Rsch Daniel

Daniel Rsch

Information about the author Daniel Rsch will soon be added to the site.
Found 4 papers in total
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty
2014
The global financial crisis exposed financial institutions to severe unexpected losses...
Accuracy of mortgage portfolio risk forecasts during financial crises
Accuracy of mortgage portfolio risk forecasts during financial crises
2016
This paper explores whether factor based credit portfolio risk models are able to...
The informational content of credit ratings, and cyclical patterns of default rates
The informational content of credit ratings, and cyclical patterns of default rates
2002
With the New Basle Capital Accord banks' capital requirements are determined with risk...
An empirical comparison of default risk forecasts from alternative credit rating philosophies
An empirical comparison of default risk forecasts from alternative credit rating philosophies
2005
The New Basel Capital Accord will allow the determination of banks' regulatory capital...
Papers per page: