1. OPUS at UTS

Browsing by Author Scheule, H

Showing results 1 to 20 of 27  next >
Issue DateTitleAuthor(s)
1-Oct-2018Predicting loss severities for residential mortgage loans: A three-step selection approachDo, HX; Rösch, D; Scheule, H
1-Jun-2018The impact of loan loss provisioning on bank capital requirementsKrüger, S; Rösch, D; Scheule, H
1-Jun-2018A copula sample selection model for predicting multi-year LGDs and Lifetime Expected LossesKrüger, S; Oehme, T; Rösch, D; Scheule, H
1-Dec-2017The value of bank capital buffers in maintaining financial system resilienceBui, C; Scheule, H; Wu, E
1-Sep-2017Funding liquidity and bank risk takingKhan, MS; Scheule, H; Wu, E
1-May-2017Valuation of systematic risk in the cross-section of credit default swap spreadsClaußen, A; Löhr, S; Rösch, D; Scheule, H
1-Aug-2016The role of model risk in extreme value theory for capital adequacyKellner, R; Rösch, D; Scheule, H
1-Jun-2016Systematic credit risk and pricing for fixed income instrumentsRösch, D; Scheule, H
14-Apr-2016The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Rösch, D; Scheule, H
1-Mar-2016Accuracy of mortgage portfolio risk forecasts during financial crisesLee, Y; Rösch, D; Scheule, H
1-Mar-2014Forecasting probabilities of default and loss rates given default in the presence of selectionRösch, D; Scheule, H
1-Jan-2014Forecasting mortgage securitization risk under systematic risk and parameter uncertaintyRösch, D; Scheule, H
1-Dec-2013Ratings based capital adequacy for securitizationsLützenkirchen, K; Rösch, D; Scheule, H
1-Nov-2013Dynamic implied correlation modeling and forecasting in structured financeLöhr, S; Mursajew, O; Rösch, D; Scheule, H
1-Oct-2013The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Rösch, D; Scheule, H
Jan-2013Regulatory capital requirements for securitizationsLuetzenkirchen, K; Roesch, D; Scheule, H; Roesch, D; Scheule, H
Jan-2013Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
1-Jan-2012Capital incentives and adequacy for securitizationsRösch, D; Scheule, H
1-Dec-2011Are watch procedures a critical informational event in the credit ratings process? An empirical investigationChan, H; Faff, R; Hill, P; Scheule, H
1-Jun-2011Empirical performance of loss given default prediction modelsBade, B; Roesch, D; Scheule, H
Showing results 1 to 20 of 27  next >