Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation
Betz, Jennifer, Kellner, Ralf, Rösch, Daniel
Published in European journal of operational research (16.12.2018)
Published in European journal of operational research (16.12.2018)
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Journal Article
Systematic credit risk in securitised mortgage portfolios
Lee, Yongwoong, Rösch, Daniel, Scheule, Harald
Published in Journal of banking & finance (01.01.2021)
Published in Journal of banking & finance (01.01.2021)
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Journal Article
Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer, Krüger, Steffen, Kellner, Ralf, Rösch, Daniel
Published in Journal of banking & finance (01.03.2020)
Published in Journal of banking & finance (01.03.2020)
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Journal Article
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer, Kellner, Ralf, Rösch, Daniel
Published in International journal of forecasting (01.07.2020)
Published in International journal of forecasting (01.07.2020)
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Journal Article
Specific Chemical Reactivities of Spatially Separated 3-Aminophenol Conformers with Cold Ca+ Ions
CHANG, Yuan-Pin, DŁUGOŁECKI, Karol, KÜPPER, Jochen, RÖSCH, Daniel, WILD, Dieter, WILLITSCH, Stefan
Published in Science (American Association for the Advancement of Science) (04.10.2013)
Published in Science (American Association for the Advancement of Science) (04.10.2013)
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Journal Article
The impact of loan loss provisioning on bank capital requirements
Krüger, Steffen, Rösch, Daniel, Scheule, Harald
Published in Journal of financial stability (01.06.2018)
Published in Journal of financial stability (01.06.2018)
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Journal Article
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yongwoong, Rösch, Daniel, Scheule, Harald
Published in European journal of operational research (01.03.2016)
Published in European journal of operational research (01.03.2016)
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Journal Article
Time Varying Dependences Between Real Estate Crypto, Real Estate and Crypto Returns
Nagl, Cathrine, Nagl, Maximilian, Rösch, Daniel, Schäfers, Wolfgang, Freybote, Julia
Published in The Journal of real estate research (06.12.2023)
Published in The Journal of real estate research (06.12.2023)
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Journal Article
Hedging parameter risk
Claußen, Arndt, Rösch, Daniel, Schmelzle, Martin
Published in Journal of banking & finance (01.03.2019)
Published in Journal of banking & finance (01.03.2019)
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Journal Article
Deep calibration of financial models: turning theory into practice
Büchel, Patrick, Kratochwil, Michael, Nagl, Maximilian, Rösch, Daniel
Published in Review of derivatives research (01.07.2022)
Published in Review of derivatives research (01.07.2022)
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Journal Article
Liquidity Constraints, Home Equity and Residential Mortgage Losses
Do, Hung Xuan, Rösch, Daniel, Scheule, Harald
Published in The journal of real estate finance and economics (01.08.2020)
Published in The journal of real estate finance and economics (01.08.2020)
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Journal Article
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen, Oehme, Toni, Rösch, Daniel, Scheule, Harald
Published in Journal of empirical finance (01.06.2018)
Published in Journal of empirical finance (01.06.2018)
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Journal Article