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 2 5 16
Benchmarking loss given default discount rates 0 1 1 12 0 1 3 32
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 2 4 6 304
Credit Portfolio Loss Forecasts for Economic Downturns 0 1 1 5 2 3 5 19
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 1 1 1 15
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 1 2 23
Empirical performance of loss given default prediction models 0 0 0 0 1 2 3 27
Forecasting Credit Portfolio Risk 0 0 0 481 0 2 4 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 2 2 4 57
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 4 4 9
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 0 1 6 67
Securitization Rating Performance and Agency Incentives 1 1 1 78 2 2 4 295
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 0 0 3 32
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 0 0 1 144
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 2 3 4 190
Total Working Papers 1 3 4 830 14 29 58 2,532

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 1 47
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector 0 0 0 3 2 3 4 33
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 0 1 40 1 2 6 113
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 0 2 3 45
Benchmarking forecast approaches for mortgage credit risk for forward periods 1 1 1 10 1 1 2 31
Benchmarking loss given default discount rates 0 0 0 0 0 0 1 1
Capital incentives and adequacy for securitizations 0 0 0 12 1 1 2 103
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 1 1 2 2
Credit rating impact on CDO evaluation 0 0 0 61 0 0 2 209
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 0 2 15 0 1 4 41
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 0 2 3 12
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 1 3 3
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 2 3 4 36
Empirical performance of loss given default prediction models 1 1 3 3 2 4 17 17
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 1 2 2 50
Forecasting Retail Portfolio Credit Risk 0 0 1 3 1 1 5 14
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 1 2 30 1 2 5 71
Funding liquidity and bank risk taking 2 4 14 241 8 24 60 866
Impact of mortgage soft information in loan pricing on default prediction using machine learning 1 1 1 1 1 3 5 13
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 0 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 3 5 134
Ratings based capital adequacy for securitizations 0 0 0 12 0 1 9 157
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 1 1 0 3 6 6
Systematic credit risk in securitised mortgage portfolios 0 0 0 13 1 4 5 57
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 1 4 1 3 11 52
The impact of loan loss provisioning on bank capital requirements 0 1 5 181 2 7 19 562
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 0 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 2 4 10 119
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 2 2 3 39
Total Journal Articles 5 9 34 777 32 86 221 3,101

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 1 1 3 95
Total Chapters 0 0 0 19 1 1 4 105

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Statistics updated 2025-12-06