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Showing results 21 to 35 of 35
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Issue Date
Title
Author(s)
2023
Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, TM
;
Scheule, H
;
Wanzare, N
2008-01
Integrating stress-testing frameworks
Roesch, D
;
Scheule, H
;
Roesch, D
;
Scheule, H
2024
Latest Research on SME Lending in Australia
Mai, C
;
Scheule, H
;
Nguyen, A
2020
Liquidity Constraints, Home Equity and Residential Mortgage Losses
Do, HX
;
Rösch, D
;
Scheule, H
2016-04-14
The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?
Bodenstedt, M
;
Rösch, D
;
Scheule, H
2013-10-01
The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?
Bodenstedt, M
;
Rösch, D
;
Scheule, H
2021
Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw
Qi, M
;
Scheule, H
;
Zhang, Y
2018-10-01
Predicting loss severities for residential mortgage loans: A three-step selection approach
Do, HX
;
Rösch, D
;
Scheule, H
2013-12-01
Ratings based capital adequacy for securitizations
Lützenkirchen, K
;
Rösch, D
;
Scheule, H
2013-01
Regulatory capital requirements for securitizations
Luetzenkirchen, K
;
Roesch, D
;
Scheule, H
;
Roesch, D
;
Scheule, H
2016-08-01
The role of model risk in extreme value theory for capital adequacy
Kellner, R
;
Rösch, D
;
Scheule, H
2016-06-01
Systematic credit risk and pricing for fixed income instruments
Rösch, D
;
Scheule, H
2020-11
Systematic credit risk in securitised mortgage portfolios
Lee, Y
;
Rosch, D
;
Scheule, H
2017-05-01
Valuation of systematic risk in the cross-section of credit default swap spreads
Claußen, A
;
Löhr, S
;
Rösch, D
;
Scheule, H
2017-12-01
The value of bank capital buffers in maintaining financial system resilience
Bui, C
;
Scheule, H
;
Wu, E