[PDF][PDF] The evolving role of credit portfolio management

L Nario, T Pfister, T Poppensieker… - McKinsey and …, 2016 - mckinsey.com
2 never been a unique template for the CPM function, there is no consensus on how it will
evolve. Much will depend on the institution and its business model. The results point, though, …

Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines

T Pfister, S Utz, M Wimmer - Review of Managerial Science, 2015 - Springer
This article reviews the literature on techniques of credit risk models, multi-period risk
measurement, and capital allocation, and gives a tutorial on applying these techniques to credit …

Justification of per-unit risk capital allocation in portfolio credit risk models

G Dorfleitner, T Pfister - … Journal of Theoretical and Applied Finance, 2014 - World Scientific
Risk capital allocation is based on the assumption that the risk of a homogeneous portfolio
is scaled up and down with the portfolio size. In this article we show that this assumption is …

Capital allocation and per-unit risk in inhomogeneous and stressed credit portfolios

G Dorfleitner, T Pfister - The Journal of Fixed Income, 2013 - search.proquest.com
This article considers the application of gradient allocation and portfolio optimization to credit
portfolios. The assumption of linearity of risk that is implied by the use of gradient allocation …

Challenges of capital allocation in one-and multi-period credit risk

T Pfister - 2013 - epub.uni-regensburg.de
This dissertation consists of three parts, each of which is an autonomous article. They are
devoted to the challenges and limits of capital allocation on the basis of credit-risk models. We …

[HTML][HTML] Immune monitoring after pediatric liver transplantation–the prospective ChilSFree cohort study

…, R Mikolajczyk, F Mutschler, N Junge, ED Pfister… - BMC …, 2018 - Springer
Background Although trough levels of immunosuppressive drugs are largely used to monitor
immunosuppressive therapy after solid organ transplantation, there is still no established …

[PDF][PDF] NIH-NSF visualization research challenges report

C Johnson, R Moorhead, T Munzner, H Pfister… - 2005 - dash.harvard.edu
… Johnson, Chris, Robert Moorhead, Tamara Munzner, Hanspeter Pfister, Penny
Rheingans, and Terry S. Yoo. 2005. … Chris Johnson Robert Moorhead Tamara Munzner …

Visualization research challenges: a report summary

…, C Johnson, T Munzner, H Pfister… - … in Science & …, 2006 - ieeexplore.ieee.org
Early 20 years ago, the US National Science Foundation (NSF) convened a panel to report
on visualization's potential as a new technology in 2004, the NSF and the US National …

[PDF][PDF] IEEE Visualization Conference and IEEE Information Visualization Conference

KL Ma, T Möller, H Pfister, S Carpendale, JD Fekete - homepages.ecs.vuw.ac.nz
… There are also four Honorable Mention Paper Awards: MizBee: A Multiscale Synteny
Browser, by Miriah Meyer, Tamara Munzner, and Hanspeter Pfister; Configuring Hierarchical …

[BOOK][B] Climate and society in Europe: The last thousand years

C Pfister, H Wanner - 2021 - books.google.com
… In order to connect the human history of climate with quantitative climate science, the first
author of this book devised the “Pfister-Indices”15 to build on preliminary work by British …