Browsing by Author Roesch, D

Showing results 1 to 16 of 16
Issue DateTitleAuthor(s)
1-Mar-2016Accuracy of mortgage portfolio risk forecasts during financial crisesLee, Y; Roesch, D; Scheule, H
Jan-2014Forecasting probabilities of default and loss rates given default in the presence of selectionRoesch, D; Scheule, H
Jan-2013Ratings based capital adequacy for securitizationsLuetzenkirchen, K; Roesch, D; Scheule, H
Jan-2013Dynamic implied correlation modeling and forecasting in structured financeL oehr, S; Mursajew, O; Roesch, D; Scheule, H
Jan-2013The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Roesch, D; Scheule, H
Jan-2013Regulatory capital requirements for securitizationsLuetzenkirchen, K; Roesch, D; Scheule, H; Roesch, D; Scheule, H
Jan-2012Capital incentives and adequacy for securitizationsRoesch, D; Scheule, H
19-May-2011Empirical Performance of LGD Prediction ModelsBade, B; Roesch, D; Scheule, HH
Jan-2011Default and recovery risk dependencies in a simple credit risk modelBade, B; Roesch, D; Scheule, H
Jan-2011Empirical performance of loss given default prediction modelsBade, B; Roesch, D; Scheule, H
Jan-2010Downturn credit portfolio risk, regulatory capital and prudential incentivesRoesch, D; Scheule, H
Jan-2010Downturn model risk: Another view of the global financial crisisRoesch, D; Scheule, H; Scheule, H; Roesch, D
Jan-2009Credit portfolio loss forecasts for economic downturnsRoesch, D; Scheule, H
Jan-2009Credit rating impact on CDO evaluationRoesch, D; Scheule, H
Jan-2008Integrating stress-testing frameworksRoesch, D; Scheule, H; Roesch, D; Scheule, H
Jan-2008Downturn LGD for Hong Kong mortgage loan portfoliosRoesch, D; Scheule, H