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~accessRights:"restricted"
~person:"Rösch, Daniel"
~subject:"Kreditrisiko"
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Kreditrisiko
Portfolio selection
9
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Theorie
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Credit risk
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Basel Accord
5
Basler Akkord
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Rösch, Daniel
Wang, Xingchun
18
Capponi, Agostino
9
Acharya, Viral V.
6
Crook, Jonathan N.
6
Fabozzi, Frank J.
6
Mayordomo, Sergio
6
Pagano, Marco
6
Repullo, Rafael
6
Strebulaev, Ilya A.
6
Tang, Dragon Yongjun
6
Tsomocos, Dimitrios P.
6
Anginer, Deniz
5
He, Zhiguo
5
Lee, Yong Woong
5
Niepelt, Dirk
5
Nozawa, Yoshio
5
Ongena, Steven
5
Oosterlee, Cornelis Willebrordus
5
Peydró, José-Luis
5
Suárez, Javier
5
Ahnert, Toni
4
Bo, Lijun
4
Broll, Udo
4
Brunnermeier, Markus Konrad
4
Chen, Shi
4
Chi, Guotai
4
Culp, Christopher L.
4
Dai, Tian-Shyr
4
Davydenko, Sergei A.
4
Garicano, Luis
4
Hasan, Iftekhar
4
Ho, Kung-Cheng
4
Hwang, Ruey-Ching
4
Jacobs, Michael <Jr.>
4
Jiménez, Gabriel
4
Kandhai, Drona
4
Lane, Philip R.
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Liu, Liang-Chih
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European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of empirical finance
1
Journal of risk
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
3
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
4
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 289-305
Persistent link: https://www.econbiz.de/10011712252
Saved in:
5
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:
6
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
7
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
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