//--> //--> //-->
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:"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:"Eigenkapitalausstattung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Basel Accord
24
Basler Akkord
24
Credit risk
21
Kreditrisiko
21
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
Bank risk
5
Bankrisiko
5
Estimation
5
Schätzung
5
Hypothek
4
Mortgage
4
Asset-Backed Securities
3
Asset-backed securities
3
Securitization
3
Verbriefung
3
credit risk
3
loss given default
3
Asia
2
Asien
2
Asset-liability management
2
Bank
2
Bilanzstrukturmanagement
2
Correlation
2
Credit
2
Deutschland
2
Economic downturn
2
Eigenkapital
2
more ...
less ...
Online availability
All
Undetermined
10
Free
5
Type of publication
All
Article
18
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
4
Working Paper
4
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
19
German
5
Author
All
Rösch, Daniel
McAleer, Michael
48
Ongena, Steven
45
Ojo D Delaney PhD, Marianne
41
Jokivuolle, Esa
33
Pérez Amaral, Teodosio
33
Schulte-Mattler, Hermann
31
Repullo, Rafael
29
Wall, Larry D.
27
Kane, Edward J.
26
Demirgüç-Kunt, Asli
25
Hasan, Iftekhar
25
Detragiache, Enrica
23
Jiménez-Martín, Juan-Ángel
23
Suárez, Javier
23
Wieladek, Tomasz
23
Agénor, Pierre-Richard
22
Gambacorta, Leonardo
21
Gersbach, Hans
20
Nikolov, Kalin
20
Paul, Stephan
20
Tarazi, Amine
20
Acharya, Viral V.
19
Ayadi, Rym
19
Ratnovski, Lev
19
Behn, Markus
18
Chami, Ralph
18
Hellwig, Martin
18
Herring, Richard J.
18
Resti, Andrea
18
Schuermann, Til
18
Silva, Luiz A. Pereira da
18
Admati, Anat R.
17
Calomiris, Charles W.
17
Cosimano, Thomas F.
17
Ferri, Giovanni
17
Hartmann-Wendels, Thomas
17
Mendicino, Caterina
17
Angelini, Paolo
16
Bitar, Mohammad
16
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
HKIMR working paper
2
International journal of forecasting
2
Journal of banking & finance
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 stability
1
Journal of risk
1
Journal of the Operational Research Society : OR
1
Pacific-Basin finance journal
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)
24
Showing
1
-
24
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
7
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:
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
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
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:
22
Correlations and business cycles of credit risk : evidence from bankruptcies in Germany
Rösch, Daniel
-
2003
Persistent link: https://www.econbiz.de/10001827234
Saved in:
23
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:
24
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...
//-->