| Issue Date | Title | Author(s) |
| 2016-03-01 | Accuracy of mortgage portfolio risk forecasts during financial crises | Lee, Y; Rösch, D; Scheule, H |
| 2012-01-01 | Capital incentives and adequacy for securitizations | Rösch, D; Scheule, H |
| 2018-06-01 | A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses | Krüger, S; Oehme, T; Rösch, D; Scheule, H |
| 2013-01 | Credit portfolio correlations with dynamic leverage ratios | Chiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H |
| 2009-02-01 | Credit portfolio loss forecasts for economic downturns | Rösch, D; Scheule, H |
| 2009-01-01 | Credit rating impact on CDO evaluation | Rösch, D; Scheule, H |
| 2011-01-01 | Default and recovery risk dependencies in a simple credit risk model | Bade, B; Rösch, D; Scheule, H |
| 2013-11-01 | Dynamic implied correlation modeling and forecasting in structured finance | Löhr, S; Mursajew, O; Rösch, D; Scheule, H |
| 2014-01-01 | Forecasting mortgage securitization risk under systematic risk and parameter uncertainty | Rösch, D; Scheule, H |
| 2014-03-01 | Forecasting probabilities of default and loss rates given default in the presence of selection | Rösch, D; Scheule, H |
| 2018-06-01 | The impact of loan loss provisioning on bank capital requirements | Krüger, S; Rösch, D; Scheule, H |
| 2020 | Liquidity Constraints, Home Equity and Residential Mortgage Losses | Do, HX; Rösch, D; Scheule, H |
| 2016-04-14 | The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions? | Bodenstedt, M; Rösch, D; Scheule, H |
| 2013-10-01 | The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions? | Bodenstedt, M; Rösch, D; Scheule, H |
| 2018-10-01 | Predicting loss severities for residential mortgage loans: A three-step selection approach | Do, HX; Rösch, D; Scheule, H |
| 2013-12-01 | Ratings based capital adequacy for securitizations | Lützenkirchen, K; Rösch, D; Scheule, H |
| 2016-08-01 | The role of model risk in extreme value theory for capital adequacy | Kellner, R; Rösch, D; Scheule, H |
| 2016-06-01 | Systematic credit risk and pricing for fixed income instruments | Rösch, D; Scheule, H |
| 2017-05-01 | Valuation of systematic risk in the cross-section of credit default swap spreads | Claußen, A; Löhr, S; Rösch, D; Scheule, H |
