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~person:"Rösch, Daniel"
~subject:"Bankgeschäft"
~subject:"Germany"
~subject:"Regulierung"
~subject:"Risikomaß"
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Search: subject_exact:"Basel-III-Abkommen"
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Bankgeschäft
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Basel Accord
24
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24
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21
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21
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10
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Rösch, Daniel
McAleer, Michael
44
Pérez Amaral, Teodosio
32
Jiménez-Martín, Juan-Ángel
22
Chang, Chia-Lin
15
Hellwig, Martin
15
Schulte-Mattler, Hermann
13
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11
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11
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10
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10
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10
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9
Dionne, Georges
9
Krämer, Gregor
9
Wang, Ruodu
9
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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7
Stein, Stefan
7
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7
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6
Alper, Koray
6
Bieg, Hartmut
6
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6
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6
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6
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Die Bank
1
European journal of operational research : EJOR
1
HKIMR working paper
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of risk
1
Journal of the Operational Research Society : OR
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ECONIS (ZBW)
9
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1
Advanced dependency modeling in credit risk : lessons for loss given default, lifetime expected loss and bank capital requirements
Krüger, Steffen
-
2017
Persistent link: https://www.econbiz.de/10012792779
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
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:
4
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:
5
Credit losses in economic downturns : empirical evidence for Hong Kong mortgage loans
Rösch, Daniel
;
Scheule, Harald
-
2008
Persistent link: https://www.econbiz.de/10003770585
Saved in:
6
Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
Saved in:
7
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:
8
Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel
-
2003
Persistent link: https://www.econbiz.de/10001827234
Saved in:
9
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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