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~person:"Rösch, Daniel"
~person:"Welzel, Peter"
~subject:"Basler Eigenkapitalvereinbarung <2001>"
~subject:"Kreditrisiko"
~subject:"Risikomaß"
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Basler Eigenkapitalvereinbarung <2001>
Kreditrisiko
Risikomaß
Credit risk
66
Theorie
37
Theory
32
Basler Akkord
28
Basel Accord
27
Risikomanagement
22
Risk management
20
Kreditgeschäft
19
Kreditwürdigkeit
19
Bank lending
17
Credit rating
17
Insolvency
15
Insolvenz
15
Portfolio-Management
15
Hedging
13
Portfolio selection
13
Bank
12
Derivat
12
Derivative
12
Korrelation
12
Schätzung
12
Estimation
10
Kreditderivat
9
credit risk
9
Correlation
8
Credit derivative
8
Konjunktur
8
Forecasting model
7
Hypothek
7
Mortgage
7
Prognoseverfahren
7
Risk measure
7
Bank risk
6
Bankrisiko
6
Basel II
6
Loss
6
Verlust
6
Asset-liability management
5
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Online availability
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Free
27
Undetermined
24
Type of publication
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Article
46
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Working Paper
22
Graue Literatur
19
Non-commercial literature
19
Arbeitspapier
15
Hochschulschrift
4
Aufsatzsammlung
3
Collection of articles of several authors
2
Sammelwerk
2
Collection of articles written by one author
1
Guidebook
1
Ratgeber
1
Sammlung
1
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Language
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English
69
German
12
Author
All
Rösch, Daniel
Welzel, Peter
Ongena, Steven
102
Lucas, André
65
Acharya, Viral V.
61
Altman, Edward I.
61
Koopman, Siem Jan
50
Peydró, José-Luis
50
Schuermann, Til
48
Saunders, Anthony
47
Agarwal, Sumit
46
Gambacorta, Leonardo
41
Scheule, Harald
41
Brigo, Damiano
39
Giesecke, Kay
39
Schwaab, Bernd
39
Caporale, Guglielmo Maria
38
Capponi, Agostino
38
Fabozzi, Frank J.
38
Hamerle, Alfred
37
Hasan, Iftekhar
36
Krahnen, Jan Pieter
35
Monfort, Alain
35
Düllmann, Klaus
33
Gilchrist, Simon
33
Gouriéroux, Christian
33
Tang, Dragon Yongjun
33
Jarrow, Robert A.
32
Duffie, Darrell
31
Longstaff, Francis A.
31
Tarashev, Nikola A.
31
Huschens, Stefan
30
Roesch, Daniel
30
Schmieder, Christian
30
Shin, Hyun Song
30
Berger, Allen N.
29
Jiménez, Gabriel
29
Renne, Jean-Paul
29
Allen, David E.
28
Gürtler, Marc
28
Jokivuolle, Esa
28
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Institution
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Universität Augsburg / Institut für Volkswirtschaftslehre
6
Universität <Regensburg> / Institut für Banken und Finanzierung
3
Gottfried Wilhelm Leibniz Universität Hannover
1
Univeristy of Regensburg / Department of Statistics, Faculty of Business and Economics
1
University <Regensburg> / Department of Statistics, Faculty of Business, Economics and Business Information Systems
1
University of Regensburg / Department of Statistics, Faculty of Business and Economics
1
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
1
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Volkswirtschaftliche Diskussionsreihe
11
Journal of banking & finance
5
European journal of operational research : EJOR
4
HKIMR working paper
3
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
Bundesbank Discussion Paper
2
International journal of forecasting
2
Review of derivatives research
2
Schmalenbach business review : sbr
2
The journal of fixed income
2
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
2
Center of Finance dissertation series
1
Credit and capital markets : Kredit und Kapital
1
Die Bank
1
Die Betriebswirtschaft : DBW
1
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
1
Discussion Paper Series 2
1
Discussion paper
1
Discussion paper / Deutsche Bundesbank
1
Diskussionsbeitrag
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Economics and business review
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Global finance journal
1
In: Central European Journal of Operations Research, Vol. 10/2, July 2002, pp. 163-186.
1
Institut für Banken und Finanzierung Leibniz Universität Hannover Referierte Einzelaufsätze in Zeitschriften und Sammelbänden
1
International review of finance
1
Journal of Risk ; 8 (1), 2005, pp 41-58
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Pacific-Basin finance journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
1
The European journal of finance
1
The journal of futures markets
1
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Source
All
ECONIS (ZBW)
66
EconStor
7
USB Cologne (business full texts)
6
RePEc
1
USB Cologne (EcoSocSci)
1
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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
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
3
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
-
2018
Persistent link: https://www.econbiz.de/10012201906
Saved in:
4
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
5
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:
6
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:
7
Fortgeschrittene Modellierung von Abhängigkeiten im
Kreditrisiko
- Neue Erkenntnisse zu der Verlustquote, dem erwarteten Verlust über die Restlaufzeit und den Kapitalanforderungen...
Krüger, Steffen
-
2017
Persistent link: https://www.econbiz.de/10012792779
Saved in:
8
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
9
Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer
;
Krüger, Steffen
;
Kellner, Ralf
; …
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
Saved in:
10
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
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