Browsing by Author Rösch, D

0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 1 to 18 of 18
Issue DateTitleAuthor(s)
1-Mar-2016Accuracy of mortgage portfolio risk forecasts during financial crisesLee, Y; Rösch, D; Scheule, H
1-Jan-2012Capital incentives and adequacy for securitizationsRösch, D; Scheule, H
1-Jun-2018A copula sample selection model for predicting multi-year LGDs and Lifetime Expected LossesKrüger, S; Oehme, T; Rösch, D; Scheule, H
Jan-2013Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
1-Feb-2009Credit portfolio loss forecasts for economic downturnsRösch, D; Scheule, H
1-Jan-2009Credit rating impact on CDO evaluationRösch, D; Scheule, H
1-Jan-2011Default and recovery risk dependencies in a simple credit risk modelBade, B; Rösch, D; Scheule, H
1-Nov-2013Dynamic implied correlation modeling and forecasting in structured financeLöhr, S; Mursajew, O; Rösch, D; Scheule, H
1-Jan-2014Forecasting mortgage securitization risk under systematic risk and parameter uncertaintyRösch, D; Scheule, H
1-Mar-2014Forecasting probabilities of default and loss rates given default in the presence of selectionRösch, D; Scheule, H
1-Jun-2018The impact of loan loss provisioning on bank capital requirementsKrüger, S; Rösch, D; Scheule, H
14-Apr-2016The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Rösch, D; Scheule, H
1-Oct-2013The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Rösch, D; Scheule, H
1-Oct-2018Predicting loss severities for residential mortgage loans: A three-step selection approachDo, HX; Rösch, D; Scheule, H
1-Dec-2013Ratings based capital adequacy for securitizationsLützenkirchen, K; Rösch, D; Scheule, H
1-Aug-2016The role of model risk in extreme value theory for capital adequacyKellner, R; Rösch, D; Scheule, H
1-Jun-2016Systematic credit risk and pricing for fixed income instrumentsRösch, D; Scheule, H
1-May-2017Valuation of systematic risk in the cross-section of credit default swap spreadsClaußen, A; Löhr, S; Rösch, D; Scheule, H