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Issue Date	Title	Author(s)
2016-03-01	Accuracy of mortgage portfolio risk forecasts during financial crises	Lee, Y; Rösch, D; Scheule, H
2013-12-01	Ratings based capital adequacy for securitizations	Lützenkirchen, K; Rösch, D; Scheule, H
2008-01	Integrating stress-testing frameworks	Roesch, D; Scheule, H; Roesch, D; Scheule, H
2008-01	Downturn LGD for Hong Kong mortgage loan portfolios	Roesch, D; Scheule, H
2013-11-01	Dynamic implied correlation modeling and forecasting in structured finance	Löhr, S; Mursajew, O; Rösch, D; Scheule, H
2010-01	Downturn credit portfolio risk, regulatory capital and prudential incentives	Roesch, D; Scheule, H
2012-01-01	Capital incentives and adequacy for securitizations	Rösch, D; Scheule, H
2011-06-01	Empirical performance of loss given default prediction models	Bade, B; Roesch, D; Scheule, H
2014-01-01	Forecasting mortgage securitization risk under systematic risk and parameter uncertainty	Rösch, D; Scheule, H
2010-01	Downturn model risk: Another view of the global financial crisis	Roesch, D; Scheule, H; Scheule, H; Roesch, D

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