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~person:"McAleer, Michael"
~person:"Monfort, Alain"
~person:"Rösch, Daniel"
~subject:"Basel Accord"
~type_genre:"Aufsatz in Zeitschrift"
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Basel Accord
Credit risk
51
Kreditrisiko
51
Theorie
19
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Basler Akkord
17
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13
Insolvenz
13
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McAleer, Michael
Monfort, Alain
Rösch, Daniel
Schulte-Mattler, Hermann
18
Scheule, Harald
9
Jacobs, Michael <Jr.>
7
Ozdemir, Bogie
7
Boos, Karl-Heinz
6
Gürtler, Marc
6
Kupiec, Paul H.
6
Neisen, Martin
6
Olszak, Małgorzata
6
Prorokowski, Lukasz
6
Alexander, Gordon J.
5
Chateau, Jean-Pierre D.
5
Ghosh, Saibal
5
Hamerle, Alfred
5
Heithecker, Dirk
5
Mues, Christophe
5
Penikas, Henry
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Thomas, Lyn C.
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Van Vuuren, Gary
5
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4
Baptista, Alexandre M.
4
Benbouzid, Nadia
4
Daly, Kevin James
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Engelmann, Bernd
4
Herring, Richard J.
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Hölscher, Reinhold
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Kowalska, Iwona
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Lee, Yong Woong
4
Mallick, Sushanta Kumar
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Muzindutsi, Paul-Francois
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Ongena, Steven
4
Paul, Stephan
4
Resti, Andrea
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Schuermann, Til
4
Witzany, Jiří
4
Yan, Shu
4
Yu, Min-Teh
4
Abbas, Faisal
3
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International journal of forecasting
2
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2
Applied economics letters
1
Die Bank
1
Die Betriebswirtschaft : DBW
1
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
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1
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1
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1
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1
The journal of fixed income
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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
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
3
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
Saved in:
4
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:
5
The impact of loan loss provisioning on bank capital requirements
Krüger, Steffen
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of financial stability
36
(
2018
),
pp. 114-129
Persistent link: https://www.econbiz.de/10012156896
Saved in:
6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
7
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:
8
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
Saved in:
9
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
Saved in:
10
Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
European financial management : the journal of the …
17
(
2011
)
1
,
pp. 120-144
Persistent link: https://www.econbiz.de/10008990956
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