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subject:"Strategisches Management"
subject:"Supply chain"
~person:"Rösch, Daniel"
~subject:"Kreditrisiko"
~subject:"Portfolio selection"
~subject:"Risikomaß"
~subject:"Theorie"
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Strategisches Management
Supply chain
Kreditrisiko
Portfolio selection
Risikomaß
Theorie
Risikomanagement
19
Risk management
16
Credit risk
12
Basel Accord
7
Basler Akkord
7
Theory
6
Bank lending
4
Kreditgeschäft
4
Portfolio-Management
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risk management
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Credit rating
3
Financial services
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Finanzdienstleistung
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Insolvency
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Risk
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Risk measure
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Bankrisiko
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1980-2008
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English
14
German
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Rösch, Daniel
Ivanov, Dmitry
56
Broll, Udo
40
Fabozzi, Frank J.
39
McAleer, Michael
29
Schuermann, Til
29
Stoja, Evarist
25
Rudolph, Bernd
24
Wang, Ruodu
24
Dionne, Georges
23
Dolgui, Alexandre
23
Gleißner, Werner
23
Embrechts, Paul
22
Ghadge, Abhijeet
22
Kersten, Wolfgang
22
Wagner, Stephan M.
22
Daníelsson, Jón
21
Eller, Roland
21
Kouvelis, Panos
21
Gatzert, Nadine
20
Choi, Tsan-Ming
19
Härdle, Wolfgang
19
Saunders, Anthony
19
Sawik, Tadeusz
19
Wu, Desheng Dash
19
Blackhurst, Jennifer
18
Bode, Christoph
18
Diebold, Francis X.
18
Olson, David L.
18
Bhansali, Vineer
17
Hammoudeh, Shawkat
17
Polanski, Arnold
17
Tan, Ken Seng
17
Boonen, Tim J.
16
Dani, Samir
16
Henke, Michael
16
Pelizzon, Loriana
16
Vries, Casper G. de
16
Christoffersen, Peter F.
15
Paul, Sanjoy Kumar
15
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Gottfried Wilhelm Leibniz Universität Hannover
1
University of Regensburg / Department of Statistics, Faculty of Business and Economics
1
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European journal of operational research : EJOR
2
Center of Finance dissertation series
1
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
Wiley and SAS business series
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to appear in: Journal of Credit Risk
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ECONIS (ZBW)
15
USB Cologne (business full texts)
1
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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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