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~subject:"Insolvency"
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Das Surrogatproblem bei CAPM-T...
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Insolvency
Kreditrisiko
85
Credit risk
70
Theorie
57
Theory
55
Portfolio-Management
39
Portfolio selection
35
Basel Accord
27
Basler Akkord
27
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27
Kreditwürdigkeit
25
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23
Schätzung
23
Credit rating
22
Deutschland
21
Germany
19
Korrelation
19
Estimation
18
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17
CAPM
16
Insolvenz
16
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15
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14
Kreditgeschäft
14
Risikomaß
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Risk
14
Risk measure
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Bank lending
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13
Asset-backed securities
12
Estimation theory
12
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12
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Asset-Backed Securities
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Hypothek
11
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11
credit risk
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9
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English
16
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Rösch, Daniel
15
Scheule, Harald
7
Betz, Jennifer
3
Kellner, Ralf
3
Do, Hung Xuan
2
Krüger, Steffen
2
Bade, Benjamin
1
Dierkes, Maik
1
Hamerle, Alfred
1
Jobst, Rainer
1
Liebig, Thilo
1
Schmelzle, Martin
1
Wolter, Marcus
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Gottfried Wilhelm Leibniz Universität Hannover
1
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European journal of operational research : EJOR
2
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
2
Center of Finance dissertation series
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial markets and portfolio management
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of the Operational Research Society : OR
1
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
1
The journal of fixed income
1
The journal of real estate finance and economics
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ECONIS (ZBW)
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1
Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel
-
2003
Persistent link: https://www.econbiz.de/10001827234
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2
Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel
- In:
Financial markets and portfolio management
17
(
2003
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001930082
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3
Dynamic modeling of credit portfolio risk with time-discrete Hzard rates
Hamerle, Alfred
-
2002
Persistent link: https://www.econbiz.de/10013408266
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4
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:
5
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
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6
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
Saved in:
7
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
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8
A multifactor approach for systematic default and recovery risk
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 63-75
Persistent link: https://www.econbiz.de/10003229860
Saved in:
9
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:
10
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
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