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

Browsing byAuthorScheule, H

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Issue Date	Title	Author(s)
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
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
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

Showing results 11 to 30 of 34< previous next >