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 1 1 1 2 1 1 4 14
Benchmarking loss given default discount rates 0 0 0 11 0 0 4 31
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 0 0 2 299
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 4 0 1 3 15
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 0 0 3 14
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 0 2 22
Empirical performance of loss given default prediction models 0 0 0 0 0 0 1 24
Forecasting Credit Portfolio Risk 0 0 0 481 0 1 5 1,240
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 1 3 21
Forecasting retail portfolio credit risk 0 0 0 14 0 0 1 53
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 0 1 3 38
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 0 0 1 5
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 2 2 5 63
Securitization Rating Performance and Agency Incentives 0 0 0 77 0 0 3 293
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 0 0 2 29
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 0 0 1 143
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 0 0 0 186
Total Working Papers 1 1 1 827 3 7 43 2,490

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 1 1 5 30
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 1 3 40 0 2 7 111
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 0 1 62
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 1 6 0 0 3 43
Benchmarking forecast approaches for mortgage credit risk for forward periods 0 0 1 9 0 0 3 29
Benchmarking loss given default discount rates 0 0 0 0 0 0 0 0
Capital incentives and adequacy for securitizations 0 0 0 12 0 0 1 101
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 0 0 0
Credit rating impact on CDO evaluation 0 0 0 61 0 0 0 207
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 0 0 1 14 0 0 4 38
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 0 0 1 9
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 1 1 2 2
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 1 7 0 1 3 33
Empirical performance of loss given default prediction models 0 1 2 2 1 2 12 12
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 0 0 0 48
Forecasting Retail Portfolio Credit Risk 0 1 2 3 1 2 7 12
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 2 29 0 0 4 68
Funding liquidity and bank risk taking 1 3 13 235 4 8 39 829
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 0 0 0 0 5 9
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 1 2 4 35
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 0 1 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 2 6 32
Predicting loss severities for residential mortgage loans: A three-step selection approach 0 0 1 38 0 0 4 131
Ratings based capital adequacy for securitizations 0 0 1 12 2 6 10 154
Stress-testing credit risk parameters: an application to retail loan portfolios 0 0 1 1 0 0 2 2
Systematic credit risk in securitised mortgage portfolios 0 0 0 13 0 0 2 53
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 0 3 0 2 8 48
The impact of loan loss provisioning on bank capital requirements 0 0 3 179 2 3 13 553
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 2 2 37
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 1 2 21 0 2 12 114
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 0 0 0 36
Total Journal Articles 1 7 38 763 14 37 168 2,978

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 9
Securitization rating performance and agency incentives 0 0 0 19 0 0 1 92
Total Chapters 0 0 0 19 0 0 2 101

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Statistics updated 2025-06-06