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Showing results 1 to 20 of 35
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Issue Date
Title
Author(s)
2020-12
A cautionary tale of two extremes: The provision of government liquidity support in the banking sector
Bui, C
;
Scheule, H
;
Wu, E
2016-03-01
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Y
;
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
2022
Benchmarking forecast approaches for mortgage credit risk for forward periods
Luong, TM
;
Scheule, H
2020
Benchmarking loss given default discount rates
Scheule, H
;
Jortzik, S
2012-01-01
Capital incentives and adequacy for securitizations
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
2013-01
Credit portfolio correlations with dynamic leverage ratios
Chiarella, C
;
Huang, N
;
Chi-Fai Lo, E
;
Rösch, D
;
Scheule, H
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
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
2008-01
Downturn LGD for Hong Kong mortgage loan portfolios
Roesch, D
;
Scheule, H
2010-01
Downturn model risk: Another view of the global financial crisis
Roesch, D
;
Scheule, H
;
Scheule, H
;
Roesch, D
2013-11-01
Dynamic implied correlation modeling and forecasting in structured finance
Löhr, S
;
Mursajew, O
;
Rösch, D
;
Scheule, H
2011-06-01
Empirical performance of loss given default prediction models
Bade, B
;
Roesch, D
;
Scheule, H
2014-01-01
Forecasting mortgage securitization risk under systematic risk and parameter uncertainty
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
2017-09-01
Funding liquidity and bank risk taking
Khan, MS
;
Scheule, H
;
Wu, E
2018-06-01
The impact of loan loss provisioning on bank capital requirements
Krüger, S
;
Rösch, D
;
Scheule, H