Number of items at this level: 104.
2021
2020
2019
Claussen, Arndt,
Rösch, Daniel and
Schmelzle, Martin
(2019)
Hedging parameter risk.
Journal of Banking and Finance 100, pp. 111-121.
Fulltext not available.
2018
2017
2016
2015
2014
2013
2012
2011
2010
Rösch, Daniel and
Scheule, Harald
(2010)
Foreword.
In:
Breeden, Joseph, (ed.)
Reinventing Retail Lending Analytics.
Risk Books, London.
ISBN 1906348383, 9781906348380.
Fulltext not available.
2009
2008
Rösch, Daniel and
Scheule, Harald
(2008)
Integrating Stress-Testing Frameworks.
In:
Rösch, Daniel and
Scheule, Harald, (eds.)
Stress-testing for Financial Institutions - Applications, Regulations, and Techniques.
Risk Books, pp. 3-16.
ISBN 978-1-906348-11-3 ; 1-906348-11-1.
Fulltext not available.
Hamerle, Alfred,
Jobst, Rainer,
Knapp, Michael and
Lerner, Matthias
(2008)
Stress-Testing Credit Value-at-Risk: a Multiyear Approach.
In:
Rösch, Daniel and
Scheule, Harald, (eds.)
Stress Testing for Financial Institutions: Applications, Regulations and Techniques.
Riskbooks, London, pp. 67-91.
ISBN 978-1-906348-11-3.
Fulltext not available.
2007
2006
Hamerle, Alfred and
Rösch, Daniel
(2006)
Ein einfaches Modell zur Risikomessung von Kreditportfolien.
In:
Brachinger, Hans Wolfgang and
Hamerle, Alfred and
Münnich, Ralf and
Schweitzer, Walter, (eds.)
Wirtschaftsstatistik: Festschrift zum 65. Geburtstag von Professor Dr. Dr. h.c. mult. Eberhard Schaich.
Vahlen, München, pp. 65-79.
ISBN 3-8006-3289-6.
Fulltext not available.
2005
2004
Boegelein, Leif,
Hamerle, Alfred,
Knapp, Michael and
Rösch, Daniel
(2004)
Econometric Approaches for Sector Analysis.
In:
Gundlach, Matthias and
Lehrbaß, Frank, (eds.)
CreditRisk+ in the Banking Industry.
Springer, Berlin, pp. 231-248.
ISBN 3-540-20738-4.
Fulltext not available.
2003
2002
2001
1998
1997
1996
This list was generated on Fri Feb 26 08:43:48 2021 CET.