Access Statistics for Harald Harry Scheule

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multi-factor approach for systematic default and recovery risk 0 0 0 2 1 3 11 25
Benchmarking loss given default discount rates 0 1 2 13 0 6 13 44
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 0 3 13 312
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 1 5 1 2 10 25
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 1 2 8 22
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 1 4 26
Empirical performance of loss given default prediction models 0 0 0 0 1 1 9 33
Forecasting Credit Portfolio Risk 0 0 0 481 1 5 11 1,251
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 1 4 25
Forecasting retail portfolio credit risk 0 0 1 15 1 1 7 60
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 3 5 18 56
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 0 2 12 17
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 0 1 11 74
Securitization Rating Performance and Agency Incentives 0 0 1 78 0 5 12 305
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 0 7 17 46
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 1 7 15 158
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 2 4 14 200
Total Working Papers 0 1 5 832 12 56 189 2,679

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Econometric Approach for Modeling Stress Event Intensities 0 0 0 10 0 1 8 54
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector 0 0 0 3 1 4 14 44
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 41 1 4 9 120
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 0 1 5 55
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 0 1 7 69
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 0 2 9 52
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 1 5 14 0 4 13 42
Benchmarking loss given default discount rates 0 0 0 0 1 5 11 11
Capital incentives and adequacy for securitizations 0 0 0 12 1 6 14 115
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 1 8 8
Credit rating impact on CDO evaluation 0 0 1 62 2 2 9 216
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 1 1 3 17 1 4 13 51
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 1 3 11 20
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 3 6 8
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 0 2 5 38
Empirical performance of loss given default prediction models 0 0 1 3 2 5 15 27
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 1 4 13 61
Forecasting Retail Portfolio Credit Risk 0 1 1 4 0 5 12 24
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 1 1 5 10
Forecasting probabilities of default and loss rates given default in the presence of selection 1 2 4 33 2 3 9 77
Funding liquidity and bank risk taking 0 0 7 242 1 16 65 894
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 1 1 1 3 10 19
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 2 13 34 69
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 0 1 7 8
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw 0 1 1 12 2 6 10 42
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 1 39 1 4 15 146
Ratings based capital adequacy for securitizations 0 0 0 12 0 2 9 163
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 2 3 1 4 14 16
Systematic credit risk in securitised mortgage portfolios 0 0 1 14 1 3 14 67
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 1 4 0 12 21 69
The impact of loan loss provisioning on bank capital requirements 0 0 4 183 3 6 31 584
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 1 7 12 50
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 1 2 4 41
The role of model risk in extreme value theory for capital adequacy 0 0 0 0 0 2 6 6
The value of bank capital buffers in maintaining financial system resilience 0 0 0 21 0 6 22 136
Time-varying repayment contracts for financial resilience in mortgage lending 0 1 2 2 2 7 19 19
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 0 1 8 44
Total Journal Articles 2 7 36 799 30 156 497 3,475

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Factor Approach for Systematic Default and Recovery Risk 0 0 0 0 0 3 9 18
Securitization rating performance and agency incentives 1 1 1 20 3 8 15 107
Total Chapters 1 1 1 20 3 11 24 125

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Statistics updated 2026-06-04