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Asset portfolio securitization...
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Kreditrisiko
63
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Rösch, Daniel
83
Scheule, Harald
56
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16
Kellner, Ralf
9
Liebig, Thilo
9
Nagl, Maximilian
6
Betz, Jennifer
5
Krüger, Steffen
5
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4
Jobst, Rainer
4
Kratochwil, Michael
4
Luong, Thi Mai
4
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4
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3
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3
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3
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3
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2
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1
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1
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1
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Journal of banking & finance
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Institut für Banken und Finanzierung Leibniz Universität Hannover Referierte Einzelaufsätze in Zeitschriften und Sammelbänden
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CreditRisk+ in the banking industry
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European financial management : the journal of the European Financial Management Association
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In: Central European Journal of Operations Research, Vol. 10/2, July 2002, pp. 163-186.
1
In: „Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung“ (zfbf) 55 (2003), S.199-223
1
International review of finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of Fixed Income 15 (2), 2005, pp. 63-75
1
Journal of Risk ; 8 (1), 2005, pp 41-58
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Journal of economic dynamics & control
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Journal of the Operational Research Society : OR
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Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 - 3 November 2010, Banking
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1
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
Saved in:
2
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:
3
Credit rating impact on CDO evaluation
Rösch, Daniel
;
Scheule, Harald
- In:
Global finance journal
19
(
2009
)
3
,
pp. 235-251
Persistent link: https://www.econbiz.de/10003837176
Saved in:
4
The empirical relation between credit quality, recovery, and correlation
Rösch, Daniel
;
Scheule, Harald
-
2009
Persistent link: https://www.econbiz.de/10003975032
Saved in:
5
Downturn credit portofolio risk regulatory capital and prudential incentives
Rösch, Daniel
;
Scheule, Harald
- In:
International review of finance
10
(
2010
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10003991361
Saved in:
6
Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
European financial management : the journal of the …
17
(
2011
)
1
,
pp. 120-144
Persistent link: https://www.econbiz.de/10008990956
Saved in:
7
Empirical performance of loss given default prediction models
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 25-44
Persistent link: https://www.econbiz.de/10009356823
Saved in:
8
Securitization rating performance and agency incentives
Rösch, Daniel
;
Scheule, Harald
-
2011
Persistent link: https://www.econbiz.de/10009259872
Saved in:
9
A simple econometric approach for modeling stress event intensities
Jobst, Rainer
;
Rösch, Daniel
;
Scheule, Harald
; …
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 300-320
Persistent link: https://www.econbiz.de/10011348422
Saved in:
10
The path to impairment : do credit-rating agencies anticipate default events of structured finance transactions?
Bodenstedt, Matthias
;
Rösch, Daniel
;
Scheule, Harald
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 841-860
Persistent link: https://www.econbiz.de/10010245654
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