Browsing by Author Scheule, H

Showing results 1 to 20 of 21  next >
Issue DateTitleAuthor(s)
2017Funding liquidity and bank risk takingKhan, MS; Scheule, H; Wu, E
1-Jun-2016Systematic credit risk and pricing for fixed income instrumentsRösch, D; Scheule, H
1-Mar-2016Accuracy of mortgage portfolio risk forecasts during financial crisesLee, Y; Roesch, D; Scheule, H
2016The role of model risk in extreme value theory for capital adequacyScheule, H; Kellner, R; Rösch, D
2015The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Rösch, D; Scheule, H
Jan-2014Forecasting probabilities of default and loss rates given default in the presence of selectionRoesch, D; Scheule, H
Jan-2013Regulatory capital requirements for securitizationsLuetzenkirchen, K; Roesch, D; Scheule, H; Roesch, D; Scheule, H
Jan-2013Ratings based capital adequacy for securitizationsLuetzenkirchen, K; Roesch, D; Scheule, H
Jan-2013Dynamic implied correlation modeling and forecasting in structured financeL oehr, S; Mursajew, O; Roesch, D; Scheule, H
Jan-2013The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Roesch, D; Scheule, H
Jan-2013Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
Jan-2012Capital incentives and adequacy for securitizationsRoesch, D; Scheule, H
Jan-2011Are watch procedures a critical informational event in the credit ratings process? An empirical investigationChan, H; Faff, RW; Hill, P; Scheule, H
Jan-2011Default and recovery risk dependencies in a simple credit risk modelBade, B; Roesch, D; Scheule, H
Jan-2011Empirical performance of loss given default prediction modelsBade, B; Roesch, D; Scheule, H
Jan-2010Downturn model risk: Another view of the global financial crisisRoesch, D; Scheule, H; Scheule, H; Roesch, D
Jan-2010Downturn credit portfolio risk, regulatory capital and prudential incentivesRoesch, D; Scheule, H
Jan-2009Credit portfolio loss forecasts for economic downturnsRoesch, D; Scheule, H
Jan-2009Credit rating impact on CDO evaluationRoesch, D; Scheule, H
Jan-2008Integrating stress-testing frameworksRoesch, D; Scheule, H; Roesch, D; Scheule, H