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 3 11 25
Benchmarking loss given default discount rates 0 1 2 13 0 6 13 44
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 0 3 13 312
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 1 5 0 1 10 25
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 0 2 8 22
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 1 4 26
Empirical performance of loss given default prediction models 0 0 0 0 0 1 9 33
Forecasting Credit Portfolio Risk 0 0 0 481 2 6 13 1,253
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 1 4 25
Forecasting retail portfolio credit risk 0 0 1 15 0 1 6 60
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 0 4 18 56
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 0 2 12 17
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 0 1 11 74
Securitization Rating Performance and Agency Incentives 0 0 1 78 0 5 12 305
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 1 3 17 47
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 0 4 15 158
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 0 4 14 200
Total Working Papers 0 1 5 832 3 48 190 2,682

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 8 54
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector 0 0 0 3 0 4 14 44
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 41 0 3 9 120
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 1 2 6 56
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 0 1 7 69
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 1 3 10 53
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 0 5 14 1 2 14 43
Benchmarking loss given default discount rates 0 0 0 0 1 5 12 12
Capital incentives and adequacy for securitizations 0 0 0 12 0 4 14 115
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 1 8 8
Credit rating impact on CDO evaluation 0 0 1 62 0 2 9 216
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 1 3 17 0 3 13 51
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 0 3 10 20
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 2 6 8
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 0 2 5 38
Empirical performance of loss given default prediction models 0 0 1 3 0 3 14 27
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 0 4 13 61
Forecasting Retail Portfolio Credit Risk 0 1 1 4 0 5 12 24
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 1 5 10
Forecasting probabilities of default and loss rates given default in the presence of selection 0 1 4 33 0 2 8 77
Funding liquidity and bank risk taking 3 3 9 245 4 12 67 898
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 1 1 1 4 10 20
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 0 12 34 69
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 0 1 7 8
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw 0 1 1 12 0 6 10 42
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 1 39 0 4 15 146
Ratings based capital adequacy for securitizations 0 0 0 12 0 1 9 163
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 2 3 0 2 13 16
Systematic credit risk in securitised mortgage portfolios 0 0 1 14 0 2 14 67
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 1 4 0 10 21 69
The impact of loan loss provisioning on bank capital requirements 1 1 5 184 1 6 32 585
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 0 6 12 50
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 0 1 4 41
The role of model risk in extreme value theory for capital adequacy 0 0 0 0 0 2 6 6
The value of bank capital buffers in maintaining financial system resilience 0 0 0 21 2 6 24 138
Time-varying repayment contracts for financial resilience in mortgage lending 0 1 2 2 0 6 19 19
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 1 2 9 45
Total Journal Articles 4 9 39 803 13 135 503 3,488

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 3 9 18
Securitization rating performance and agency incentives 0 1 1 20 0 7 15 107
Total Chapters 0 1 1 20 0 10 24 125

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Statistics updated 2026-07-10