Daniel Roesch

Empirical Performance of Loss Given Default Prediction Models

Harald Scheule, Benjamin Bade, Daniel Roesch, 2011 .

Risikofaktoren und Korrelationen für Bonitätsveränderungen (Risk Factors and Correlations for Credit Quality Changes)

Alfred Hamerle, Daniel Roesch, A. Hamerle, 2003 .

Understanding Statistics and Probability: An Introduction to Methods, Techniques and Computer Applications

Daniel Roesch, 2017 .

Default and Recovery Risk Dependencies in a Simple Credit Risk Model

Benjamin Bade, Daniel Roesch, Daniel Rösch, 2010 .

Credit Risk Factor Modeling and the Basel Ii IRB Approach

Thilo Liebig, Alfred Hamerle, Daniel Roesch, 2003, SSRN Electronic Journal.

Dynamic Implied Correlation Modeling and Forecasting in Structured Finance

Daniel Roesch, Harald (Harry) Scheule, Sebastian Löhr, 2013 .

Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives

Daniel Roesch, Daniel Rösch, Harald Scheule, 2009 .

An Empirical Comparison of Default Risk Forecasts from Alternative Credit Rating Philosophies

Daniel Roesch, Daniel Rösch, 2004 .