Daniel Rösch

Available identifiers

Publication	Date of Publication	Type
Time matters: how default resolution times impact final loss rates	2024-11-27	Paper
Deep calibration of financial models: turning theory into practice	2022-08-19	Paper
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach	2020-11-10	Paper
Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk	2018-08-10	Paper
Systematic effects among loss given defaults and their implications on downturn estimation	2018-08-03	Paper
Predicting loss severities for residential mortgage loans: a three-step selection approach	2018-05-31	Paper
An analytical approach for systematic risk sensitivity of structured finance products	2014-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q4660867	2005-04-04	Paper
The informational content of credit ratings, and cyclical patterns of default rates	2003-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4216128	1998-10-20	Paper
On the empirical identification of risk factors in arbitrage pricing models	1998-06-08	Paper

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