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~person:"Rösch, Daniel"
~person:"Schuermann, Til"
~subject:"Basel Accord"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Basel Accord
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Kreditrisiko
108
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93
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33
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33
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31
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Rösch, Daniel
Schuermann, Til
Allen, David E.
21
Schulte-Mattler, Hermann
21
Ongena, Steven
19
Hamerle, Alfred
18
Jokivuolle, Esa
18
Giesecke, Kay
17
Herbertsson, Alexander
17
Lucas, André
17
Overbeck, Ludger
17
Scheule, Harald
17
Tarashev, Nikola A.
16
Gordy, Michael B.
15
Gürtler, Marc
15
Huschens, Stefan
15
Kupiec, Paul H.
15
Altman, Edward I.
14
Düllmann, Klaus
14
Grundke, Peter
14
McAleer, Michael
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Witzany, Jiří
14
Capponi, Agostino
13
Pfingsten, Andreas
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Repullo, Rafael
13
Schmieder, Christian
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Suárez, Javier
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Zhu, Haibin
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Bielecki, Tomasz R.
12
Engelmann, Bernd
12
Bo, Lijun
11
Höse, Steffi
11
Liebig, Thilo
11
Resti, Andrea
11
Roesch, Daniel
11
Rudolph, Bernd
11
Bodie, Zvi
10
Canals-Cerdá, José J.
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ECONIS (ZBW)
46
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1
Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil
;
Diebold, Francis X.
;
Schuermann, Til
; …
- In:
Risk management : the state of the art
,
(pp. 3-13)
.
2002
Persistent link: https://www.econbiz.de/10001698270
Saved in:
2
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
3
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:
4
Global business cycles and credit risk
Pesaran, M. Hashem
;
Schuermann, Til
;
Treutler, Björn-Jakob
- In:
The risks of financial institutions : [...papers and …
,
(pp. 419-473)
.
2006
Persistent link: https://www.econbiz.de/10003445609
Saved in:
5
The empirical relation between credit quality, recovery, and correlation
Rösch, Daniel
;
Scheule, Harald
-
2009
Persistent link: https://www.econbiz.de/10003975032
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
Stress testing banks
Schuermann, Til
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 717-728
Persistent link: https://www.econbiz.de/10010515587
Saved in:
9
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
10
Stress testing bank profitability
Duane, Michael
;
Schuermann, Til
;
Reynolds, Peter
- In:
Journal of risk management in financial institutions
7
(
2014
)
1
,
pp. 72-84
Persistent link: https://www.econbiz.de/10010259555
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