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Number of items: 10.

Article

Hamerle, Alfred and Jobst, Rainer and Liebig, Thilo and Rösch, Daniel (2007) Multiyear Risk of Credit Losses in SME Portfolios. Journal of Financial Forecasting 1 (2), pp. 25-54. Fulltext not available.

Hamerle, Alfred and Liebig, Thilo and Scheule, Harald (2006) Forecasting Credit Event Frequency – Empirical Evidence for West German Firms. Journal of Risk 9 (1), pp. 75-98. Fulltext not available.

Hamerle, Alfred and Liebig, Thilo and Rösch, Daniel (2004) Vergleich verschiedener Ansätze zur Modellierung von Assetkorrelationen. Deutsches Risk 4, pp. 39-45. Fulltext not available.

Hamerle, Alfred and Liebig, Thilo and Rösch, Daniel (2003) Benchmarking Asset Correlations. Risk 16 (11), pp. 77-81. Fulltext not available.

Hamerle, Alfred and Liebig, Thilo and Rösch, Daniel (2002) Assetkorrelationen der Schlüsselbranchen in Deutschland. Die Bank, pp. 470-473. Fulltext not available.

Monograph

Hamerle, Alfred and Liebig, Thilo and Schropp, Hans-Jochen (2009) Systematic Risk of CDOs and CDO Arbitrage. Discussion paper / Deutsche Bundesbank, Eurosystem: Series 2, Banking and financial studies 2009,13, Discussion Paper, Dt. Bundesbank, Frankfurt am Main. Fulltext not available.

Hamerle, Alfred and Knapp, Michael and Liebig, Thilo and Wildenauer, Nicole (2005) Incorporating prediction and estimation risk in point-in-time credit portfolio models. Deutsche Bundesbank: Discussion Paper: Series 2: Banking and Financial Studies 13/2005, Working Paper, Deutsche Bundesbank, Frankfurt am Main. Fulltext not available.

Hamerle, Alfred and Liebig, Thilo and Scheule, Harald (2004) Forecasting Credit Portfolio Risk. Discussion paper / Deutsche Bundesbank: Series 2, Banking and financial studies 2004,1, UNSPECIFIED, Dt. Bundesbank, Frankfurt am Main.
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Hamerle, Alfred and Liebig, Thilo and Rösch, Daniel (2003) Credit Risk Factor Modeling and the Basel II IRB Approach. Deutsche Bundesbank, Discussion Paper Series 2: Banking and Financial Supervision 2, Working Paper, Dt. Bundesbank, Frankfurt am Main.
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Hamerle, Alfred and Liebig, Thilo and Scheule, Harald (2002) Dynamic Modeling of Credit Portfolio Risk with Time-Discrete Hazard Rates. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 369, Working Paper. Fulltext not available.

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