Rolf Boeve

DZ Bank AG

Rolf Böve received his Dr. degree (Ph. D. equivalent) in Business Administration from the University of Muenster in 2009. Currently he is working as Vice President, Head of ICAAP Analytics at Risk Control DZ BANK Group. Previous stages in his career took him to the Deutsche Bundesbank and zeb.rolfes.schierenbeck.associates.

Articles by Rolf Boeve

Original research

Comparing risk measures when aggregating market risk and credit risk using different copulas

The authors of this paper simulate realistic total bank return distributions by means of a top-down copula approach for different parameter settings.

08 Jun 2016