Browsing by Author Scheule, H

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