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~person:"Rösch, Daniel"
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Search: subject:"Kreditrisiko"
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Kreditrisiko
60
Credit risk
50
Basel Accord
21
Basler Akkord
21
Kreditwürdigkeit
19
Theorie
18
Credit rating
17
Theory
17
Insolvency
15
Insolvenz
15
Risikomanagement
13
Korrelation
12
Portfolio-Management
12
Risk management
12
Schätzung
12
Bank lending
11
Kreditgeschäft
11
Portfolio selection
11
Estimation
10
Correlation
8
Forecasting model
7
Hypothek
7
Mortgage
7
Prognoseverfahren
7
Risikomaß
7
Risk measure
7
Loss
6
Verlust
6
Basel II
5
Basler Eigenkapitalvereinbarung <2001>
4
Credit
4
Default Correlations
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Deutschland
4
Financial services
4
Finanzdienstleistung
4
Germany
4
Konjunktur
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Kredit
4
Loss Given Default
4
Securitization
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Article
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Language
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English
53
German
7
Author
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Rösch, Daniel
Ongena, Steven
101
Lucas, André
65
Acharya, Viral V.
61
Altman, Edward I.
61
Koopman, Siem Jan
50
Peydró, José-Luis
50
Schuermann, Til
48
Saunders, Anthony
47
Agarwal, Sumit
46
Gambacorta, Leonardo
41
Scheule, Harald
41
Brigo, Damiano
39
Giesecke, Kay
39
Schwaab, Bernd
39
Caporale, Guglielmo Maria
38
Capponi, Agostino
38
Fabozzi, Frank J.
37
Hamerle, Alfred
37
Hasan, Iftekhar
36
Krahnen, Jan Pieter
35
Monfort, Alain
35
Düllmann, Klaus
33
Gilchrist, Simon
33
Gouriéroux, Christian
33
Tang, Dragon Yongjun
33
Jarrow, Robert A.
32
Duffie, Darrell
31
Longstaff, Francis A.
31
Tarashev, Nikola A.
31
Huschens, Stefan
30
Roesch, Daniel
30
Schmieder, Christian
30
Shin, Hyun Song
30
Berger, Allen N.
29
Jiménez, Gabriel
29
Renne, Jean-Paul
29
Allen, David E.
28
Gürtler, Marc
28
Jokivuolle, Esa
28
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Universität <Regensburg> / Institut für Banken und Finanzierung
3
Gottfried Wilhelm Leibniz Universität Hannover
1
Univeristy of Regensburg / Department of Statistics, Faculty of Business and Economics
1
University <Regensburg> / Department of Statistics, Faculty of Business, Economics and Business Information Systems
1
University of Regensburg / Department of Statistics, Faculty of Business and Economics
1
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
1
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Journal of banking & finance
5
European journal of operational research : EJOR
4
HKIMR working paper
3
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
International journal of forecasting
2
Review of derivatives research
2
The journal of fixed income
2
Center of Finance dissertation series
1
Die Bank
1
Die Betriebswirtschaft : DBW
1
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
1
Discussion Paper Series 2
1
Discussion paper / Deutsche Bundesbank
1
Diskussionsbeitrag
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
Finance research letters
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Global finance journal
1
In: Central European Journal of Operations Research, Vol. 10/2, July 2002, pp. 163-186.
1
Institut für Banken und Finanzierung Leibniz Universität Hannover Referierte Einzelaufsätze in Zeitschriften und Sammelbänden
1
International review of finance
1
Journal of Risk ; 8 (1), 2005, pp 41-58
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Pacific-Basin finance journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
1
The European journal of finance
1
The journal of futures markets
1
The journal of real estate finance and economics
1
The journal of risk model validation
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
University of Regensburg Working Papers in Business, Economics and Management Information Systems
1
Wiley and SAS business series
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
to appear in: Journal of Credit Risk
1
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ECONIS (ZBW)
50
USB Cologne (business full texts)
6
EconStor
2
RePEc
1
USB Cologne (EcoSocSci)
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
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
3
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:
4
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:
5
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
6
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:
7
Fortgeschrittene Modellierung von Abhängigkeiten im
Kreditrisiko
- Neue Erkenntnisse zu der Verlustquote, dem erwarteten Verlust über die Restlaufzeit und den Kapitalanforderungen...
Krüger, Steffen
-
2017
Persistent link: https://www.econbiz.de/10012792779
Saved in:
8
Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer
;
Krüger, Steffen
;
Kellner, Ralf
; …
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
Saved in:
9
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:
10
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
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