Institution: Oesterreichische Nationalbank
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 1.01 | 0.00 | 1.01 | 29% |
| All Time | 0.00 | 0.00 | 4.37 | 0.00 | 4.37 | 80% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Systematic stress tests on public data | Journal of Banking & Finance | B | 2 |
| 2015 | Endogenous leverage and asset pricing in double auctions | Journal of Economic Dynamics and Control | B | 4 |
| 2014 | Credit risk in general equilibrium | Economic Theory | B | 3 |
| 2012 | A systematic approach to multi-period stress testing of portfolio credit risk | Journal of Banking & Finance | B | 4 |
| 2010 | Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? | Journal of Banking & Finance | B | 4 |
| 2009 | How to Find Plausible, Severe and Useful Stress Scenarios | International Journal of Central Banking | B | 4 |
| 2006 | Using Market Information for Banking System Risk Assessment | International Journal of Central Banking | B | 3 |