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Credit Portfolio Loss Forecasts for Economic Downturns

Rösch, Daniel; Scheule, Harald - In: Financial markets, institutions & instruments 18 (2009) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10008170050

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. 120-145

Persistent link: https://www.econbiz.de/10008768459

Credit rating impact on CDO evaluation

Rösch, Daniel; Scheule, Harald - In: Global finance journal 19 (2008) 3, pp. 235-251

Persistent link: https://www.econbiz.de/10008241873

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/10010166169

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/10009911503

Retail Risk - Modeling Systematic Consumer Credit Risk: Basel II and Reality

Rösch, Daniel; Scheule, Harald - In: The RMA-journal 86 (2003) 4, pp. 66-68

Persistent link: https://www.econbiz.de/10007156624

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/10007147687

Capital incentives and adequacy for securitizations

Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 36 (2012) 3, pp. 733-749

Persistent link: https://www.econbiz.de/10009825444

Credit rating impact on CDO evaluation

Rösch, Daniel; Scheule, Harald - In: Global finance journal 19 (2009) 3, pp. 235-252

Persistent link: https://www.econbiz.de/10008890236

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, pp. 841-860

The global financial crisis (GFC) has led to a general discussion of the accuracy and declining standards of credit-rating agency ratings. Substantial criticism has been directed towards the securitisation market, which has been identified as one of the main sources of the crisis. This study...

Persistent link: https://www.econbiz.de/10010824367