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 5 16
Benchmarking loss given default discount rates 1 1 1 12 1 1 3 32
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 2 3 4 302
Credit Portfolio Loss Forecasts for Economic Downturns 1 1 1 5 1 2 3 17
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 0 0 1 14
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 1 1 2 23
Empirical performance of loss given default prediction models 0 0 0 0 0 2 2 26
Forecasting Credit Portfolio Risk 0 0 0 481 1 2 5 1,242
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 0 1 21
Forecasting retail portfolio credit risk 0 0 0 14 0 1 2 55
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 0 1 2 39
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 2 2 2 7
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 1 2 6 67
Securitization Rating Performance and Agency Incentives 0 0 0 77 0 0 2 293
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 0 1 3 32
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 0 1 1 144
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 1 2 2 188
Total Working Papers 2 2 3 829 12 23 46 2,518

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 0 0 46
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector 0 0 0 3 1 1 2 31
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 40 1 1 5 112
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 0 0 0 50
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 0 0 1 63
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 2 2 3 45
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 0 0 9 0 0 1 30
Benchmarking loss given default discount rates 0 0 0 0 0 0 1 1
Capital incentives and adequacy for securitizations 0 0 0 12 0 1 1 102
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 1 1 1
Credit rating impact on CDO evaluation 0 0 0 61 0 2 2 209
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 1 2 15 1 2 5 41
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 2 2 4 12
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 1 1 3 3
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 1 1 2 34
Empirical performance of loss given default prediction models 0 0 2 2 2 2 15 15
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 1 1 1 49
Forecasting Retail Portfolio Credit Risk 0 0 1 3 0 0 4 13
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 1 1 2 30 1 1 5 70
Funding liquidity and bank risk taking 2 2 13 239 9 18 53 858
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 0 0 2 2 4 12
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 1 3 7 40
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 0 0 1 1
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw 0 0 1 11 0 0 4 32
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 0 38 1 2 4 133
Ratings based capital adequacy for securitizations 0 0 0 12 0 2 9 157
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 1 1 2 3 6 6
Systematic credit risk in securitised mortgage portfolios 0 0 0 13 1 3 4 56
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 1 4 0 2 11 51
The impact of loan loss provisioning on bank capital requirements 1 1 5 181 5 6 17 560
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 1 1 1 39
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 0 1 3 38
The role of model risk in extreme value theory for capital adequacy 0 0 0 0 0 0 0 0
The value of bank capital buffers in maintaining financial system resilience 0 0 1 21 0 2 8 117
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 0 0 1 37
Total Journal Articles 4 5 30 772 35 63 194 3,069

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 0 1 10
Securitization rating performance and agency incentives 0 0 0 19 0 2 2 94
Total Chapters 0 0 0 19 0 2 3 104

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Statistics updated 2025-11-08