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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~person:"Rösch, Daniel"
~subject:"Derivative"
~subject:"Risk"
~subject:"USA"
~subject:"Welt"
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Credit risk
Derivat <Wertpapier>
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1980-2008
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Rösch, Daniel
Schuermann, Til
37
Broll, Udo
29
McAleer, Michael
25
Wang, Ruodu
23
Saunders, Anthony
22
Acharya, Viral V.
21
Dionne, Georges
21
Rudolph, Bernd
21
Stoja, Evarist
21
Eller, Roland
20
Fabozzi, Frank J.
19
Diebold, Francis X.
17
Engle, Robert F.
17
Sherris, Michael
16
Chorafas, Dimitris N.
15
Gleißner, Werner
15
Boonen, Tim J.
14
Lo, Andrew W.
14
Gatzert, Nadine
13
Kunreuther, Howard
13
Mußhoff, Oliver
13
Polanski, Arnold
13
Stulz, René M.
13
Almeida, Heitor
12
Arora, Anju
12
Aven, Terje
12
Brigo, Damiano
12
Cornett, Marcia Millon
12
Csóka, Péter
12
Hammoudeh, Shawkat
12
Härdle, Wolfgang
12
Pelizzon, Loriana
12
Skoglund, Jimmy
12
Bloss, Michael
11
Giudici, Paolo
11
Glasserman, Paul
11
Jung, Hyeyoon
11
Kakushadze, Zura
11
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2
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Die Bank
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1
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ECONIS (ZBW)
16
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1
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
2
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
3
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
4
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
5
Credit risk analytics : measurement techniques, applications, and examples in SAS
Baesens, Bart
;
Rösch, Daniel
;
Scheule, Harald
-
2016
Persistent link: https://www.econbiz.de/10011533876
Saved in:
6
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
7
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
8
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
9
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
10
Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10008738705
Saved in:
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