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~person:"Rösch, Daniel"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
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Rösch, Daniel
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
3
Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
Saved in:
4
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:
5
Capital incentives and adequacy for securitizations
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009540499
Saved in:
6
Credit rating impact on CDO evaluation
Rösch, Daniel
;
Scheule, Harald
- In:
Global finance journal
19
(
2009
)
3
,
pp. 235-251
Persistent link: https://www.econbiz.de/10003837176
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