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~person:"Rösch, Daniel"
~subject:"Collateral"
~subject:"Portfolio-Management"
~subject:"Theory"
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Search: subject_exact:"Credit risk"
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Collateral
Portfolio-Management
Theory
Kreditrisiko
52
Credit risk
50
Basel Accord
21
Basler Akkord
21
Kreditwürdigkeit
18
Credit rating
17
Theorie
17
Insolvency
15
Insolvenz
15
Risikomanagement
12
Risk management
12
Bank lending
11
Kreditgeschäft
11
Portfolio selection
11
Schätzung
11
Estimation
10
Correlation
7
Forecasting model
7
Hypothek
7
Korrelation
7
Mortgage
7
Prognoseverfahren
7
Risikomaß
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Risk measure
7
Loss
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credit risk
5
Credit
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Deutschland
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Financial services
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Finanzdienstleistung
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Germany
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Kredit
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Securitization
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Article
15
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Article in journal
14
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7
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7
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4
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4
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3
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English
22
German
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Rösch, Daniel
Giesecke, Kay
35
Capponi, Agostino
30
Lucas, André
30
Brigo, Damiano
26
Huschens, Stefan
23
Jarrow, Robert A.
23
Gouriéroux, Christian
22
Overbeck, Ludger
22
Acharya, Viral V.
21
Hamerle, Alfred
21
He, Zhiguo
21
Bielecki, Tomasz R.
20
Ongena, Steven
20
Crépey, Stéphane
19
Fabozzi, Frank J.
19
Herbertsson, Alexander
19
Koopman, Siem Jan
19
Roszbach, Kasper
19
Scheule, Harald
18
Gürtler, Marc
17
Heider, Florian
17
Monfort, Alain
17
Saunders, Anthony
17
Tarashev, Nikola A.
17
Hoerova, Marie
16
Pagano, Marco
16
Welzel, Peter
16
Broll, Udo
15
Düllmann, Klaus
15
Gersbach, Hans
15
Jacobs, Michael <Jr.>
15
Peydró, José-Luis
15
Schwaab, Bernd
15
Crook, Jonathan N.
14
Gambacorta, Leonardo
14
Jeanblanc, Monique
14
Niepelt, Dirk
14
Rutkowski, Marek
14
Schönbucher, Philipp J.
14
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Gottfried Wilhelm Leibniz Universität Hannover
1
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Journal of banking & finance
3
European journal of operational research : EJOR
2
HKIMR working paper
2
The journal of fixed income
2
Center of Finance dissertation series
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
European financial management : the journal of the European Financial Management Association
1
Journal of empirical finance
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Pacific-Basin finance journal
1
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
1
Review of derivatives research
1
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
1
The journal of risk model validation
1
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ECONIS (ZBW)
23
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1
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:
2
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:
3
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
-
2018
Persistent link: https://www.econbiz.de/10012201906
Saved in:
4
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
5
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:
6
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:
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
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:
9
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:
10
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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