Concepedia

Daniel Roesch

DR

6

Publications

108

Citations

6

H-Index

2003

Active since

Affiliations

University of Regensburg(Current)

Daniel Roesch is an author at University of Regensburg specializing in financial risk management, business, and credit risk.

Top concepts

FinanceBusinessManagementCredit RiskFinancial Risk ManagementAccountingBankruptcyRisk ManagementFinancial CrisisEmpirical Finance

Publications per year

2003–2007

6

Publications

6

Uses and Misuses of Measures for Credit Rating Accuracy

Alfred Hamerle, Robert Rauhmeier, Daniel Roesch · SSRN Electronic Journal · 2003 · 31 citations · Full text

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

Daniel Roesch · SSRN Electronic Journal · 2004 · 19 citations · Full text

Empirical Finance, Regulatory Capital Requirements, Financial Risk Management +18

Correlations and Business Cycles of Credit Risk: Evidence from Bankruptcies in Germany

Daniel Roesch · SSRN Electronic Journal · 2003 · 18 citations · Full text

Empirical Finance, Financial System, Economics +15

Parameterizing Credit Risk Models

Alfred Hamerle, Daniel Roesch · SSRN Electronic Journal · 2004 · 16 citations · Full text

Misspecified Copulas in Credit Risk Models: How Good is Gaussian?

Alfred Hamerle, Daniel Roesch · SSRN Electronic Journal · 2005 · 14 citations · Full text

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