Browsing byAuthorRoesch, D
Showing results 1 to 7 of 7
Issue Date | Title | Author(s) |
2010-01 | Downturn credit portfolio risk, regulatory capital and prudential incentives | Roesch, D; Scheule, H |
2008-01 | Downturn LGD for Hong Kong mortgage loan portfolios | Roesch, D; Scheule, H |
2010-01 | Downturn model risk: Another view of the global financial crisis | Roesch, D; Scheule, H; Scheule, H; Roesch, D |
2011-05-19 | Empirical Performance of LGD Prediction Models | Bade, B; Roesch, D; Scheule, HH |
2011-06-01 | Empirical performance of loss given default prediction models | Bade, B; Roesch, D; Scheule, H |
2008-01 | Integrating stress-testing frameworks | Roesch, D; Scheule, H; Roesch, D; Scheule, H |
2013-01 | Regulatory capital requirements for securitizations | Luetzenkirchen, K; Roesch, D; Scheule, H; Roesch, D; Scheule, H |