Access Statistics for Harald 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 0 1 1 2 4
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 1 101 1 2 9 282
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 3 0 0 2 9
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 0 0 0 2 6
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 1 4 10
Empirical performance of loss given default prediction models 0 0 0 0 0 0 4 14
Forecasting Credit Portfolio Risk 1 6 20 471 2 9 42 1,180
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 0 3 5
Forecasting retail portfolio credit risk 0 0 1 4 2 3 8 19
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 0 3 12 18
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 0 0 0 0
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 0 1 6 18
Securitization Rating Performance and Agency Incentives 0 0 1 77 0 1 11 280
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 1 2 6 13
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 1 43 0 0 1 141
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 1 88 0 2 3 181
Total Working Papers 1 6 25 787 7 25 115 2,180


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 1 10 1 1 5 43
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 3 3 8 21 3 4 18 59
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 12 1 1 4 47
Accuracy of mortgage portfolio risk forecasts during financial crises 0 1 3 12 0 1 6 42
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 5 1 1 3 34
Capital incentives and adequacy for securitizations 0 0 1 12 1 2 9 81
Credit rating impact on CDO evaluation 1 1 1 59 1 2 3 190
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 0 1 2 0 1 8 10
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 0 0 0 3 4
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 6 1 1 2 30
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 0 0 1 44
Forecasting probabilities of default and loss rates given default in the presence of selection 0 0 5 25 0 1 10 54
Funding liquidity and bank risk taking 1 2 23 145 10 21 112 530
Liquidity Constraints, Home Equity and Residential Mortgage Losses 1 1 2 2 4 5 13 13
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 3 7 25 2 8 28 71
Ratings based capital adequacy for securitizations 0 0 0 9 0 2 12 74
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 0 0 2 4 12 12
The impact of loan loss provisioning on bank capital requirements 1 12 66 111 13 44 204 332
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 2 5 0 1 3 31
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 1 4 1 1 5 30
The value of bank capital buffers in maintaining financial system resilience 1 1 3 8 2 4 16 54
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 2 1 1 5 28
Total Journal Articles 8 24 124 478 44 106 482 1,813


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Securitization rating performance and agency incentives 0 1 3 16 0 3 9 78
Total Chapters 0 1 3 16 0 3 9 78


Statistics updated 2021-01-03