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person:"Baxmann, Ulf G."
subject:"Kreditgeschäft"
~person:"Rösch, Daniel"
~person:"Stefanova, Maria"
~subject:"Risikomanagement"
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Kreditgeschäft
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Baxmann, Ulf G.
Rösch, Daniel
Stefanova, Maria
Gleißner, Werner
89
Romeike, Frank
62
Ivanov, Dmitry
56
Broll, Udo
55
Schuermann, Til
51
Dionne, Georges
49
Fabozzi, Frank J.
49
Eller, Roland
43
Gatzert, Nadine
42
Stulz, René M.
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McAleer, Michael
40
Kunreuther, Howard
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Chorafas, Dimitris N.
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Härdle, Wolfgang
33
Saunders, Anthony
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Wiedemann, Arnd
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Acharya, Viral V.
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Rudolph, Bernd
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Olson, David L.
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Sherris, Michael
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Wu, Desheng Dash
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Kersten, Wolfgang
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Eling, Martin
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Embrechts, Paul
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Engle, Robert F.
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Hillson, David
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Mußhoff, Oliver
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Stoja, Evarist
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Wagner, Stephan M.
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Wang, Ruodu
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Becker, Axel
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Dolgui, Alexandre
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Giudici, Paolo
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Henke, Michael
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Shevchenko, Pavel V.
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Albrecht, Peter
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Andersen, Torben Juul
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Daníelsson, Jón
23
Dowd, Kevin
23
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Institut für Betriebswirtschaftslehre <Lüneburg> / Abteilung für Bank- und Finanzwirtschaft
3
Kreditwirtschaftliches Kontaktforum <5, 2001, Lüneburg>
2
Norddeutscher Bankentag <2, 2001, Lüneburg>
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International journal of forecasting
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Journal of Fixed Income 15 (2), 2005, pp. 63-75
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Risikomanagement der Kreditwirtschaft : [9. Norddeutscher Bankentag]
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
SpringerLink / Bücher
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The Wiley Finance Ser
1
The Wiley Finance Series
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to appear in: Journal of Credit Risk
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ECONIS (ZBW)
21
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
3
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1
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
2
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
3
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
4
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
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
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
7
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
8
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:
9
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf
;
Rösch, Daniel
- In:
Journal of economic dynamics & control
68
(
2016
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011708407
Saved in:
10
Risikomanagement der Kreditwirtschaft : [9. Norddeutscher Bankentag]
Baxmann, Ulf G.
(
ed.
)
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003782712
Saved in:
1
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