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 0 0 3 14
Benchmarking loss given default discount rates 0 0 0 11 0 0 3 31
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 0 1 2 300
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 4 0 1 3 16
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 0 0 2 14
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 0 1 22
Empirical performance of loss given default prediction models 0 0 0 0 1 2 2 26
Forecasting Credit Portfolio Risk 0 0 0 481 1 1 5 1,241
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 0 2 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 1 1 2 39
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 0 0 0 5
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 0 3 5 66
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 2 4 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 0 1 1 187
Total Working Papers 0 0 1 827 3 14 40 2,506

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 2 3 0 0 4 30
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 40 0 0 4 111
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 1 13 0 0 1 50
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 0 1 1 63
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 0 0 1 43
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 0 1 9 0 1 3 30
Benchmarking loss given default discount rates 0 0 0 0 0 1 1 1
Capital incentives and adequacy for securitizations 0 0 0 12 0 1 2 102
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 0 2 4 40
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 0 0 2 10
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 0 2 2
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 0 0 1 33
Empirical performance of loss given default prediction models 0 0 2 2 0 0 13 13
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 0 0 0 48
Forecasting Retail Portfolio Credit Risk 0 0 2 3 0 1 7 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 0 0 1 29 0 0 4 69
Funding liquidity and bank risk taking 0 1 13 237 7 18 47 849
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 0 0 0 0 3 10
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 2 4 6 39
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 1 3 132
Ratings based capital adequacy for securitizations 0 0 0 12 1 3 10 157
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 1 1 1 1 4 4
Systematic credit risk in securitised mortgage portfolios 0 0 0 13 2 2 3 55
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 1 1 4 2 3 11 51
The impact of loan loss provisioning on bank capital requirements 0 1 4 180 0 2 13 555
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 0 0 1 38
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 1 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 2 3 11 117
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 0 1 1 37
Total Journal Articles 0 4 33 768 19 49 179 3,034

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

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Statistics updated 2025-10-06