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Harald Scheule

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This is information that was supplied by Harald Scheule in registering through RePEc. If you are Harald Scheule , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Harald
Middle Name:
Last Name: Scheule
Suffix:

RePEc Short-ID: psc592

Email: [This author has chosen not to make the email address public]
Homepage: http://cfsites1.uts.edu.au/business/staff/finance/details.cfm?StaffId=12910
Postal Address:
Phone:

Affiliation

Finance Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/finance/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:sfutsau (more details at EDIRC)

Works

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Working papers

  1. Daniel Roesch & Harald Scheule, 2011. "Securitization Rating Performance and Agency Incentives," Working Papers 182011, Hong Kong Institute for Monetary Research.
  2. Daniel Rosch & Harald Scheule, 2009. "The Empirical Relation between Credit Quality, Recovery, and Correlation," Working Papers 222009, Hong Kong Institute for Monetary Research.
  3. Daniel Rosch & Harald Scheule, 2008. "Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans," Working Papers 152008, Hong Kong Institute for Monetary Research.
  4. Hamerle, Alfred & Liebig, Thilo & Scheule, Harald, 2004. "Forecasting Credit Portfolio Risk," Discussion Paper Series 2: Banking and Financial Studies 2004,01, Deutsche Bundesbank, Research Centre.

Articles

  1. D R�sch & H Scheule, 2014. "Forecasting probabilities of default and loss rates given default in the presence of selection," Journal of the Operational Research Society, Palgrave Macmillan, vol. 65(3), pages 393-407, March.
  2. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013. "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5236-5247.
  3. Sebastian Löhr & Olga Mursajew & Daniel Rösch & Harald Scheule, 2013. "Dynamic Implied Correlation Modeling and Forecasting in Structured Finance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 994-1023, November.
  4. Rösch, Daniel & Scheule, Harald, 2012. "Capital incentives and adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 733-748.
  5. Howard Chan & Robert Faff & Paula Hill & Harald Scheule, 2011. "Are Watch Procedures A Critical Informational Event In The Credit Ratings Process? An Empirical Investigation," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 34(4), pages 617-640, December.
  6. Daniel R÷Sch & Harald Scheule, 2010. "Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives-super-," International Review of Finance, International Review of Finance Ltd., vol. 10(Financial), pages 185-207.
  7. Rösch, Daniel & Scheule, Harald, 2009. "Credit rating impact on CDO evaluation," Global Finance Journal, Elsevier, vol. 19(3), pages 235-251.

Chapters

  1. Daniel Rösch & Harald Scheule, 2011. "Securitization rating performance and agency incentives," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 287-314 Bank for International Settlements.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2009-04-25 2009-09-11 2011-07-13. Author is listed
  2. NEP-ORE: Operations Research (1) 2009-09-11. Author is listed
  3. NEP-RMG: Risk Management (2) 2009-04-25 2009-09-11. Author is listed
  4. NEP-URE: Urban & Real Estate Economics (1) 2009-04-25. Author is listed

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