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Roesch, Daniel's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,615 |
Total
Citations
4 |
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1.
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Rating Performance and Agency Incentives of Structured Finance Transactions
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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Posted:
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05 Aug 09
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Last Revised:
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20 Nov 10
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824
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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24 Jul 10
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20 Nov 10
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488
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Asset-backed Security, Collateralized Debt Obligation, Economic Downturn, Fee Revenue, Forecasting, Global Financial Crisis, Home Equity Loans, Impairment Rate, Mortgage-backed Security, Structured Finance Rating
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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05 Aug 09
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Last Revised:
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31 Jan 10
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336
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asset-backed security, collateralized debt obligation, economic downturn, fee revenue, forecasting, home equity loans, impairment rate, mortgage-backed security, structured finance rating, Global Financial crisis
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2.
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Hamerle, Alfred
University of Regensburg - Faculty of Business, Economics & Information Systems Roesch, Daniel
Leibniz University Hannover
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13 May 04
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Last Revised:
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21 Feb 09
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701
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4
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Credit Risk Models, Default Correlations, Basel II
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3.
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Securitization Rating Performance and Agency Incentives
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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Posted:
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30 Aug 10
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Last Revised:
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28 Jun 11
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592
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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249
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asset-backed security, credit rating agency, collateralized debt obligation, economic downturn, fee revenue, forecasting, Global Financial Crisis, home equity loans, impairment, mortgage-backed security, rating, securitization
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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84
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Credit Ratings, Collateralized Debt Obligations, Asset Backed Securities, Financial Crisis
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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30 Aug 10
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Last Revised:
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15 Feb 11
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259
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Asset-backed Security, Credit Rating Agency, Collateralized Debt Obligation, Economic Downturn, Fee Revenue, Forecasting, Global Financial Crisis, Home Equity Loans, Impairment, Mortgage-backed Security, Rating, Securitization, Structured Finance Transaction
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4.
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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431
(30,885)
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Basel II, Business Cycle, Capital Adequacy, Correlation, Credit Risk, Default Probability, Expected Loss, Stress-test, Value-at-Risk
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5.
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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293
(49,436)
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Asset Value, Correlation, Credit Portfolio, Loss Given Default, Merton Model, Probability of Default, Recovery, Volatility
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6.
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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290
(50,008)
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Credit Portfolio Risk, Economic Downturn, Financial Crisis, Model Risk, Securitization
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7.
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Bodenstedt, Matthias
University of Cambridge - Judge Business School Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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06 Jun 11
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Last Revised:
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03 Nov 11
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240
(61,732)
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Anticipation Coefficient, Credit Rating Agencies, Rating Quality, Global Financial Crisis, Structured Finance Rating
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8.
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Bade, Benjamin
Leibniz University Hannover Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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192
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9.
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics Silvapulle, Param
Monash University - Department of Econometrics & Business Statistics
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41
(217,419)
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Basel III, correlation, credit risk, default probability, delinquency, exposure at default, loss given default, mortgage, mortgage-backed security
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10.
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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7
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11.
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Roesch, Daniel
Leibniz University Hannover Scheule , Harald
University of Technology, Sydney (UTS) - School of Finance and Economics
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4
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12.
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Hamerle, Alfred
University of Regensburg - Faculty of Business, Economics & Information Systems Roesch, Daniel
Leibniz University Hannover
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Gaussian CreditMetrics, Basel II model, copulas, credit risk, loss distributions, fatter tails ceteris paribus, latent variable distribution
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Records 1 -
12
of 12 matches
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1
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