Publications

 Refereed publications

  • Index-Linked Notes / Securities
    in: Peter Moles (ed.): Encyclopaedia of Financial Engineering and Risk Management,
    New York & London: Routledge, 2005
    5 pages / 167 kb
     
  • Asset-Backed Securities
    with Bernd Engelmann, Deutsche Bundesbank
    in: Peter Moles (ed.): Encyclopaedia of Financial Engineering and Risk Management,
    New York & London: Routledge, 2005
    4 pages / 116 kb
     
  • Moral Hazard
    with Bernd Engelmann, Deutsche Bundesbank
    in: Peter Moles (ed.): Encyclopaedia of Financial Engineering and Risk Management,
    New York & London: Routledge, 2005
    5 pages / 101 kb
     
  • Asset-Liability Management
    with Bernd Engelmann, Deutsche Bundesbank
    in: Peter Moles (ed.): Encyclopaedia of Financial Engineering and Risk Management,
    New York & London: Routledge, 2005
    5 pages / 116 kb
     
  • Regulatory Capital Arbitrage
    with Bernd Engelmann, Deutsche Bundesbank
    in: Peter Moles (ed.): Encyclopaedia of Financial Engineering and Risk Management,
    New York & London: Routledge, 2005
     
  • Reinsurance
    with Bernd Engelmann, Deutsche Bundesbank
    in: Peter Moles (ed.): Encyclopaedia of Financial Engineering and Risk Management,
    New York & London: Routledge, 2005
    5 pages / 227 kb


Other publications

  • Natural Catastrophes and Economic Crises in Third World Countries
    Thesis paper at the University of Applied Sciences, Cologne and the University of Cologne, Published at the CRID and the UN, New York & Geneva, 2003
    Abstract: 14 pages / 689 kb  
    (available upon request)
     

Discussion papers

  • Risk Transfer between Banks, Reinsurance and Capital Markets
    Deutsche Bundesbank, Frankfurt/M., 2002
     

  • Unification of Regulatory Requirements in Banking & Insurance Industry
    Deutsche Bundesbank, Frankfurt/M., 2002