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 0 2 13 27
Benchmarking loss given default discount rates 0 0 2 13 1 2 15 46
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 1 4 16 316
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 1 5 0 1 10 26
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 1 1 9 23
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 1 5 27
Empirical performance of loss given default prediction models 0 0 0 0 0 3 10 36
Forecasting Credit Portfolio Risk 0 0 0 481 1 2 14 1,255
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 0 4 25
Forecasting retail portfolio credit risk 0 0 1 15 0 0 5 60
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 1 3 20 59
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 1 1 13 18
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 0 1 9 75
Securitization Rating Performance and Agency Incentives 0 0 1 78 0 0 12 305
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 0 1 16 48
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 0 0 14 158
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 1 1 14 201
Total Working Papers 0 0 5 832 7 23 199 2,705

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 1 9 55
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector 0 0 0 3 1 2 16 46
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 41 1 2 11 122
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 0 0 6 56
Accuracy of mortgage portfolio risk forecasts during financial crises 0 1 1 19 0 1 7 70
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 0 0 10 53
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 0 5 14 0 3 16 46
Benchmarking loss given default discount rates 0 0 0 0 0 3 14 15
Capital incentives and adequacy for securitizations 0 0 0 12 0 1 14 116
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 1 8 9
Credit rating impact on CDO evaluation 0 0 1 62 0 0 7 216
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 2 4 19 1 4 15 55
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 0 0 10 20
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 0 6 8
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 1 1 6 39
Empirical performance of loss given default prediction models 0 0 1 3 0 0 14 27
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 0 0 13 61
Forecasting Retail Portfolio Credit Risk 0 0 1 4 0 0 11 24
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 1 6 11
Forecasting probabilities of default and loss rates given default in the presence of selection 0 0 4 33 0 1 9 78
Funding liquidity and bank risk taking 1 6 14 251 3 14 63 912
Impact of mortgage soft information in loan pricing on default prediction using machine learning 1 1 2 2 1 2 12 22
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 1 1 5 0 2 32 71
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 0 1 8 9
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw 0 0 1 12 0 2 12 44
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 1 39 1 2 16 148
Ratings based capital adequacy for securitizations 0 0 0 12 1 1 7 164
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 2 3 0 1 13 17
Systematic credit risk in securitised mortgage portfolios 0 0 1 14 0 1 13 68
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 1 1 1 5 1 4 22 73
The impact of loan loss provisioning on bank capital requirements 2 2 6 186 3 7 37 592
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 0 0 12 50
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 0 0 3 41
The role of model risk in extreme value theory for capital adequacy 0 0 0 0 0 0 6 6
The value of bank capital buffers in maintaining financial system resilience 0 0 0 21 0 2 23 140
Time-varying repayment contracts for financial resilience in mortgage lending 0 0 2 2 0 0 19 19
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 0 0 8 45
Total Journal Articles 5 14 49 817 15 60 514 3,548

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 11 21
Securitization rating performance and agency incentives 0 0 1 20 0 1 14 108
Total Chapters 0 0 1 20 3 4 25 129

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11