| Credit risk analytics: Measurement techniques, applications, and examples in SAS B Baesens, D Roesch, H Scheule John Wiley & Sons, 2016 | 165 | 2016 |
| The impact of loan loss provisioning on bank capital requirements S Krüger, D Rösch, H Scheule Journal of Financial Stability 36, 114-129, 2018 | 137 | 2018 |
| Credit risk factor modeling and the Basel II IRB approach A Hamerle, T Liebig, D Rösch Bundesbank Series 2 Discussion Paper, 2003 | 134 | 2003 |
| An empirical comparison of default risk forecasts from alternative credit rating philosophies D Rösch International Journal of Forecasting 21 (1), 37-51, 2005 | 118 | 2005 |
| Correlations and business cycles of credit risk: Evidence from bankruptcies in Germany D Rösch Financial Markets and Portfolio Management 17 (3), 309-331, 2003 | 104 | 2003 |
| Quantifying market risk with Value-at-Risk or Expected Shortfall?–Consequences for capital requirements and model risk R Kellner, D Rösch Journal of Economic Dynamics and Control 68, 45-63, 2016 | 79 | 2016 |
| Default and recovery risk dependencies in a simple credit risk model B Bade, D Rösch, H Scheule European Financial Management 17 (1), 120-144, 2011 | 74 | 2011 |
| Forecasting retail portfolio credit risk D Rösch, H Scheule The Journal of Risk Finance 5 (2), 16-32, 2004 | 73 | 2004 |
| Benchmarking asset correlations A Hamerle, T Liebig, D Rösch Risk 16 (11), 77-81, 2003 | 73 | 2003 |
| A multi-factor approach for systematic default and recovery risk D Rösch, H Scheule The Basel II Risk Parameters: Estimation, Validation, and Stress Testing …, 2006 | 70 | 2006 |
| Misspecified copulas in credit risk models: How good is Gaussian? A Hamerle, D Rösch Journal of Risk 8 (1), 2005 | 69 | 2005 |
| Parameterizing credit risk models A Hamerle, D Rösch Journal of Credit Risk 2 (4), 2006 | 68 | 2006 |
| Downturn LGD modeling using quantile regression S Krüger, D Rösch Journal of Banking & Finance 79, 42-56, 2017 | 62 | 2017 |
| Stress-testing credit risk parameters: an application to retail loan portfolios D Rösch, HH Scheule Journal of Risk Model Validation 1 (1), 55-75, 2007 | 60 | 2007 |
| Forecasting probabilities of default and loss rates given default in the presence of selection D Rösch, H Scheule Journal of the Operational Research Society 65 (3), 393-407, 2014 | 49 | 2014 |
| Macroeconomic effects and frailties in the resolution of non-performing loans J Betz, S Krüger, R Kellner, D Rösch Journal of Banking & Finance 112, 105212, 2020 | 46 | 2020 |
| Uses and misuses of measures for credit rating accuracy A Hamerle, R Rauhmeier, D Rösch Available at SSRN 2354877, 2003 | 41 | 2003 |
| Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* D RöSCH, H Scheule International Review of Finance 10 (2), 185-207, 2010 | 37 | 2010 |
| Stress-testing for Financial Institutions-Applications, Regulations and Techniques D Rösch, H Scheule Risk Books, 2008 | 34 | 2008 |
| Opening the black box–Quantile neural networks for loss given default prediction R Kellner, M Nagl, D Rösch Journal of Banking & Finance 134, 106334, 2022 | 33 | 2022 |
Harald (Harry) ScheuleProfessor of FinanceVerified email at uts.edu.au
