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 1 11 25
Benchmarking loss given default discount rates 0 0 2 13 0 0 13 44
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 0 0 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 1 8 22
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 1 1 5 27
Empirical performance of loss given default prediction models 0 0 0 0 1 2 10 34
Forecasting Credit Portfolio Risk 0 0 0 481 1 4 14 1,254
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 1 6 60
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 1 4 19 57
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 0 0 12 17
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 0 0 9 74
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 1 2 17 48
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 0 1 15 158
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 0 2 14 200
Total Working Papers 0 0 5 832 5 20 192 2,687

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 1 2 15 45
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 41 1 2 10 121
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 0 1 6 56
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 0 0 6 69
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 0 1 10 53
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 0 5 14 0 1 13 43
Benchmarking loss given default discount rates 0 0 0 0 2 4 13 14
Capital incentives and adequacy for securitizations 0 0 0 12 1 2 15 116
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 0 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 1 12 51
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 0 1 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 0 0 5 38
Empirical performance of loss given default prediction models 0 0 1 3 0 2 14 27
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 0 1 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 5 10
Forecasting probabilities of default and loss rates given default in the presence of selection 0 1 4 33 1 3 9 78
Funding liquidity and bank risk taking 2 5 10 247 3 8 61 901
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 1 1 1 3 11 21
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 0 2 32 69
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 1 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 10 42
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 1 39 0 1 15 146
Ratings based capital adequacy for securitizations 0 0 0 12 0 0 8 163
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 2 3 0 1 13 16
Systematic credit risk in securitised mortgage portfolios 0 0 1 14 1 2 15 68
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 0 4 1 1 21 70
The impact of loan loss provisioning on bank capital requirements 0 1 4 184 1 5 32 586
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 0 1 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 0 6 6
The value of bank capital buffers in maintaining financial system resilience 0 0 0 21 1 3 24 139
Time-varying repayment contracts for financial resilience in mortgage lending 0 0 2 2 0 2 19 19
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 0 1 8 45
Total Journal Articles 2 8 38 805 15 58 497 3,503

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 8 18
Securitization rating performance and agency incentives 0 1 1 20 0 3 15 107
Total Chapters 0 1 1 20 0 3 23 125

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Statistics updated 2026-08-07