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 1 2 2 4 6 18
Benchmarking loss given default discount rates 0 1 1 12 2 3 5 34
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 1 5 7 305
Credit Portfolio Loss Forecasts for Economic Downturns 0 1 1 5 1 4 6 20
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 2 3 3 17
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 1 2 3 24
Empirical performance of loss given default prediction models 0 0 0 0 0 1 3 27
Forecasting Credit Portfolio Risk 0 0 0 481 1 2 5 1,243
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 2 2 3 23
Forecasting retail portfolio credit risk 1 1 1 15 2 4 6 59
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 2 2 4 41
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 1 5 5 10
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 2 3 8 69
Securitization Rating Performance and Agency Incentives 0 1 1 78 1 3 4 296
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 0 0 3 32
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 1 1 2 145
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 1 4 5 191
Total Working Papers 1 4 5 831 22 48 78 2,554

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 1 2 2 48
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector 0 0 0 3 1 4 5 34
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 1 1 2 41 2 4 6 115
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 2 2 2 52
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 1 1 2 64
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 1 3 4 46
Benchmarking forecast approaches for mortgage credit risk for forward periods 1 2 2 11 2 3 4 33
Benchmarking loss given default discount rates 0 0 0 0 0 0 1 1
Capital incentives and adequacy for securitizations 0 0 0 12 3 4 5 106
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 1 2 2
Credit rating impact on CDO evaluation 1 1 1 62 4 4 6 213
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 0 2 15 1 2 5 42
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 2 4 5 14
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 1 3 3
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 0 3 4 36
Empirical performance of loss given default prediction models 0 1 3 3 4 8 21 21
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 2 4 4 52
Forecasting Retail Portfolio Credit Risk 0 0 1 3 2 3 7 16
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 0 5 5
Forecasting probabilities of default and loss rates given default in the presence of selection 0 1 2 30 1 3 6 72
Funding liquidity and bank risk taking 1 5 13 242 5 22 58 871
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 1 1 1 0 3 5 13
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 1 2 8 41
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 3 3 4 4
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw 0 0 1 11 1 1 5 33
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 0 38 0 2 5 134
Ratings based capital adequacy for securitizations 0 0 0 12 0 0 9 157
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 1 1 0 2 6 6
Systematic credit risk in securitised mortgage portfolios 1 1 1 14 3 5 8 60
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 1 4 1 2 11 53
The impact of loan loss provisioning on bank capital requirements 0 1 3 181 2 9 16 564
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 0 1 1 39
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 0 0 3 38
The role of model risk in extreme value theory for capital adequacy 0 0 0 0 2 2 2 2
The value of bank capital buffers in maintaining financial system resilience 0 0 1 21 0 2 9 119
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 2 4 5 41
Total Journal Articles 5 14 35 782 49 116 254 3,150

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 2 2 3 12
Securitization rating performance and agency incentives 0 0 0 19 2 3 5 97
Total Chapters 0 0 0 19 4 5 8 109

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Statistics updated 2026-01-09