| Testing rating accuracy B Engelmann, E Hayden, D Tasche Risk 16 (1), 82-86, 2003 | 396 | 2003 |
| The basel ii risk parameters: Estimation, validation, stress testing-with applications to loan risk management B Engelmann, R Rauhmeier Springer Science & Business Media, 2011 | 253* | 2011 |
| Measuring the discriminative power of rating systems B Engelmann, E Hayden, D Tasche Bundesbank Series 2 Discussion Paper, 2003 | 210 | 2003 |
| Static versus dynamic hedges: an empirical comparison for barrier options B Engelmann, MR Fengler, M Nalholm, P Schwendner Review of Derivatives Research 9 (3), 239-264, 2006 | 48 | 2006 |
| Calibration of the Heston stochastic local volatility model: A finite volume scheme B Engelmann, F Koster, D Oeltz International Journal of Financial Engineering 8 (01), 2050048, 2021 | 37* | 2021 |
| Hedging under alternative stickiness assumptions: an empirical analysis for barrier options B Engelmann, MR Fengler, P Schwendner The Journal of Risk 12 (1), 53, 2009 | 29* | 2009 |
| Measures of a rating’s discriminative power—applications and limitations B Engelmann The Basel II Risk Parameters: Estimation, Validation, and Stress Testing …, 2006 | 28* | 2006 |
| Calculating lifetime expected loss for IFRS 9: which formula is measuring what? B Engelmann The Journal of Risk Finance 22 (3/4), 193-208, 2021 | 18* | 2021 |
| Numerical simulation of electrorheological fluids based on an extended Bingham model B Engelmann, R Hiptmair, RHW Hoppe, G Mazurkevitch Computing and Visualization in Science 2 (4), 211-219, 2000 | 17 | 2000 |
| Adaptive macro-hybrid finite element methods B Engelmann, RHW Hoppe, Y Iliash, Y Kuznetsov, Y Vassilevski, ... Proc. 2nd European Conference on Numerical Methods (ENUMATH 97), Heidelberg …, 1998 | 17 | 1998 |
| Adaptive finite element methods for domain decomposition on nonmatching grids B Engelmann, RHW Hoppe, Y Iliash, YA Kuznetsov, Y Vassilevski, ... Parallel Solution of Partial Differential Equations, 57-83, 2000 | 15* | 2000 |
| The pricing of multi-asset options using a Fourier grid method B Engelmann, P Schwendner Journal of Computational Finance 1 (4), 63-72, 1998 | 11 | 1998 |
| Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL B Engelmann, H Pham Risks 8 (3), 93, 2020 | 10* | 2020 |
| Do not forget the economy when estimating default probabilities B Engelmann, D Porath Willmott magazine 2, 70-73, 2012 | 9 | 2012 |
| Transition matrices: properties and estimation methods B Engelmann, K Ermakov The Basel II Risk Parameters: Estimation, Validation, Stress Testing-with …, 2011 | 9 | 2011 |
| Global assessment of the COVID-19 impact on IFRS 9 loan loss provisions B Engelmann, TT Lam Nguyen Asian Review of Accounting 31 (1), 26-41, 2023 | 8 | 2023 |
| Managing the risk of embedded options in non-traded credit using portfolio modeling B Engelmann International Journal of Financial Engineering, 2350012, 2023 | 6* | 2023 |
| A simple and consistent credit risk model for Basel II/III, IFRS 9 and stress testing when loan data history is short B Engelmann IFRS, 2023 | 5 | 2023 |
| Modeling Credit Risk in the Presence of Central Bank and Government Intervention B Engelmann Journal of Risk Model Validation 16 (1), 2022 | 5* | 2022 |
| Fast Fourier method for the valuation of options on several correlated currencies A Andreas, B Engelmann, P Schwendner, U Wystup Foreign exchange risk: models, instruments and strategies.-London, 2002, 2002 | 5 | 2002 |
Dirk TascheIndependent Scholar & Swiss Financial Market Supervisory Authority FINMAVerified email at finma.ch
