Stefan Kerbl
Research interests
- Financial stability and regulation
- Risk quantification
- Applied econometrics and statistical learning
- Agent based models
Selected publications
Elsinger H., Fessler P., Kerbl S., Schneider A., Schuerz M. and Wiesinger s. (2021). Calm before the storm? Insolvencies during the COVID-19 Pandemic, Oesterreichische Nationalbank, Financial Stability Report 41, pp.57–76.
Kerbl S., and Steiner K. (2020). Austrian banks’ lending risk appetite in times of expansive monetary policy and tightening capital regulation, Oesterreichische Nationalbank, Financial Stability Report 39, pp.88–109.
Kerbl S., Simunovic, B. and Wolf, A. (2019). Quantifying interest rate risk and the effect of model assumptions behind sight deposits, Oesterreichische Nationalbank, Financial Stability Report 37, pp.73–86.
Kerbl S. and Leitner C. (2018). Improved own funds levels: effects on banks’ “problem probability”, Oesterreichische Nationalbank, Financial Stability Report 36, pp.73–81.
Döme, S. and Kerbl S. (2017). Comparability of Basel risk weights in the EU banking sector, Oesterreichische Nationalbank, Financial Stability Report 34, pp.68–89.
Siebenbrunner C., Sigmund M. and Kerbl S. (2017). Can bank-specific variables predict contagion effects? Quantitative Finance, Issue 12.