OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing byAuthorScheule, H

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Issue Date	Title	Author(s)
2020-12	A cautionary tale of two extremes: The provision of government liquidity support in the banking sector	Bui, C; Scheule, H; Wu, E
2016-03-01	Accuracy of mortgage portfolio risk forecasts during financial crises	Lee, Y; Rösch, D; Scheule, H
2011-12-01	Are watch procedures a critical informational event in the credit ratings process? An empirical investigation	Chan, H; Faff, R; Hill, P; Scheule, H
2022	Benchmarking forecast approaches for mortgage credit risk for forward periods	Luong, TM; Scheule, H
2020	Benchmarking loss given default discount rates	Scheule, H; Jortzik, S
2012-01-01	Capital incentives and adequacy for securitizations	Rösch, D; Scheule, H
2018-06-01	A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses	Krüger, S; Oehme, T; Rösch, D; Scheule, H
2013-01	Credit portfolio correlations with dynamic leverage ratios	Chiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
2009-02-01	Credit portfolio loss forecasts for economic downturns	Rösch, D; Scheule, H
2009-01-01	Credit rating impact on CDO evaluation	Rösch, D; Scheule, H
2011-01-01	Default and recovery risk dependencies in a simple credit risk model	Bade, B; Rösch, D; Scheule, H
2010-01	Downturn credit portfolio risk, regulatory capital and prudential incentives	Roesch, D; Scheule, H
2008-01	Downturn LGD for Hong Kong mortgage loan portfolios	Roesch, D; Scheule, H
2010-01	Downturn model risk: Another view of the global financial crisis	Roesch, D; Scheule, H; Scheule, H; Roesch, D
2013-11-01	Dynamic implied correlation modeling and forecasting in structured finance	Löhr, S; Mursajew, O; Rösch, D; Scheule, H
2011-06-01	Empirical performance of loss given default prediction models	Bade, B; Roesch, D; Scheule, H
2014-01-01	Forecasting mortgage securitization risk under systematic risk and parameter uncertainty	Rösch, D; Scheule, H
2014-03-01	Forecasting probabilities of default and loss rates given default in the presence of selection	Rösch, D; Scheule, H
2017-09-01	Funding liquidity and bank risk taking	Khan, MS; Scheule, H; Wu, E
2018-06-01	The impact of loan loss provisioning on bank capital requirements	Krüger, S; Rösch, D; Scheule, H

Showing results 1 to 20 of 34 next >