//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Cornford, Andrew J."
~person:"Rösch, Daniel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Basel Accord"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
36
Basler Akkord
36
Credit risk
23
Kreditrisiko
23
Credit rating
10
Kreditwürdigkeit
10
Theorie
9
Theory
9
Bank lending
7
Insolvency
7
Insolvenz
7
Kreditgeschäft
7
Risikomanagement
7
Risk management
7
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Welt
6
World
6
Bank risk
5
Bankrisiko
5
Estimation
5
Schätzung
5
Hypothek
4
Mortgage
4
Securitization
4
Verbriefung
4
Asset-Backed Securities
3
Asset-backed securities
3
Bank
3
Bankenaufsicht
3
Banking supervision
3
Developing countries
3
Entwicklungsländer
3
Financial crisis
3
Finanzkrise
3
Regulierung
3
credit risk
3
loss given default
3
more ...
less ...
Online availability
All
Undetermined
10
Free
9
Type of publication
All
Article
25
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
5
Working Paper
5
Amtsdruckschrift
3
Government document
3
Aufsatz im Buch
2
Book section
2
Hochschulschrift
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
31
German
5
French
1
Author
All
Cornford, Andrew J.
Rösch, Daniel
McAleer, Michael
67
Ongena, Steven
45
Ojo D Delaney PhD, Marianne
41
Jokivuolle, Esa
33
Pérez Amaral, Teodosio
33
Schulte-Mattler, Hermann
33
Repullo, Rafael
29
Jiménez-Martín, Juan-Ángel
28
Wall, Larry D.
27
Chang, Chia-Lin
26
Kane, Edward J.
26
Demirgüç-Kunt, Asli
25
Hasan, Iftekhar
25
Chami, Ralph
23
Detragiache, Enrica
23
Suárez, Javier
23
Wieladek, Tomasz
23
Agénor, Pierre-Richard
22
Gambacorta, Leonardo
21
Cosimano, Thomas F.
20
Hellwig, Martin
20
Nikolov, Kalin
20
Paul, Stephan
20
Ratnovski, Lev
20
Tarazi, Amine
20
Acharya, Viral V.
19
Ayadi, Rym
19
Gersbach, Hans
19
Herring, Richard J.
18
Resti, Andrea
18
Schuermann, Til
18
Silva, Luiz A. Pereira da
18
Wedow, Michael
18
Admati, Anat R.
17
Angelini, Paolo
17
Calomiris, Charles W.
17
Ferri, Giovanni
17
Hartmann-Wendels, Thomas
17
Kupiec, Paul H.
17
more ...
less ...
Institution
All
UNCTAD
1
Published in...
All
Finance & bien commun : revue d'éthique en économie et finance
4
Discussion papers / United Nations Conference on Trade and Development
2
European journal of operational research : EJOR
2
G-24 discussion paper series : research papers for the Intergovernmental Group of Twenty-Four on International Monetary Affairs
2
HKIMR working paper
2
International journal of forecasting
2
Journal of banking & finance
2
United Nations publication
2
Center of Finance dissertation series
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 / Deutsche Bundesbank
1
European financial management : the journal of the European Financial Management Association
1
Journal of economic dynamics & control
1
Journal of financial regulation and compliance : an international journal
1
Journal of financial stability
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Managing economies, trade and international business
1
Pacific-Basin finance journal
1
Policy issues in international trade and commodities research study series
1
Reforming the international financial system for development
1
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of fixed income
1
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
36
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
Advanced dependency modeling in credit risk : lessons for loss given default, lifetime expected loss and bank capital requirements
Krüger, Steffen
-
2017
Persistent link: https://www.econbiz.de/10012792779
Saved in:
5
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:
6
The impact of loan loss provisioning on bank capital requirements
Krüger, Steffen
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of financial stability
36
(
2018
),
pp. 114-129
Persistent link: https://www.econbiz.de/10012156896
Saved in:
7
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:
8
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:
9
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:
10
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 289-305
Persistent link: https://www.econbiz.de/10011712252
Saved in:
11
Revising Basel 2 : the impact of the financial crisis and implications for developing countries
Cornford, Andrew J.
-
2010
Persistent link: https://www.econbiz.de/10014301617
Saved in:
12
Credit losses in economic downturns : empirical evidence for Hong Kong mortgage loans
Rösch, Daniel
;
Scheule, Harald
-
2008
Persistent link: https://www.econbiz.de/10003770585
Saved in:
13
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:
14
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
Saved in:
15
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:
16
Basel II: the revised framework of June 2004
Cornford, Andrew J.
-
2005
Persistent link: https://www.econbiz.de/10002880906
Saved in:
17
Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin
;
Rösch, Daniel
;
Scheule, Harald
- In:
European financial management : the journal of the …
17
(
2011
)
1
,
pp. 120-144
Persistent link: https://www.econbiz.de/10008990956
Saved in:
18
Credit risk factor modeling and the Basel II IRB approach
Hamerle, Alfred
(
contributor
);
Liebig, Thilo
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002133114
Saved in:
19
Basel II and banking in emerging and other developing economies
Cornford, Andrew J.
- In:
Managing economies, trade and international business
,
(pp. 147-164)
.
2010
Persistent link: https://www.econbiz.de/10003919202
Saved in:
20
The Basel 2 agenda for 2009 : progress so far
Cornford, Andrew J.
- In:
Reforming the international financial system for development
,
(pp. 169-193)
.
2010
Persistent link: https://www.econbiz.de/10008939407
Saved in:
21
The Basel Committee's proposals for revised capital standards : mark 2 and the state of play
Cornford, Andrew J.
-
2001
Persistent link: https://www.econbiz.de/10001638111
Saved in:
22
Revising Basel II : the impact of the financial crisis
Cornford, Andrew J.
- In:
Finance & bien commun : revue d'éthique en économie …
34/35
(
2009
)
2/3
,
pp. 60-77
Persistent link: https://www.econbiz.de/10003936370
Saved in:
23
The Basle Committee's proposals for revised capital standards : rationale, design and possible incidence
Cornford, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001513094
Saved in:
24
Basel II and developing countries
Cornford, Andrew J.
- In:
Finance & bien commun : revue d'éthique en économie …
31/32
(
2008
)
2/3
,
pp. 69-78
Persistent link: https://www.econbiz.de/10003885362
Saved in:
25
The global implementation of Basel II : prospects and outstanding problems
Cornford, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10009625792
Saved in:
26
Everything you wanted to know about Basel II but were afraid to ask
Cornford, Andrew J.
- In:
Finance & bien commun : revue d'éthique en économie …
(
2005
)
21
,
pp. 41-56
Persistent link: https://www.econbiz.de/10002858525
Saved in:
27
Capital requirements for banks in non-standard contexts
Cornford, Andrew J.
- In:
Finance & bien commun : revue d'éthique en économie …
(
2005
)
21
,
pp. 68-80
Persistent link: https://www.econbiz.de/10002858529
Saved in:
28
Bankinterne Parametrisierung und empirischer Vergleich von Kreditrisikomodellen
Hamerle, Alfred
;
Rösch, Daniel
- In:
Die Betriebswirtschaft : DBW
65
(
2005
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10002710878
Saved in:
29
Backtesting von Ausfallwahrscheinlichkeiten und "Risiko2"
Hamerle, Alfred
;
Rösch, Daniel
- In:
Die Unternehmung : Swiss journal of business research …
59
(
2005
)
6
,
pp. 535-546
Persistent link: https://www.econbiz.de/10003226820
Saved in:
30
A multifactor approach for systematic default and recovery risk
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 63-75
Persistent link: https://www.econbiz.de/10003229860
Saved in:
31
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:
32
Basel II: vintage 2003
Cornford, Andrew J.
- In:
Journal of financial regulation and compliance : an …
12
(
2004
)
1
,
pp. 22-35
Persistent link: https://www.econbiz.de/10001973172
Saved in:
33
Was leisten Trennschärfemaße für Ratingsysteme?
Blochwitz, Stefan
;
Hamerle, Alfred
;
Hohl, Stefan
; …
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
57
(
2004
)
22
,
pp. 1275-1278
Persistent link: https://www.econbiz.de/10002432321
Saved in:
34
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:
35
Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel
-
2003
Persistent link: https://www.econbiz.de/10001827234
Saved in:
36
Assetkorrelationen der Schlüsselbranchen in Deutschland
Hamerle, Alfred
;
Liebig, Thilo
;
Rösch, Daniel
- In:
Die Bank
(
2002
)
7
,
pp. 470-473
Persistent link: https://www.econbiz.de/10001677942
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->