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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~person:"Rösch, Daniel"
~subject:"Derivative"
~subject:"Risk"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Credit risk
Derivat <Wertpapier>
Derivative
Risk
USA
Risikomanagement
10
Risk management
10
Kreditrisiko
7
Basel Accord
6
Basler Akkord
6
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3
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3
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3
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Risk measure
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Theorie
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3
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2
Bank risk
2
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2
Credit rating
2
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2
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2
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2
Ausreißer
1
Bank loans
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Bank regulation
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Counterparty credit risk
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Credit valuation adjustments (CVA)
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Derivat
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8
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Rösch, Daniel
Wang, Ruodu
17
Broll, Udo
12
Turvey, Calum Greig
11
Mao, Tiantian
10
Mußhoff, Oliver
10
Jacobs, Michael <Jr.>
9
Schuermann, Til
9
Gatzert, Nadine
8
Goodwin, Barry K.
8
Li, Jianping
8
McAleer, Michael
8
Righi, Marcelo Brutti
8
Sherris, Michael
8
Van Vuuren, Gary
8
Arora, Anju
7
Boonen, Tim J.
7
Cai, Jun
7
Li, Johnny Siu-Hang
7
Qazi, Abroon
7
Rüschendorf, Ludger
7
Andreeva, Galina
6
Balbás de la Corte, Alejandro
6
Bhansali, Vineer
6
Coble, Keith H.
6
Dionne, Georges
6
Embrechts, Paul
6
Fabozzi, Frank J.
6
Gleißner, Werner
6
Godin, Frédéric
6
Guillén, Montserrat
6
Kakushadze, Zura
6
McConnell, Patrick
6
Mishra, Ashok K.
6
Mitra, Sovan
6
Naeem, Muhammad Abubakr
6
Prorokowski, Lukasz
6
Puccetti, Giovanni
6
Rejesus, Roderick M.
6
Tan, Ken Seng
6
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European journal of operational research : EJOR
2
Die Bank
1
International journal of forecasting
1
International review of finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of risk
1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
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ECONIS (ZBW)
10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
Saved in:
7
Downturn credit portofolio risk regulatory capital and prudential incentives
Rösch, Daniel
;
Scheule, Harald
- In:
International review of finance
10
(
2010
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10003991361
Saved in:
8
An empirical comparison of default risk forecasts from alternative credit rating philosophies
Rösch, Daniel
- In:
International journal of forecasting
21
(
2005
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10002547096
Saved in:
9
Risikofaktoren und Korrelatioen für Bonitätsveränderungen
Hamerle, Alfred
;
Rösch, Daniel
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
55
(
2003
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001756125
Saved in:
10
Assetkorrelationen der Schlüsselbranchen in Deutschland
Hamerle, Alfred
;
Liebig, Thilo
;
Rösch, Daniel
- In:
Die Bank
(
2002
)
7
,
pp. 470-473
Persistent link: https://www.econbiz.de/10001677942
Saved in:
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