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

Browsing byAuthorScheule, H

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Issue Date	Title	Author(s)
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

Showing results 23 to 34 of 34< previous