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1
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:
2
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:
3
A multi-factor approach for systematic default and recovery risk
Rösch, Daniel
;
Scheule, Harald
- In:
The Basel II risk parameters : estimation, validation, …
,
(pp. 105-125)
.
2006
Persistent link: https://www.econbiz.de/10003376028
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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