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Article

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: serving the quantitative finance community (January), pp. 2-6.

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: Pflichtblatt der Frankfurter Wertpapierbörse 57 (22), p. 1275.

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.

Boegelein, Leif and Hamerle, Alfred and Rauhmeier, Robert and Scheule, Harald (2002) Modelling Default Rate Dynamics in the CreditRisk+ Framework. Risk 15 (10).

Book Section

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: estimation, validation, and stress testing. Springer, Berlin, pp. 105-126. ISBN 3-540-33085-2; 978-3-540-33085-1.

Monograph

Hamerle, Alfred and Rauhmeier, Robert and Rösch, Daniel (2003) Uses and Misuses of Measures for Credit Rating Accuracy. Working Paper. (Unpublished)

Thesis

Rauhmeier, Robert (2003) Validierung und Performancemessung bankinterner Ratingsysteme. PhD, Universität Regensburg.