Suche

Suchergebnisse

• "Regulatory Banking Capital, Estimation Error and Systemic Risk in Ratings Based Capital Rules", Rösch, 2006

  Publikation

  Publikation auf epub.uni-regensburg.de: "Regulatory Banking Capital, Estimation Error and Systemic Risk in Ratings Based Capital Rules" (externer Link, öffnet neues Fenster)

• "Stress-testing for Financial Institutions - Applications, Regulations and Techniques", Rösch, Scheule, 2008

  Publikation

  Publikation auf epub.uni-regensburg.de: "Stress-testing for Financial Institutions - Applications, Regulations and Techniques" (externer Link, öffnet neues Fenster)

• "Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans", Rösch, Scheule, 2008

  Publikation

  Publikation auf epub.uni-regensburg.de: "Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans" (externer Link, öffnet neues Fenster)

• "Model Risk – Identification, Measurement and Management", Rösch, Scheule, 2010

  Publikation

  Publikation auf epub.uni-regensburg.de: "Model Risk – Identification, Measurement and Management" (externer Link, öffnet neues Fenster)

• "Securitization Rating Performance and Agency Incentives", Rösch, Scheule, 2011

  Publikation

  This paper provides an empirical study, which assesses the historical performance of credit rating agency (CRA) ratings for securitizations before and...

  Publikation auf epub.uni-regensburg.de: "Securitization Rating Performance and Agency Incentives" (externer Link, öffnet neues Fenster)

• "Credit Securitisations and Derivatives - Challenges for the Global Markets", Rösch, Scheule, 2013

  Publikation

  Publikation auf epub.uni-regensburg.de: "Credit Securitisations and Derivatives - Challenges for the Global Markets" (externer Link, öffnet neues Fenster)

• "Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS", Scheule, Baesens, Rösch, 2016

  Publikation

  Publikation auf epub.uni-regensburg.de: "Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS" (externer Link, öffnet neues Fenster)

• "Understanding Statistics and Probability - An Introduction to Methods, Techniques and Computer Applications", Rösch, 2017

  Publikation

  Publikation auf epub.uni-regensburg.de: "Understanding Statistics and Probability - An Introduction to Methods, Techniques and Computer Applications" (externer Link, öffnet neues Fenster)

• "Credit Risk Analytics: The R Companion", Scheule, Rösch, Baesens, 2017

  Publikation

  Credit risk analytics in R will enable you to build credit risk models from start to finish. Accessing real credit data via the accompanying website...

  Publikation auf epub.uni-regensburg.de: "Credit Risk Analytics: The R Companion" (externer Link, öffnet neues Fenster)

• "Deep Credit Risk - Machine Learning in Python", Rösch, Scheule, 2020

  Publikation

  Publikation auf epub.uni-regensburg.de: "Deep Credit Risk - Machine Learning in Python" (externer Link, öffnet neues Fenster)