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

Browsing byAuthorScheule, H

Showing results 21 to 34 of 34< previous

Issue Date	Title	Author(s)
2013-11-01	Dynamic implied correlation modeling and forecasting in structured finance	Löhr, S; Mursajew, O; 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
2013-01	Credit portfolio correlations with dynamic leverage ratios	Chiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
2013-01	Regulatory capital requirements for securitizations	Luetzenkirchen, K; Roesch, D; Scheule, H; Roesch, D; Scheule, H
2012-01-01	Capital incentives and adequacy for securitizations	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
2011-06-01	Empirical performance of loss given default prediction models	Bade, B; Roesch, 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
2010-01	Downturn model risk: Another view of the global financial crisis	Roesch, D; Scheule, H; Scheule, H; Roesch, D
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
2008-01	Integrating stress-testing frameworks	Roesch, D; Scheule, H; Roesch, D; Scheule, H
2008-01	Downturn LGD for Hong Kong mortgage loan portfolios	Roesch, D; Scheule, H

Showing results 21 to 34 of 34< previous