Daniel Rösch

1.4k total citations
80 papers, 932 citations indexed

About

Daniel Rösch is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Daniel Rösch has authored 80 papers receiving a total of 932 indexed citations (citations by other indexed papers that have themselves been cited), including 64 papers in Finance, 30 papers in Economics and Econometrics and 26 papers in Accounting. Recurrent topics in Daniel Rösch's work include Credit Risk and Financial Regulations (54 papers), Banking stability, regulation, efficiency (45 papers) and Financial Distress and Bankruptcy Prediction (22 papers). Daniel Rösch is often cited by papers focused on Credit Risk and Financial Regulations (54 papers), Banking stability, regulation, efficiency (45 papers) and Financial Distress and Bankruptcy Prediction (22 papers). Daniel Rösch collaborates with scholars based in Germany, Australia and New Zealand. Daniel Rösch's co-authors include Harald Scheule, Ralf Kellner, Alfred Hamerle, Bart Baesens, Xiangzhong Chen, Carlos Franco, Joana Paredes, Marcus Hoop, Fajer Mushtaq and Josep Puigmartí‐Luis and has published in prestigious journals such as Advanced Functional Materials, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Daniel Rösch

74 papers receiving 855 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Daniel Rösch Germany	18	652	375	285	80	77	80	932
Ryan J. Sullivan United States	12	794 1.2×	185 0.5×	618 2.2×	362 4.5×	255 3.3×	30	1.3k
Stephen D. Smith United States	21	452 0.7×	666 1.8×	607 2.1×	56 0.7×	179 2.3×	106	1.7k
Huanhuan Zheng Singapore	16	306 0.5×	76 0.2×	413 1.4×	38 0.5×	108 1.4×	82	823
Alexander A. Popov Germany	21	1.3k 1.9×	935 2.5×	771 2.7×	28 0.3×	175 2.3×	96	2.0k
Leon Li New Zealand	13	121 0.2×	216 0.6×	173 0.6×	24 0.3×	19 0.2×	37	440
Yufeng Han United States	16	1.0k 1.6×	277 0.7×	747 2.6×	287 3.6×	220 2.9×	62	1.5k
Xiaoxin Wang China	12	321 0.5×	196 0.5×	207 0.7×	93 1.2×	45 0.6×	18	533
Woojin Kim South Korea	12	564 0.9×	615 1.6×	309 1.1×	52 0.7×	76 1.0×	51	1.0k
Miguel Antón Spain	16	377 0.6×	398 1.1×	314 1.1×	41 0.5×	54 0.7×	36	813
Tom Zimmermann United States	13	391 0.6×	121 0.3×	324 1.1×	130 1.6×	123 1.6×	62	648

Countries citing papers authored by Daniel Rösch

Since Specialization

Citations

This map shows the geographic impact of Daniel Rösch's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Daniel Rösch with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Rösch more than expected).

Fields of papers citing papers by Daniel Rösch

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Daniel Rösch. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Daniel Rösch. The network helps show where Daniel Rösch may publish in the future.

Co-authorship network of co-authors of Daniel Rösch

This figure shows the co-authorship network connecting the top 25 collaborators of Daniel Rösch. A scholar is included among the top collaborators of Daniel Rösch based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Daniel Rösch. Daniel Rösch is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Nagl, M., et al.. (2024). Non-linearity and the distribution of market-based loss rates. OR Spectrum. 47(3). 933–967.

Nagl, M., et al.. (2022). Quantifying uncertainty of machine learning methods for loss given default. Frontiers in Applied Mathematics and Statistics. 8. 3 indexed citations

Jud, Andreas, et al.. (2021). Abklärungen im Kindesschutz: Das Berner und Luzerner Abklärungsinstrument in der Praxis. ARBOR - Bern University of Applied Sciences Repository.

Rösch, Daniel & Harald Scheule. (2020). Deep Credit Risk - Machine Learning in Python. University of Regensburg Publication Server (University of Regensburg). 4 indexed citations

Rösch, Daniel, et al.. (2019). Privacy Control Patterns for Compliant Application of GDPR. Journal of the Association for Information Systems. 1 indexed citations

Rösch, Daniel, et al.. (2018). The impact of loan loss provisioning on bank capital requirements. Journal of Financial Stability. 36. 114–129. 66 indexed citations

Rösch, Daniel & Harald Scheule. (2010). Model Risk - Identification, Measurement and Management. 81(6). 715–7. 7 indexed citations

Rösch, Daniel, et al.. (2010). Default and Recovery Risk Dependencies in a Simple Credit Risk Model. European Financial Management. 17(1). 120–144. 25 indexed citations

Rösch, Daniel, et al.. (2008). Estimating Credit Contagion in a Standard Factor Model. SSRN Electronic Journal. 13 indexed citations

10.

Rösch, Daniel & Harald Scheule. (2008). Stress-testing for Financial Institutions - Applications, Regulations and Techniques. University of Regensburg Publication Server (University of Regensburg). 11 indexed citations

11.

Hamerle, Alfred, et al.. (2007). Multiyear Risk of Credit Losses in SME Portfolios. SSRN Electronic Journal. 5 indexed citations

12.

Hamerle, Alfred & Daniel Rösch. (2005). Bankinterne Parametrisierung und empirischer Vergleich von Kreditrisikomodellen. Nineteenth Century Contexts. 23(2). 221–39. 1 indexed citations

13.

Hamerle, Alfred, et al.. (2004). Was leisten Trennschärfemaße für Ratingsysteme?. University of Regensburg Publication Server (University of Regensburg). 2 indexed citations

14.

Rösch, Daniel & Harald Scheule. (2004). Forecasting Retail Portfolio Credit Risk. The Journal of Risk Finance. 5(2). 16–32. 27 indexed citations

15.

Hamerle, Alfred, et al.. (2003). Benchmarking Asset Correlations. University of Regensburg Publication Server (University of Regensburg). 23 indexed citations

16.

Hamerle, Alfred, et al.. (2002). Assetkorrelationen der Schlüsselbranchen in Deutschland. University of Regensburg Publication Server (University of Regensburg). 3 indexed citations

17.

Rösch, Daniel. (2002). The Informational Content of Credit Ratings and Cyclical Patterns of Default Rates. SSRN Electronic Journal. 3 indexed citations

18.

Hamerle, Alfred & Daniel Rösch. (1997). Das Surrogatproblem bei "multivariaten" CAPM-Tests. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations

19.

Hamerle, Alfred & Daniel Rösch. (1996). Empirische Rendite-Risiko-Beziehung in der Kapitalmarktforschung: Meßfehlerproblem und Vergleich von OLS- und GLS-Schätzung. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations

20.

Hamerle, Alfred & Daniel Rösch. (1996). Kapitalmarktanomalien und Rendite-Risiko-Beziehung bei einem ineffizienten Marktindex. University of Regensburg Publication Server (University of Regensburg). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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