Harald Harry Scheule
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Harald |
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Harry |
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Scheule |
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Research profile
author of:
- Securitization rating performance and agency incentives (RePEc:bis:bisbpc:58-13)
by Daniel Rösch & Harald Scheule - Default and Recovery Risk Dependencies in a Simple Credit Risk Model (RePEc:bla:eufman:v:17:y:2011:i:1:p:120-144)
by Benjamin Bade & Daniel Rösch & Harald Scheule - Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives (RePEc:bla:irvfin:v:10:y:2010:i:2:p:185-207)
by Daniel Rösch & Harald Scheule - Impact of mortgage soft information in loan pricing on default prediction using machine learning (RePEc:bla:irvfin:v:23:y:2023:i:1:p:158-186)
by Thi Mai Luong & Harald Scheule & Nitya Wanzare - Are Watch Procedures A Critical Informational Event In The Credit Ratings Process? An Empirical Investigation (RePEc:bla:jfnres:v:34:y:2011:i:4:p:617-640)
by Howard Chan & Robert Faff & Paula Hill & Harald Scheule - Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty (RePEc:bla:jrinsu:v:81:y:2014:i:3:p:563-586)
by Daniel Rösch & Harald Scheule - Asset portfolio securitizations and cyclicality of regulatory capital (RePEc:eee:ejores:v:237:y:2014:i:1:p:289-302)
by Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald - Accuracy of mortgage portfolio risk forecasts during financial crises (RePEc:eee:ejores:v:249:y:2016:i:2:p:440-456)
by Lee, Yongwoong & Rösch, Daniel & Scheule, Harald - Predicting loss severities for residential mortgage loans: A three-step selection approach (RePEc:eee:ejores:v:270:y:2018:i:1:p:246-259)
by Do, Hung Xuan & Rösch, Daniel & Scheule, Harald - Benchmarking forecast approaches for mortgage credit risk for forward periods (RePEc:eee:ejores:v:299:y:2022:i:2:p:750-767)
by Luong, Thi Mai & Scheule, Harald - A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses (RePEc:eee:empfin:v:47:y:2018:i:c:p:246-262)
by Krüger, Steffen & Oehme, Toni & Rösch, Daniel & Scheule, Harald - The value of bank capital buffers in maintaining financial system resilience (RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40)
by Bui, Christina & Scheule, Harald & Wu, Eliza - The impact of loan loss provisioning on bank capital requirements (RePEc:eee:finsta:v:36:y:2018:i:c:p:114-129)
by Krüger, Steffen & Rösch, Daniel & Scheule, Harald - A cautionary tale of two extremes: The provision of government liquidity support in the banking sector (RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300838)
by Bui, Christina & Scheule, Harald & Wu, Eliza - Credit rating impact on CDO evaluation (RePEc:eee:glofin:v:19:y:2009:i:3:p:235-251)
by Rösch, Daniel & Scheule, Harald - Systematic credit risk in securitised mortgage portfolios (RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302582)
by Lee, Yongwoong & Rösch, Daniel & Scheule, Harald - Capital incentives and adequacy for securitizations (RePEc:eee:jbfina:v:36:y:2012:i:3:p:733-748)
by Rösch, Daniel & Scheule, Harald - Ratings based capital adequacy for securitizations (RePEc:eee:jbfina:v:37:y:2013:i:12:p:5236-5247)
by Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald - Funding liquidity and bank risk taking (RePEc:eee:jbfina:v:82:y:2017:i:c:p:203-216)
by Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza - The role of loan portfolio losses and bank capital for Asian financial system resilience (RePEc:eee:pacfin:v:40:y:2016:i:pb:p:289-305)
by Rösch, Daniel & Scheule, Harald - The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment (RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18300696)
by Luong, Thi Mai & Pieters, Russell & Scheule, Harald & Wu, Eliza - Valuation of systematic risk in the cross-section of credit default swap spreads (RePEc:eee:quaeco:v:64:y:2017:i:c:p:183-195)
by Claußen, Arndt & Löhr, Sebastian & Rösch, Daniel & Scheule, Harald - Forecasting Retail Portfolio Credit Risk (RePEc:eme:jrfpps:eb022983)
by Daniel Rösch & Harald Scheule - The Empirical Relation between Credit Quality, Recovery and Correlation (RePEc:han:dpaper:dp-418)
by Rösch, Daniel & Scheule, Harald - Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans (RePEc:hkm:wpaper:152008)
by Daniel Rosch & Harald Scheule - Securitization Rating Performance and Agency Incentives (RePEc:hkm:wpaper:182011)
by Daniel Roesch & Harald Scheule - The Empirical Relation between Credit Quality, Recovery, and Correlation (RePEc:hkm:wpaper:222009)
by Daniel Rosch & Harald Scheule - Liquidity Constraints, Home Equity and Residential Mortgage Losses (RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09709-9)
by Hung Xuan Do & Daniel Rösch & Harald Scheule - Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw (RePEc:kap:jrefec:v:62:y:2021:i:3:d:10.1007_s11146-020-09752-x)
by Min Qi & Harald Scheule & Yan Zhang - Forecasting probabilities of default and loss rates given default in the presence of selection (RePEc:pal:jorsoc:v:65:y:2014:i:3:p:393-407)
by D Rösch & H Scheule - A Multi-Factor Approach for Systematic Default and Recovery Risk (RePEc:spr:sprchp:978-3-540-33087-5_6)
by Daniel Rösch & Harald Scheule - The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? (RePEc:taf:eurjfi:v:19:y:2013:i:9:p:841-860)
by Matthias Bodenstedt & Daniel R�sch & Harald Scheule - Modelling Default Rate Dynamics in the CreditRisk+ Framework (RePEc:uts:ppaper:2002-1)
by Leif Boegelein & Alfred Hamerle & Robert Rauhmeier & Harald Scheule - Forecasting retail portfolio credit risk (RePEc:uts:ppaper:2004-1)
by Daniel Roesch & Harald Scheule - A multi-factor approach for systematic default and recovery risk (RePEc:uts:ppaper:2005-1)
by Daniel Roesch & Harald Scheule - Rating Properties and their Implication on Basel II-Capital (RePEc:uts:ppaper:2005-2)
by Robert Rauhmeier & Harald Scheule - Forecasting credit event frequency – empirical evidence for West German firms (RePEc:uts:ppaper:2006-1)
by Alfred Hamerle & Thilo Liebig & Harald Scheule - Stress-testing credit risk parameters: An application to retail loan portfolios (RePEc:uts:ppaper:2007-1)
by Daniel Roesch & Harald Scheule - Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking (RePEc:uts:ppaper:2007-2)
by Daniel Roesch & Harald Scheule - Downturn LGD for Hong Kong mortgage loan portfolios (RePEc:uts:ppaper:2008-1)
by Daniel Roesch & Harald Scheule - Credit Portfolio Loss Forecasts for Economic Downturns (RePEc:uts:ppaper:2009-2)
by Daniel Roesch & Harald Scheule - Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives (RePEc:uts:ppaper:2010-1)
by Daniel Roesch & Harald Scheule - Empirical performance of loss given default prediction models (RePEc:uts:ppaper:2011-2)
by Benjamin Bade & Daniel Roesch & Harald Scheule - Benchmarking loss given default discount rates (RePEc:uts:ppaper:2020-5)
by Harald Scheule & Stephan Jortzik - Credit Portfolio Loss Forecasts for Economic Downturns (RePEc:wly:finmar:v:18:y:2009:i:1:p:1-26)
by Daniel Rösch & Harald Scheule - Dynamic Implied Correlation Modeling and Forecasting in Structured Finance (RePEc:wly:jfutmk:v:33:y:2013:i:11:p:994-1023)
by Sebastian Löhr & Olga Mursajew & Daniel Rösch & Harald Scheule - A Simple Econometric Approach for Modeling Stress Event Intensities (RePEc:wly:jfutmk:v:35:y:2015:i:4:p:300-320)
by Rainer Jobst & Daniel Rösch & Harald Scheule & Martin Schmelzle - Forecasting Credit Portfolio Risk (RePEc:zbw:bubdp2:2227)
by Hamerle, Alfred & Liebig, Thilo & Scheule, Harald