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Asset portfolio securitization...
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Kreditrisiko
73
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61
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40
Theory
39
Basel Accord
29
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29
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27
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26
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25
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credit risk
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101
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German
32
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Rösch, Daniel
146
Scheule, Harald
89
Hamerle, Alfred
49
Liebig, Thilo
14
Kellner, Ralf
9
Löhr, Sebastian
6
Nagl, Maximilian
6
Wolter, Marcus
6
Betz, Jennifer
5
Jobst, Rainer
5
Krüger, Steffen
5
Lützenkirchen, Kristina
5
Bade, Benjamin
4
Büchel, Patrick
4
Claußen, Arndt
4
Kratochwil, Michael
4
Luong, Thi Mai
4
Schmelzle, Martin
4
Wu, Eliza
4
Mursajew, Olga
3
Rauhmeier, Robert
3
Roesch, Daniel
3
Rosch, Daniel
3
Baesens, Bart
2
Blochwitz, Stefan
2
Bodenstedt, Matthias
2
Bui, Christina
2
Do, Hung Xuan
2
Hill, Paula
2
Hohl, Stefan
2
Lee, Yong Woong
2
Scheule, Harald (Harry)
2
Wanzare, Nitya
2
Boegelein, Leif
1
Chan, Howard
1
Chan, Howard Wei-hong
1
DANIEL R÷SCH
1
Dierkes, Maik
1
Faff, Robert
1
Faff, Robert W.
1
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Universität <Regensburg> / Institut für Banken und Finanzierung
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3
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1
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Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
17
Journal of banking & finance
10
European journal of operational research : EJOR
5
HKIMR working paper
5
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Die Betriebswirtschaft : DBW
4
Institut für Banken und Finanzierung Leibniz Universität Hannover Referierte Einzelaufsätze in Zeitschriften und Sammelbänden
4
Risk : managing risk in the world's financial markets
4
Finanzmarkt und Portfolio-Management
3
Global finance journal
3
Journal of financial stability
3
Kredit und Kapital
3
Review of Derivatives Research
3
Review of derivatives research
3
The journal of fixed income
3
The journal of futures markets
3
The journal of risk model validation
3
Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
3
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
2
Discussion Paper Series 2
2
Discussion Paper Series 2: Banking and Financial Studies
2
Discussion paper / Deutsche Bundesbank
2
European Journal of Operational Research
2
European financial management : the journal of the European Financial Management Association
2
Finance research letters
2
Financial markets, institutions & instruments
2
International journal of forecasting
2
Journal of Banking & Finance
2
Journal of Futures Markets
2
Journal of risk
2
Pacific-Basin finance journal
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf
2
The journal of real estate finance and economics
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Center of Finance dissertation series
1
Credit and Capital Markets
1
CreditRisk+ in the banking industry
1
Die Bank
1
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Source
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ECONIS (ZBW)
99
OLC EcoSci
29
RePEc
22
USB Cologne (business full texts)
14
USB Cologne (EcoSocSci)
11
EconStor
7
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1
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
Saved in:
2
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
Saved in:
3
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
4
Systematic credit risk and pricing for fixed income instruments
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 42-60
Persistent link: https://www.econbiz.de/10011660753
Saved in:
5
Credit risk analytics : measurement techniques, applications, and examples in SAS
Baesens, Bart
;
Rösch, Daniel
;
Scheule, Harald
-
2016
Persistent link: https://www.econbiz.de/10011533876
Saved in:
6
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
-
2018
Persistent link: https://www.econbiz.de/10012201906
Saved in:
7
The impact of loan loss provisioning on bank capital requirements
Krüger, Steffen
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of financial stability
36
(
2018
),
pp. 114-129
Persistent link: https://www.econbiz.de/10012156896
Saved in:
8
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 289-305
Persistent link: https://www.econbiz.de/10011712252
Saved in:
9
Valuation of systematic risk in the cross-section of credit default swap spreads
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011792305
Saved in:
10
Predicting loss severities for residential mortgage loans : a three-step selection approach
Do, Hung Xuan
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 246-259
Persistent link: https://www.econbiz.de/10011869001
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