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Steffen Krüger
Steffen Krüger
在 ur.de 的电子邮件经过验证
标题
引用次数
引用次数
年份
The impact of loan loss provisioning on bank capital requirements
S Krüger, D Rösch, H Scheule
Journal of Financial Stability 36, 114-129, 2018
1512018
Downturn LGD modeling using quantile regression
S Krüger, D Rösch
Journal of Banking & Finance 79, 42-56, 2017
672017
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
492020
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
S Krüger, T Oehme, D Rösch, H Scheule
Journal of Empirical Finance 47, 246-262, 2018
172018
Advanced Dependency Modeling in Credit Risk-Lessons for Loss Given Default, Lifetime Expected Loss and Bank Capital Requirements
S Krüger
2017
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