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 2 11 24
Benchmarking loss given default discount rates 1 1 2 13 6 6 13 44
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 3 4 13 312
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 1 5 0 1 9 24
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 1 1 7 21
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 1 1 4 26
Empirical performance of loss given default prediction models 0 0 0 0 0 1 8 32
Forecasting Credit Portfolio Risk 0 0 0 481 3 5 10 1,250
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 1 1 4 25
Forecasting retail portfolio credit risk 0 0 1 15 0 0 6 59
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 1 5 15 53
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 2 2 12 17
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 1 2 13 74
Securitization Rating Performance and Agency Incentives 0 0 1 78 5 5 12 305
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 2 10 17 46
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 3 6 14 157
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 2 5 12 198
Total Working Papers 1 1 6 832 33 57 180 2,667

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 3 3 14 43
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 41 2 3 8 119
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 1 1 5 55
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 1 1 7 69
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 2 3 9 52
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 2 5 14 1 6 13 42
Benchmarking loss given default discount rates 0 0 0 0 3 4 10 10
Capital incentives and adequacy for securitizations 0 0 0 12 3 5 13 114
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 1 1 8 8
Credit rating impact on CDO evaluation 0 0 1 62 0 1 7 214
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 1 2 16 2 4 12 50
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 2 2 10 19
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 2 3 7 8
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 2 2 5 38
Empirical performance of loss given default prediction models 0 0 1 3 1 4 14 25
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 3 4 12 60
Forecasting Retail Portfolio Credit Risk 1 1 1 4 5 5 13 24
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 2 4 9
Forecasting probabilities of default and loss rates given default in the presence of selection 0 2 3 32 0 2 7 75
Funding liquidity and bank risk taking 0 0 8 242 7 18 68 893
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 1 1 2 3 9 18
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 10 24 33 67
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 1 2 7 8
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw 1 1 1 12 4 5 8 40
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 1 1 39 3 9 14 145
Ratings based capital adequacy for securitizations 0 0 0 12 1 3 11 163
Stress-testing credit risk parameters: an application to retail loan portfolios 0 1 2 3 1 5 13 15
Systematic credit risk in securitised mortgage portfolios 0 0 1 14 1 2 13 66
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 1 4 10 12 21 69
The impact of loan loss provisioning on bank capital requirements 0 1 4 183 2 8 30 581
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 5 6 11 49
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 0 1 4 40
The role of model risk in extreme value theory for capital adequacy 0 0 0 0 2 2 6 6
The value of bank capital buffers in maintaining financial system resilience 0 0 0 21 4 9 22 136
Time-varying repayment contracts for financial resilience in mortgage lending 1 1 2 2 4 9 17 17
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 1 1 8 44
Total Journal Articles 3 11 35 797 92 176 481 3,445

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 3 3 9 18
Securitization rating performance and agency incentives 0 0 0 19 4 6 12 104
Total Chapters 0 0 0 19 7 9 21 122

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Statistics updated 2026-05-06