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

Browsing byAuthorScheule, H

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Issue Date	Title	Author(s)
2022	Benchmarking forecast approaches for mortgage credit risk for forward periods	Luong, TM; 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
2020-12	A cautionary tale of two extremes: The provision of government liquidity support in the banking sector	Bui, C; Scheule, H; Wu, E
2020-11	Systematic credit risk in securitised mortgage portfolios	Lee, Y; Rosch, D; Scheule, H
2020	Liquidity Constraints, Home Equity and Residential Mortgage Losses	Do, HX; Rösch, D; Scheule, H
2020	Benchmarking loss given default discount rates	Scheule, H; Jortzik, S
2018-10-01	Predicting loss severities for residential mortgage loans: A three-step selection approach	Do, HX; Rösch, D; Scheule, H
2018-06-01	The impact of loan loss provisioning on bank capital requirements	Krüger, S; 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
2017-12-01	The value of bank capital buffers in maintaining financial system resilience	Bui, C; Scheule, H; Wu, E
2017-09-01	Funding liquidity and bank risk taking	Khan, MS; Scheule, H; Wu, E
2017-05-01	Valuation of systematic risk in the cross-section of credit default swap spreads	Claußen, A; Löhr, S; Rösch, 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
2016-04-14	The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?	Bodenstedt, M; Rösch, D; Scheule, H
2016-03-01	Accuracy of mortgage portfolio risk forecasts during financial crises	Lee, Y; 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
2014-01-01	Forecasting mortgage securitization risk under systematic risk and parameter uncertainty	Rösch, D; Scheule, H
2013-12-01	Ratings based capital adequacy for securitizations	Lützenkirchen, K; Rösch, D; Scheule, H
2013-11-01	Dynamic implied correlation modeling and forecasting in structured finance	Löhr, S; Mursajew, O; Rösch, D; Scheule, H

Showing results 1 to 20 of 33 next >