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Suchergebnisse

• "Credit Risk Factor Modeling and the Basel II IRB Approach", Hamerle, Liebig, Rösch, 2003

  Publikation

  Publikation auf epub.uni-regensburg.de: "Credit Risk Factor Modeling and the Basel II IRB Approach" (externer Link, öffnet neues Fenster)

• "Regulatory Banking Capital, Estimation Error, and Systemic Risk in Ratings Based Capital Rules", Rösch, 2005

  Publikation

  A central goal of risk based capital rules, such as Basel II, is the assimilation of regulatory and economic risk capital. In Basel II banks will be...

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

• "Credit Rating Impact on CDO Evaluation", Rösch, Scheule, 2006

  Publikation

  Publikation auf epub.uni-regensburg.de: "Credit Rating Impact on CDO Evaluation" (externer Link, öffnet neues Fenster)

• "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)