Browsing byAuthorScheule, H

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Issue DateTitleAuthor(s)
2016-03-01Accuracy of mortgage portfolio risk forecasts during financial crisesLee, Y; Rösch, D; Scheule, H
2011-12-01Are watch procedures a critical informational event in the credit ratings process? An empirical investigationChan, H; Faff, R; Hill, P; Scheule, H
2012-01-01Capital incentives and adequacy for securitizationsRösch, 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
2013-01Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
2009-02-01Credit portfolio loss forecasts for economic downturnsRösch, D; Scheule, H
2009-01-01Credit rating impact on CDO evaluationRösch, D; Scheule, H
2011-01-01Default and recovery risk dependencies in a simple credit risk modelBade, B; Rösch, D; Scheule, H
2010-01Downturn credit portfolio risk, regulatory capital and prudential incentivesRoesch, D; Scheule, H
2008-01Downturn LGD for Hong Kong mortgage loan portfoliosRoesch, D; Scheule, H
2010-01Downturn model risk: Another view of the global financial crisisRoesch, D; Scheule, H; Scheule, H; Roesch, D
2013-11-01Dynamic implied correlation modeling and forecasting in structured financeLöhr, S; Mursajew, O; Rösch, D; Scheule, H
2011-06-01Empirical performance of loss given default prediction modelsBade, B; Roesch, D; Scheule, H
2014-01-01Forecasting mortgage securitization risk under systematic risk and parameter uncertaintyRösch, D; Scheule, H
2014-03-01Forecasting probabilities of default and loss rates given default in the presence of selectionRösch, D; Scheule, H
2017-09-01Funding liquidity and bank risk takingKhan, MS; Scheule, H; Wu, E
2018-06-01The impact of loan loss provisioning on bank capital requirementsKrüger, S; Rösch, D; Scheule, H
2008-01Integrating stress-testing frameworksRoesch, D; Scheule, H; Roesch, 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
2013-10-01The path to impairment: Do credit-rating agencies anticipate default events of structured finance transactions?Bodenstedt, M; Rösch, D; Scheule, H