Daniel Rösch

发表

Special Issue on Stress-testing

Daniel Rösch, Harald Scheule, 2009 .

Operations Proceedings 2012

Daniel Rösch, Michael H. Breitner, Stefan Helber, 2012 .

Model Risk - Identification, Measurement and Management

Daniel Rösch, Harald Scheule, 2010 .

Stress-testing for Financial Institutions - Applications, Regulations and Techniques

Daniel Rösch, Harald Scheule, 2008 .

Cure events in default prediction

Daniel Rösch, Marcus Wolter, Daniel Rösch, 2014, Eur. J. Oper. Res..

Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation

Daniel Rösch, Jennifer Betz, Ralf Kellner, 2018, Eur. J. Oper. Res..

Forecasting probabilities of default and loss rates given default in the presence of selection

Daniel Rösch, Harald Scheule, Daniel Rösch, 2012, J. Oper. Res. Soc..

Predicting Loss Severities for Residential Mortgage Loans: A Three-step Selection Approach

Daniel Rösch, Harald Scheule, Hung Xuan Do, 2017, Eur. J. Oper. Res..

Asset Portfolio Securitizations and Cyclicality of Regulatory Capital

Daniel Rösch, Harald Scheule, Kristina Lützenkirchen, 2014, Eur. J. Oper. Res..

Integrating Stress-Testing Frameworks

Daniel Rösch, Harald Scheule, 2008 .

Downturn LGD modeling using quantile regression

Daniel Rösch, Daniel Rösch, Steffen Krüger, 2017 .

Forecasting Retail Portfolio Credit Risk

Daniel Rösch, Harald Scheule, Daniel Rösch, 2004 .

Operations Research Proceedings 2012, Selected Papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz University of Hannover, Germany, September 5-7, 2012

Marc C. Steinbach, Daniel Rösch, Michael H. Breitner, 2014, OR.

Multiyear Dynamics for Forecasting Economic and Regulatory Capital in Banking

Daniel Rösch, Harald Scheule, Daniel Rösch, 2007 .