Harald (Harry) Scheule
Title
Cited by
Cited by
Year
Funding liquidity and bank risk taking
MS Khan, H Scheule, E Wu
Journal of Banking & Finance 82, 203-216, 2017
1242017
Forecasting credit portfolio risk
A Hamerle, T Liebig, H Scheule
Discussion Paper Series 2, 2004
832004
A multifactor approach for systematic default and recovery risk
D Rösch, H Scheule
The Journal of Fixed Income 15 (2), 63-75, 2005
602005
Forecasting retail portfolio credit risk
D Rosch, H Scheule
Journal of Risk Finance 5 (2), 16-32, 2004
602004
Determinants of the asset correlations of German corporations and implications for regulatory capital
K Düllmann, H Scheule
Deutsches Bundesbank, 2003
592003
Default and recovery risk dependencies in a simple credit risk model
B Bade, D Rösch, H Scheule
European Financial Management 17 (1), 120-144, 2011
572011
A multifactor approach for systematic default and recovery risk
D Rösch, H Scheule
The Journal of Fixed Income 15 (2), 63-75, 2005
552005
Stress-testing credit risk parameters: an application to retail loan portfolios
D Rösch, HH Scheule
Journal of Risk Model Validation 1 (1), 55-75, 2007
532007
Credit risk analytics: Measurement techniques, applications, and examples in SAS
B Baesens, D Roesch, H Scheule
John Wiley & Sons, 2016
502016
Asset correlation of German corporate obligors: its estimation, its drivers and implications for regulatory capital
K Dullmann, H Scheule
Basel Committee's Research Task Force Workshop on'Banking and Financial …, 2003
482003
The impact of loan loss provisioning on bank capital requirements
S Krüger, D Rösch, H Scheule
Journal of Financial Stability 36, 114-129, 2018
412018
Forecasting probabilities of default and loss rates given default in the presence of selection
D Rösch, H Scheule
Journal of the Operational Research Society 65 (3), 393-407, 2014
342014
Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives*
D Roesch, H Scheule
International Review of Finance 10 (2), 185-207, 2010
332010
Capital incentives and adequacy for securitizations
D Rösch, H Scheule
Journal of Banking & Finance 36 (3), 733-748, 2012
252012
Stress-testing for Financial Institutions-Applications, Regulations and Techniques
D Rösch, H Scheule
Risk Books, 2008
252008
Forecasting credit event frequency-empirical evidence for west german firms
A Hamerle, T Liebig, H Scheule
Journal of Risk 9 (1), 75, 2006
172006
The role of loan portfolio losses and bank capital for Asian financial system resilience
D Rösch, H Scheule
Pacific-Basin finance journal 40, 289-305, 2016
122016
Are watch procedures a critical informational event in the credit ratings process? An empirical investigation
H Chan, R Faff, P Hill, H Scheule
Journal of Financial Research 34 (4), 617-640, 2011
112011
Empirical performance of LGD prediction models
B Bade, D Rösch, HH Scheule
Journal of Risk Model Validation 5 (2), 25-44, 2011
112011
Credit portfolio loss forecasts for economic downturns
D Roesch, H Scheule
Financial Markets, Institutions & Instruments 18 (1), 1-26, 2009
102009
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Articles 1–20