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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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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
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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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Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 237 (2014) 1, pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
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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
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Dynamic implied correlation modeling and forecasting in structured finance
Löhr, Sebastian; Mursajew, Olga; Rösch, Daniel; … - In: The journal of futures markets 33 (2013) 11, pp. 994-1023
Persistent link: https://www.econbiz.de/10010255106
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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707