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 6 9 22
Benchmarking loss given default discount rates 0 0 1 12 0 6 7 38
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans 0 0 0 106 1 5 10 309
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 1 5 0 4 9 23
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives 0 0 0 1 0 5 6 20
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 2 3 25
Empirical performance of loss given default prediction models 0 0 0 0 1 5 8 32
Forecasting Credit Portfolio Risk 0 0 0 481 1 4 7 1,246
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 0 3 4 24
Forecasting retail portfolio credit risk 0 1 1 15 0 2 6 59
Modelling Default Rate Dynamics in the CreditRisk+ Framework 0 0 0 0 3 12 14 51
Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking 0 0 0 0 0 6 10 15
Rating Properties and their Implication on Basel II-Capital 0 0 0 0 1 6 12 73
Securitization Rating Performance and Agency Incentives 0 0 1 78 0 5 7 300
Stress-testing credit risk parameters: An application to retail loan portfolios 0 0 0 0 3 7 10 39
The Empirical Relation between Credit Quality, Recovery and Correlation 0 0 0 43 0 7 8 151
The Empirical Relation between Credit Quality, Recovery, and Correlation 0 0 0 88 3 6 10 196
Total Working Papers 0 1 5 831 13 91 140 2,623

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 6 7 53
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector 0 0 0 3 0 7 11 40
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses 0 1 2 41 0 3 7 116
ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION 0 0 0 13 0 4 4 54
Accuracy of mortgage portfolio risk forecasts during financial crises 0 0 0 18 0 5 6 68
Asset portfolio securitizations and cyclicality of regulatory capital 0 0 0 6 1 5 7 50
Benchmarking forecast approaches for mortgage credit risk for forward periods 1 3 4 13 2 7 9 38
Benchmarking loss given default discount rates 0 0 0 0 0 5 6 6
Capital incentives and adequacy for securitizations 0 0 0 12 0 6 8 109
Credit Portfolio Loss Forecasts for Economic Downturns 0 0 0 0 0 5 7 7
Credit rating impact on CDO evaluation 0 1 1 62 1 5 7 214
Default and Recovery Risk Dependencies in a Simple Credit Risk Model 1 1 2 16 1 6 9 47
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* 0 0 0 2 0 5 8 17
Downturn LGD for Hong Kong mortgage loan portfolios 0 0 0 0 0 2 4 5
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance 0 0 0 7 0 0 4 36
Empirical performance of loss given default prediction models 0 0 2 3 1 5 12 22
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty 0 0 0 3 1 7 9 57
Forecasting Retail Portfolio Credit Risk 0 0 1 3 0 5 9 19
Forecasting credit event frequency – empirical evidence for West German firms 0 0 0 0 2 4 4 9
Forecasting probabilities of default and loss rates given default in the presence of selection 1 1 2 31 1 3 6 74
Funding liquidity and bank risk taking 0 1 10 242 3 12 57 878
Impact of mortgage soft information in loan pricing on default prediction using machine learning 0 0 1 1 1 3 7 16
Liquidity Constraints, Home Equity and Residential Mortgage Losses 0 0 0 4 13 16 23 56
Multi-year dynamics for forecasting economic and regulatory capital in banking 0 0 0 0 1 6 7 7
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw 0 0 0 11 1 4 6 36
Predicting loss severities for residential mortgage loans: A three-step selection approach 1 1 1 39 6 8 11 142
Ratings based capital adequacy for securitizations 0 0 0 12 1 4 13 161
Stress-testing credit risk parameters: an application to retail loan portfolios 1 2 2 3 2 6 10 12
Systematic credit risk in securitised mortgage portfolios 0 1 1 14 0 7 11 64
The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment 0 0 1 4 0 5 11 57
The impact of loan loss provisioning on bank capital requirements 1 2 4 183 5 16 28 578
The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? 0 0 0 6 0 4 5 43
The role of loan portfolio losses and bank capital for Asian financial system resilience 0 0 0 5 0 1 4 39
The role of model risk in extreme value theory for capital adequacy 0 0 0 0 0 4 4 4
The value of bank capital buffers in maintaining financial system resilience 0 0 1 21 3 11 18 130
Time-varying repayment contracts for financial resilience in mortgage lending 0 1 1 1 4 12 12 12
Valuation of systematic risk in the cross-section of credit default swap spreads 0 0 0 3 0 4 7 43
Total Journal Articles 6 15 36 792 50 218 378 3,319

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 5 6 15
Securitization rating performance and agency incentives 0 0 0 19 1 4 7 99
Total Chapters 0 0 0 19 1 9 13 114

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Statistics updated 2026-03-04