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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~person:"Rösch, Daniel"
~subject:"Finanzkrise"
~subject:"Portfolio-Management"
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Basler Akkord
Kreditgeschäft
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19
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16
Kreditrisiko
13
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12
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risk management
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1980-2008
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Rösch, Daniel
Fabozzi, Frank J.
32
McAleer, Michael
23
Schuermann, Til
21
Wang, Ruodu
20
Diebold, Francis X.
18
Rudolph, Bernd
17
Becker, Axel
15
Eller, Roland
14
Hammoudeh, Shawkat
13
Bhansali, Vineer
12
Bollerslev, Tim
11
Engle, Robert F.
11
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11
Ratnovski, Lev
11
Račev, Svetlozar T.
11
Roncalli, Thierry
11
Satchell, Stephen
11
Schulte-Mattler, Hermann
11
Härdle, Wolfgang
10
Kakushadze, Zura
10
Lo, Andrew W.
10
Pérez Amaral, Teodosio
10
Scherer, Bernd
10
Skoglund, Jimmy
10
Blommestein, Hans J.
9
Chorafas, Dimitris N.
9
Csóka, Péter
9
Gantenbein, Pascal
9
Jacobs, Michael <Jr.>
9
Janabi, Mazin A. M. al
9
Krahnen, Jan Pieter
9
Mao, Tiantian
9
Migueis, Marco
9
Peydró, José-Luis
9
Polo, Andrea
9
Schmieder, Christian
9
Schneider, Andreas
9
Stulz, René M.
9
Summer, Martin
9
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Gottfried Wilhelm Leibniz Universität Hannover
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1
European journal of operational research : EJOR
1
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1
International review of finance
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
11
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1
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:
2
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10008738705
Saved in:
8
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:
9
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:
10
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:
1
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