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Number of items: 7.

Rösch, Daniel and Scheule, Harald (2006) A Multi-Factor Approach for Systematic Default and Recovery Risk. In: Engelmann, Bernd and Rauhmeier, Robert, (eds.) The Basel II Risk Parameters. Springer, Berlin, pp. 105-126. ISBN 3-540-33085-2; 978-3-540-33085-1. Fulltext not available.

Blochwitz, Stefan and Hamerle, Alfred and Hohl, Stefan and Rauhmeier, Robert and Rösch, Daniel (2005) Myth and Reality of Discriminatory Power for Rating Systems. Wilmott Magazine, pp. 2-6. Fulltext not available.

Blochwitz, Stefan and Hamerle, Alfred and Hohl, Stefan and Rauhmeier, Robert and Rösch, Daniel (2004) Was leisten Trennschärfemaße für Ratingsysteme? Zeitschrift für das gesamte Kreditwesen 57 (22), pp. 1275-1278. Fulltext not available.

Hamerle, Alfred and Rauhmeier, Robert and Rösch, Daniel (2003) Uses and Misuses of Measures for Credit Rating Accuracy. Working Paper. (Unpublished) Fulltext not available.

Rauhmeier, Robert (2003) Validierung und Performancemessung bankinterner Ratingsysteme. PhD, Universität Regensburg. Fulltext not available.

Boegelein, Leif and Hamerle, Alfred and Rauhmeier, Robert and Scheule, Harald (2002) Parametrisierung von CreditRisk+ im Konjunkturzyklus: Dynamische Ausfallquoten und Sektorenanalyse. Deutsches Risk: currencies, interest rates, equities, commodities, credit 2 (2), pp. 37-42. Fulltext not available.

Boegelein, Leif and Hamerle, Alfred and Rauhmeier, Robert and Scheule, Harald (2002) Modelling Default Rate Dynamics in the CreditRisk+ Framework. Risk 15 (10). Fulltext not available.

This list was generated on Sun Nov 23 21:06:26 2014 CET.
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