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~person:"Rösch, Daniel"
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Search: subject_exact:"Capital adequacy standard"
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Basel Accord
24
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24
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21
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Rösch, Daniel
McAleer, Michael
48
Ongena, Steven
45
Ojo D Delaney PhD, Marianne
41
Jokivuolle, Esa
33
Pérez Amaral, Teodosio
33
Schulte-Mattler, Hermann
31
Repullo, Rafael
29
Wall, Larry D.
27
Kane, Edward J.
26
Demirgüç-Kunt, Asli
25
Hasan, Iftekhar
25
Detragiache, Enrica
23
Jiménez-Martín, Juan-Ángel
23
Suárez, Javier
23
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23
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22
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21
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20
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20
Paul, Stephan
20
Tarazi, Amine
20
Acharya, Viral V.
19
Ayadi, Rym
19
Ratnovski, Lev
19
Chami, Ralph
18
Hellwig, Martin
18
Herring, Richard J.
18
Resti, Andrea
18
Schuermann, Til
18
Silva, Luiz A. Pereira da
18
Admati, Anat R.
17
Calomiris, Charles W.
17
Cosimano, Thomas F.
17
Ferri, Giovanni
17
Hartmann-Wendels, Thomas
17
Mendicino, Caterina
17
Angelini, Paolo
16
Behn, Markus
16
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16
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European journal of operational research : EJOR
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
24
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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