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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~person:"Pérez Amaral, Teodosio"
~person:"Rösch, Daniel"
~type_genre:"Article in journal"
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Basler Akkord
Kreditgeschäft
Risikomanagement
14
Risk management
14
Basel Accord
9
Credit risk
7
Kreditrisiko
7
Portfolio selection
7
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Pérez Amaral, Teodosio
Rösch, Daniel
Embrechts, Paul
5
Migueis, Marco
5
Wang, Ruodu
5
Arora, Anju
4
Hamerle, Alfred
4
Hölscher, Reinhold
4
Jacobs, Michael <Jr.>
4
Kumar, Muneesh
4
Ozdemir, Bogie
4
Prorokowski, Lukasz
4
Acharya, Viral V.
3
Archer, Simon
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Binder, Jens-Hinrich
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Cohen, Ruben D.
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Curti, Filippo
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Di Clemente, Annalisa
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Grody, Allan D.
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Karrenbauer, Ulrike
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Kellner, Ralf
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Klingeler, Rainer
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Lalon, Raad Mozib
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McAleer, Michael
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McConnell, Patrick
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McNeil, Alexander J.
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Mehra, Yogieta S.
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Piacenza, Fabio
3
Schulte-Mattler, Hermann
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Shevchenko, Pavel V.
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Westerfeld, Simone
3
Abdel Karim, Rifaat Ahmed
2
Afzal, Ayesha
2
Alexander, Gordon J.
2
Azim, Mohammad
2
Bajaj, Richa Verma
2
Bank, Matthias
2
Baptista, Alexandre M.
2
Becker, Axel
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Die Bank
1
European journal of operational research : EJOR
1
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International review of economics & finance : IREF
1
International review of finance
1
Journal of econometrics
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Journal of economic dynamics & control
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
5
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
6
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
7
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
Saved in:
8
An empirical comparison of default risk forecasts from alternative credit rating philosophies
Rösch, Daniel
- In:
International journal of forecasting
21
(
2005
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10002547096
Saved in:
9
Risikofaktoren und Korrelatioen für Bonitätsveränderungen
Hamerle, Alfred
;
Rösch, Daniel
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
55
(
2003
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001756125
Saved in:
10
Assetkorrelationen der Schlüsselbranchen in Deutschland
Hamerle, Alfred
;
Liebig, Thilo
;
Rösch, Daniel
- In:
Die Bank
(
2002
)
7
,
pp. 470-473
Persistent link: https://www.econbiz.de/10001677942
Saved in:
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