Pichler (Contributor)
26 Nov 2020 → 27 Nov 2020Activity: Talk or presentation › Science to science
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Rational Decisions When Selling Non Performing Loans and the Impact of Regulation
Florian Pauer (Contributor) & Stefan Pichler (Contributor)
20 Nov 2019 → 23 Nov 2019Activity: Talk or presentation › Science to science
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A joint model of failures and credit ratings
Rainer Hirk (Contributor), Laura Vana Gür (Contributor), Kurt Hornik (Contributor) & Stefan Pichler (Contributor)
9 Sept 2019 → 11 Sept 2019Activity: Talk or presentation › Science to science
Projects
- 13 Finished
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Vienna Graduate School of Finance
Mürmann, A., Frey, R., Gehrig, T., Hautsch, N., Jankowitsch, R., Laux, C., Loranth, G., Pichler, S., Strobl, G., Sögner, L., Wagner, C. & Zechner, J.
1/09/18 → 31/08/22
Project: Research funding
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Stochastic Filtering and Corporate and Sovereign Credit Risk
Frey, R., Damian, C., Hirk, R., Hornik, K., Pichler, S. & Szölgyenyi, M.
1/04/15 → 31/03/20
Project: Research funding
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PhD Programm: Vienna Graduate School of Finance
Dockner, E., Frey, R., Geyer, A., Jankowitsch, R., Laux, C., Mürmann, A., Pichler, S., Stoughton, N. & Zechner, J.
1/03/14 → 28/02/18
Project: Research funding
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PhD Programm: Vienna Graduate School of Finance
Zechner, J., Frey, R., Geyer, A., Jankowitsch, R., Laux, C., Mürmann, A., Pichler, S. & Stoughton, N.
1/03/11 → 28/02/14
Project: Research funding
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Modeling Market Implied Ratings
Hornik, K., Hofmarcher, P. & Pichler, S.
1/10/10 → 30/09/12
Project: Research funding