Bernd Engelmann

422 total citations
25 papers, 223 citations indexed

About

Bernd Engelmann is a scholar working on Finance, Economics and Econometrics and Civil and Structural Engineering. According to data from OpenAlex, Bernd Engelmann has authored 25 papers receiving a total of 223 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 9 papers in Economics and Econometrics and 2 papers in Civil and Structural Engineering. Recurrent topics in Bernd Engelmann's work include Credit Risk and Financial Regulations (15 papers), Insurance and Financial Risk Management (8 papers) and Banking stability, regulation, efficiency (8 papers). Bernd Engelmann is often cited by papers focused on Credit Risk and Financial Regulations (15 papers), Insurance and Financial Risk Management (8 papers) and Banking stability, regulation, efficiency (8 papers). Bernd Engelmann collaborates with scholars based in Vietnam, Germany and Hong Kong. Bernd Engelmann's co-authors include Evelyn Hayden, Dirk Tasche, Matthias R. Fengler, Frank Köster, Ronald H. W. Hoppe, Ralf Hiptmair, Yuri Vassilevski, Barbara Wohlmuth and Yu. I. Kuznetsov and has published in prestigious journals such as The Journal of Computational Finance, Computing and Visualization in Science and The Journal of Risk Finance.

In The Last Decade

Bernd Engelmann

21 papers receiving 185 citations

Peers

Bernd Engelmann

FINAN

ACCOU

MSOR

Donald R. van Deventer United States

Rakesh Bharati United States

András Fülöp France

Manfred Steiner Germany

Christoph Wagner Germany

Christoph Burgard United States

Ivilina Popova United States

Lea V. Carty United States

Christian Bluhm Germany

Zachary Feinstein United States

Donald R. van Deventer United States

Bernd Engelmann

322 ×2.0

FINAN

79 ×1.0

ACCOU

104 ×1.9

4 ×0.2

17 ×1.0

MSOR

Citations per year, relative to Bernd Engelmann Bernd Engelmann (= 1×) peers Donald R. van Deventer

Countries citing papers authored by Bernd Engelmann

Since Specialization

Citations

This map shows the geographic impact of Bernd Engelmann's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bernd Engelmann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bernd Engelmann more than expected).

Fields of papers citing papers by Bernd Engelmann

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bernd Engelmann. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bernd Engelmann. The network helps show where Bernd Engelmann may publish in the future.

Co-authorship network of co-authors of Bernd Engelmann

This figure shows the co-authorship network connecting the top 25 collaborators of Bernd Engelmann. A scholar is included among the top collaborators of Bernd Engelmann based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bernd Engelmann. Bernd Engelmann is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Engelmann, Bernd. (2024). Spurious Default Probability Projections in Credit Risk Stress Testing Models. SSRN Electronic Journal.

Engelmann, Bernd. (2024). A simple and consistent credit risk model for Basel II/III, IFRS 9 and stress testing when loan data history is short. International Journal of Financial Engineering. 11(3).

Engelmann, Bernd. (2023). Managing the risk of embedded options in non-traded credit using portfolio modeling. International Journal of Financial Engineering. 10(3). 1 indexed citations

Engelmann, Bernd, et al.. (2021). Calibration of the Heston stochastic local volatility model: A finite volume scheme. International Journal of Financial Engineering. 8(1). 2050048–2050048. 5 indexed citations

Engelmann, Bernd. (2021). A Simple and Consistent Credit Risk Model for Basel II/III, IFRS 9 and Stress Testing when Loan Data History is Short. SSRN Electronic Journal. 5 indexed citations

Engelmann, Bernd. (2021). Credit Risk Modeling in the Presence of Central Bank and Government Intervention. SSRN Electronic Journal.

Engelmann, Bernd, et al.. (2020). A RAROC Valuation Scheme for Loans and its Application in Loan Origination. SSRN Electronic Journal. 1 indexed citations

Engelmann, Bernd, et al.. (2020). Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL. Risks. 8(3). 93–93. 3 indexed citations

Engelmann, Bernd, et al.. (2020). A Raroc Valuation Scheme for Loans and Its Application in Loan Origination. Risks. 8(2). 63–63. 3 indexed citations

10.

Engelmann, Bernd, et al.. (2020). Measuring the Performance of Bank Loans Under Basel II / III and IFRS 9 / CECL. SSRN Electronic Journal.

11.

Engelmann, Bernd. (2018). Calculating Lifetime Expected Loss for IFRS 9: Which Formula is Correct?. SSRN Electronic Journal. 2 indexed citations

12.

Engelmann, Bernd, et al.. (2011). Calibration of the Heston Stochastic Local Volatility Model: A Finite Volume Scheme. SSRN Electronic Journal. 13 indexed citations

13.

Engelmann, Bernd. (2011). A Framework for Pricing and Risk Management of Loans with Embedded Options. SSRN Electronic Journal. 1 indexed citations

14.

Engelmann, Bernd, et al.. (2011). The Basel II risk parameters : estimation, validation, stress testing--with applications to loan risk management. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 16 indexed citations

15.

Engelmann, Bernd, et al.. (2008). Hedging under alternative stickiness assumptions: an empirical analysis for barrier options. The Journal of Risk. 12(1). 53–77. 8 indexed citations

16.

Engelmann, Bernd, et al.. (2006). The Basel II risk parameters : estimation, validation, and stress testing. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 24 indexed citations

17.

Engelmann, Bernd, et al.. (2006). Static versus dynamic hedges: an empirical comparison for barrier options. Review of Derivatives Research. 9(3). 239–264. 23 indexed citations

18.

Engelmann, Bernd, et al.. (2000). Numerical simulation of electrorheological fluids based on an extended Bingham model. Computing and Visualization in Science. 2(4). 211–219. 8 indexed citations

19.

Engelmann, Bernd, et al.. (1998). Adaptive macro-hybrid finite element methods. mediaTUM (Technical University of Munich). 400. 5 indexed citations

20.

Engelmann, Bernd, et al.. (1998). The pricing of multi-asset options using a Fourier grid method. The Journal of Computational Finance. 1(4). 53–61. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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