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subject:"Kreditgeschäft"
subject:"Portfolio-Management"
~person:"Rösch, Daniel"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Kreditgeschäft
Portfolio-Management
Risikomanagement
11
Risk management
11
Credit risk
8
Kreditrisiko
8
Basel Accord
7
Basler Akkord
7
Theorie
4
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Credit rating
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Kreditwürdigkeit
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Portfolio selection
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Risk
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Derivat
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Aufsatz in Zeitschrift
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Rösch, Daniel
Wang, Ruodu
12
Fabozzi, Frank J.
11
Hammoudeh, Shawkat
11
Mao, Tiantian
8
Alexander, Gordon J.
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Tan, Ken Seng
7
Yang, Fan
7
Baptista, Alexandre M.
6
Bhansali, Vineer
6
Kakushadze, Zura
6
Martellini, Lionel
6
Righi, Marcelo Brutti
6
Zhu, Shushang
6
Chen, An
5
Chen, Zhiping
5
Godin, Frédéric
5
Jacobs, Michael <Jr.>
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Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rüschendorf, Ludger
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Satchell, Stephen
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Arora, Anju
4
Bernard, Carole
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Boonen, Tim J.
4
Brandtner, Mario
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Cossette, Hélène
4
Ghorbel, Ahmed
4
Härdle, Wolfgang
4
Kang, Sang Hoon
4
Karagozoglu, Ahmet K.
4
Lin, Yijia
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Luciano, Elisa
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Marceau, Etienne
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Center of Finance dissertation series
1
European journal of operational research : EJOR
1
International review of finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of risk
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ECONIS (ZBW)
6
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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
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:
3
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:
4
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:
5
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:
6
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:
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