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Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer; Krüger, Steffen; Kellner, Ralf; … - In: Journal of banking & finance 112 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
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Downturn LGD modeling using quantile regression
Krüger, Steffen; Rösch, Daniel - In: Journal of banking & finance 79 (2017), pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
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Credit losses in economic downturns : empirical evidence for Hong Kong mortgage loans
Rösch, Daniel; Scheule, Harald - 2008
Persistent link: https://www.econbiz.de/10003770585
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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
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The empirical relation between credit quality, recovery, and correlation
Rösch, Daniel; Scheule, Harald - 2009
Persistent link: https://www.econbiz.de/10003975032
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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
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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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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
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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