Daniel Kaltofen

Ruhr University of Bochum - Faculty of Economics

Ruhr University of Bochum

Faculty of Economics

Bochum, DE 44780

Germany

BiTS Business and Information Technology School

Professor

Reiterweg 26b

Iserlohn, D-58636

Germany

SCHOLARLY PAPERS

4

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SSRN CITATIONS

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CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

Retail Loans & Basel II: Using Portfolio Segmentation to Reduce Capital Requirements

ECRI Research Report No. 8
Number of pages: 36 Posted: 27 Feb 2007
Daniel Kaltofen, Stephan Paul and Stefan Stein
Ruhr University of Bochum - Faculty of Economics, Ruhr University of Bochum - Faculty of Economics and University of Bochum - Department of Finance and Banking
Downloads 912 (31,638)
Citation 5

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Basel II, retail portfolio, credit risk, classification algorithms, portfolio segmentation

2.

Retail Loans and Basel II: Using Portfolio Segmentation to Reduce Capital Requirements

ECRI Research Report No. 8
Number of pages: 36 Posted: 08 Feb 2012
Daniel Kaltofen, Stephan Paul and Stefan Stein
Ruhr University of Bochum - Faculty of Economics, Ruhr University of Bochum - Faculty of Economics and University of Bochum - Department of Finance and Banking
Downloads 343 (108,373)
Citation 1

Abstract:

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Basel II, retail loans, portfolio segmentation, bank risk management, risk measurement, optimised segmentation approach

3.

When is a Supervisory Recognized External Rating Worthwhile for a Medium-Sized Enterprise and its Bank? – An Empirical Analysis Against the Background of Basel III

International Review of Applied Financial Issues and Economics, 4 (3), 09/2012
Number of pages: 19 Posted: 29 Apr 2012 Last Revised: 11 Feb 2014
Stefan Stein and Daniel Kaltofen
University of Bochum - Department of Finance and Banking and Ruhr University of Bochum - Faculty of Economics
Downloads 135 (260,462)

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Basel III, banking regulation, ratings, credit risk standardized approach, SME

4.

Are Sustainable Investment Funds Worth the Effort?

Journal of Sustainable Finance & Investment, 2013
Posted: 16 Jan 2014 Last Revised: 20 Jan 2014
Daniel Kaltofen, Laura Mervelskemper and Stefan Stein
Ruhr University of Bochum - Faculty of Economics, Ruhr University of Bochum - Department of Finance and Banking and University of Bochum - Department of Finance and Banking

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Normalized Sharpe Ratio, Treynor Ratio, Beta, Financial Crisis, Sustainable Investments