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~person:"Roszbach, Kasper"
~subject:"Schätzung"
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Schätzung
Credit risk
28
Kreditrisiko
24
Schweden
17
Sweden
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Theorie
14
Theory
14
Asymmetric information
12
Asymmetrische Information
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Credit rating
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Kreditwürdigkeit
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Basel II
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Kreditsicherung
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Verbraucherkredit
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Estimation
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Risikomaß
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SME
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credit risk
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1993-1995
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Retail credit
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cluster errors
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credit risk models
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default correlation
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industry dependency
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portfolio credit risk
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relative risk weights
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Roszbach, Kasper
Düllmann, Klaus
15
Koopman, Siem Jan
14
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12
Rösch, Daniel
11
Laeven, Luc
10
Schwaab, Bernd
10
Hamerle, Alfred
9
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Schuermann, Til
7
Boivin, Jean
6
Brunner, Antje
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Dötz, Niko
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Gan, Li
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Kaiser, Ulrich
6
Levine, Ross
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Liu, Yanyan
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Beck, Thorsten
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Buch, Claudia M.
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Chernov, Mikhail
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Duellmann, Klaus
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Essays on banking, credit and interest rates
1
Journal of financial services research : JFSR
1
SSE EFI working paper series in economics and finance
1
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ECONIS (ZBW)
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1
Credit
risk
versus capital requirements under Basel II : are SME loans and retail credit really different?
Jacobson, Tor
;
Lindé, Jesper
;
Roszbach, Kasper
-
2004
credit
risk
. In this paper we present new quantitative evidence on the implied credit loss distributions for two Swedish …
Persistent link: https://www.econbiz.de/10011583864
Saved in:
2
Credit
risk
versus capital requirements under Basel II: are SME loans and retail credit really different?
Jacobson, Tor
;
Lindé, Jesper
;
Roszbach, Kasper
- In:
Journal of financial services research : JFSR
28
(
2005
)
1/2/3
,
pp. 43-75
Persistent link: https://www.econbiz.de/10003227521
Saved in:
3
Duration of consumer loans and bank lending policy : dormancy versus default risk
Carling, Kenneth
;
Jacobson, Tor
;
Roszbach, Kasper
-
1998
Persistent link: https://www.econbiz.de/10000996162
Saved in:
4
Duration of consumer loans and bank lending policy : dormancy versus default risk
Carling, Kenneth
;
Roszbach, Kasper
- In:
Essays on banking, credit and interest rates
,
(pp. 1-31)
.
1998
Persistent link: https://www.econbiz.de/10001396365
Saved in:
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