Browsing byAuthorScheule, H

Jump to a point in the index:
Showing results 1 to 20 of 33  next >
Issue DateTitleAuthor(s)
2022Benchmarking forecast approaches for mortgage credit risk for forward periodsLuong, TM; Scheule, H
2021Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of DrawQi, M; Scheule, H; Zhang, Y
2020-12A cautionary tale of two extremes: The provision of government liquidity support in the banking sectorBui, C; Scheule, H; Wu, E
2020-11Systematic credit risk in securitised mortgage portfoliosLee, Y; Rosch, D; Scheule, H
2020Liquidity Constraints, Home Equity and Residential Mortgage LossesDo, HX; Rösch, D; Scheule, H
2020Benchmarking loss given default discount ratesScheule, H; Jortzik, S
2018-10-01Predicting loss severities for residential mortgage loans: A three-step selection approachDo, HX; Rösch, D; Scheule, H
2018-06-01The impact of loan loss provisioning on bank capital requirementsKrüger, S; Rösch, D; Scheule, H
2018-06-01A copula sample selection model for predicting multi-year LGDs and Lifetime Expected LossesKrüger, S; Oehme, T; Rösch, D; Scheule, H
2017-12-01The value of bank capital buffers in maintaining financial system resilienceBui, C; Scheule, H; Wu, E
2017-09-01Funding liquidity and bank risk takingKhan, MS; Scheule, H; Wu, E
2017-05-01Valuation of systematic risk in the cross-section of credit default swap spreadsClaußen, A; Löhr, S; Rösch, D; Scheule, H
2016-08-01The role of model risk in extreme value theory for capital adequacyKellner, R; Rösch, D; Scheule, H
2016-06-01Systematic credit risk and pricing for fixed income instrumentsRösch, D; Scheule, H
2016-04-14The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Rösch, D; Scheule, H
2016-03-01Accuracy of mortgage portfolio risk forecasts during financial crisesLee, Y; Rösch, D; Scheule, H
2014-03-01Forecasting probabilities of default and loss rates given default in the presence of selectionRösch, D; Scheule, H
2014-01-01Forecasting mortgage securitization risk under systematic risk and parameter uncertaintyRösch, D; Scheule, H
2013-12-01Ratings based capital adequacy for securitizationsLützenkirchen, K; Rösch, D; Scheule, H
2013-11-01Dynamic implied correlation modeling and forecasting in structured financeLöhr, S; Mursajew, O; Rösch, D; Scheule, H