Search Results - person:"rösch, Harald"

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

Liquidity constraints, home equity and residential mortgage losses

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: The journal of real estate finance and economics 61 (2020) 2, pp. 208-246

Persistent link: https://www.econbiz.de/10012293163

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

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

Predicting loss severities for residential mortgage loans : a three-step selection approach

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259

Persistent link: https://www.econbiz.de/10011869001

Valuation of systematic risk in the cross-section of credit default swap spreads

Claußen, Arndt; Löhr, Sebastian; Rösch, Daniel; … - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 183-195

Persistent link: https://www.econbiz.de/10011792305

Accuracy of mortgage portfolio risk forecasts during financial crises

Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456

Persistent link: https://www.econbiz.de/10011436707

Credit risk analytics : measurement techniques, applications, and examples in SAS

Baesens, Bart; Rösch, Daniel; Scheule, Harald - 2016

Persistent link: https://www.econbiz.de/10011533876

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

Credit risk analytics : measurement techniques, applications, and examples in SAS

Baesens, Bart; Rösch, Daniel; Scheule, Harald - 2016

The long-awaited, comprehensive guide to practical credit risk modelingCredit Risk Analyticsprovides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the...

Persistent link: https://www.econbiz.de/10011683185