Harald Scheule : Citation Profile


Are you Harald Scheule?

University of Technology Sydney

9

H index

9

i10 index

453

Citations

RESEARCH PRODUCTION:

25

Articles

17

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 23
   Journals where Harald Scheule has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 14 (3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc592
   Updated: 2024-01-16    RAS profile: 2021-05-15    
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Relations with other researchers


Works with:

Wu, Eliza (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Harald Scheule.

Is cited by:

Jakubík, Petr (17)

Fecht, Falko (6)

Juselius, John (6)

Pliszka, Kamil (4)

Huang, Yiping (4)

Witzany, Jiří (4)

Schmieder, Christian (4)

Sousa, Ricardo (3)

Fungáčová, Zuzana (3)

TARAZI, Amine (3)

Koziol, Philipp (3)

Cites to:

Gordy, Michael (26)

Altman, Edward (17)

merton, robert (17)

Acharya, Viral (17)

Duffie, Darrell (13)

Campbell, John (12)

Longstaff, Francis (11)

Sironi, Andrea (10)

Benmelech, Efraim (9)

Willen, Paul (9)

Koopman, Siem Jan (9)

Main data


Where Harald Scheule has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
European Journal of Operational Research3
Journal of Financial Stability3
The Journal of Real Estate Finance and Economics2
Journal of Futures Markets2
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney12
Working Papers / Hong Kong Institute for Monetary Research3

Recent works citing Harald Scheule (2024 and 2023)


YearTitle of citing document
2023Loan portfolio management and Liquidity Risk: The impact of limited liability and haircut. (2023). Chakrabarty, Siddhartha P ; Barik, Deb Narayan. In: Papers. RePEc:arx:papers:2308.06525.

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2023Banks credit loss forecasts: lessons from supervisory data. (2023). Tarashev, Nikola ; Schmieder, Christian ; Corrias, Renzo ; Birn, Martin. In: BIS Working Papers. RePEc:bis:biswps:1125.

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2023ESG controversies and bank risk taking. (2023). Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:274-288.

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2023Impact of mortgage soft information in loan pricing on default prediction using machine learning. (2023). Wanzare, Nitya ; Scheule, Harald ; Luong, Thi Mai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:158-186.

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2023Useful, usable, and used? Buffer usability during the Covid-19 crisis. (2023). Rajan, Aniruddha ; Naylor, Matthew ; Mathur, Aakriti. In: Bank of England working papers. RePEc:boe:boeewp:1011.

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2023The cyclicality of bank credit losses and capital ratios under expected loss model. (2023). Giansante, Simone ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:1013.

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2023Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792.

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2023Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335.

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2023The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Yao, Xiao ; Bellotti, Anthony ; Li, Aimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985.

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2023Modelling credit card exposure at default using vine copula quantile regression. (2023). So, Mee Chi ; Choudhry, Taufiq ; Okhrati, Ramin ; Mues, Christophe ; Wattanawongwan, Suttisak. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:387-399.

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2023Bank reputation and operational risk: The impact of ESG. (2023). Paltrinieri, Andrea ; Mazzu, Sebastiano ; Goodell, John W ; Galletta, Simona. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006705.

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2023Fiscal support and banks’ loan loss provisions during the COVID-19 crisis. (2023). Huylebroek, Cedric ; Degryse, Hans. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000505.

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2023Short-selling threats and bank risk-taking: Evidence from the financial crisis. (2023). Nguyen, Hong Thoa ; Lin, Chih-Yung ; Hasan, Iftekhar ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000596.

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2023Predicting loss given default of unsecured consumer loans with time-varying survival scores. (2023). Bellotti, Anthony ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300015x.

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2023Funding liquidity in Islamic banks: Does the Shariah supervisory boards higher educational attainment matter?. (2023). Safiullah, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000422.

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2023The flight to safety during credit recovery: The role of implicit government guarantees. (2023). Wang, Zhiqiang ; Li, Yifei ; Xiong, Haifang ; Liu, Tianming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000793.

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2023Wholesale funding and bank stability: The impact of economic policy uncertainty. (2023). Nguyen, Thanh Cong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001162.

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2023Investigation and Modelling of Economic Systematic Risk and Capital Requirement: A Monte Carlo Simulation. (2023). Gassouma, Mohamed Sadok ; Benhamed, Adel. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:241-:d:1123093.

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2023Executive compensation and bank’s stability: which role of the corruption control? An empirical evidence from OECD banks. (2023). Daoud, Nejla Ould ; ben Hamad, Salah ; Sallemi, Marwa. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:2:d:10.1007_s10997-022-09649-2.

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2023The impact of organizational culture on bank stability. (2023). Thi, Loan Quynh ; Vu, Kieu Trang ; Mai, Lan Thi ; Luu, Hiep Ngoc. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01155-2.

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2023Funding Stability and the Pricing of Retail Rates: Evidence from Turkish Banking Sector. (2023). Capacioglu, Tanju ; Alper, Koray. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2309.

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2023Impact of Financial Market Development, Financial Crises and Deposit Insurance on Bank Risk. (2023). Tao, Yinying ; Wang, Fang ; Shan, Wei ; Yu, Xiangyuan ; Chang, Yiming. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:1:id:820:p:1-25.

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2023Monetary policy, funding cost and banks’ risk-taking: evidence from the USA. (2023). Jiang, BO ; Burgi, Constantin. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02384-z.

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2023Paralyzed by shock: the portfolio formation behavior of peer-to-business lending investors. (2023). Weber, Martina ; Hornuf, Lars ; Dorfleitner, Gregor. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:3:d:10.1007_s11846-022-00544-6.

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2023Is the regulatory downturn LGD adequate? Performance analysis and alternative methods. (2023). Imanto, Christopher Paulus ; Hartmann-Wendels, Thomas. In: Journal of the Operational Research Society. RePEc:taf:tjorxx:v:74:y:2023:i:3:p:736-747.

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2023The relationship between excessive lending, risk premium and risk?taking: Evidence from European banks. (2023). Wood, Justine ; Castro, Vitor ; Alhalabi, Thaer. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:448-471.

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Works by Harald Scheule:


YearTitleTypeCited
2011Securitization rating performance and agency incentives In: BIS Papers chapters.
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chapter0
2011Securitization Rating Performance and Agency Incentives.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2011Default and Recovery Risk Dependencies in a Simple Credit Risk Model In: European Financial Management.
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article27
2010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* In: International Review of Finance.
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article7
2010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives.(2010) In: Published Paper Series.
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This paper has nother version. Agregated cites: 7
paper
2011ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION In: Journal of Financial Research.
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article8
2014Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty In: Journal of Risk & Insurance.
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article2
2014Asset portfolio securitizations and cyclicality of regulatory capital In: European Journal of Operational Research.
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article4
2016Accuracy of mortgage portfolio risk forecasts during financial crises In: European Journal of Operational Research.
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article2
2018Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research.
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article8
2018A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses In: Journal of Empirical Finance.
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article7
2017The value of bank capital buffers in maintaining financial system resilience In: Journal of Financial Stability.
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article15
2018The impact of loan loss provisioning on bank capital requirements In: Journal of Financial Stability.
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article37
2020A cautionary tale of two extremes: The provision of government liquidity support in the banking sector In: Journal of Financial Stability.
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article2
2009Credit rating impact on CDO evaluation In: Global Finance Journal.
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article0
2021Systematic credit risk in securitised mortgage portfolios In: Journal of Banking & Finance.
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article2
2012Capital incentives and adequacy for securitizations In: Journal of Banking & Finance.
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article9
2013Ratings based capital adequacy for securitizations In: Journal of Banking & Finance.
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article1
2017Funding liquidity and bank risk taking In: Journal of Banking & Finance.
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article134
2016The role of loan portfolio losses and bank capital for Asian financial system resilience In: Pacific-Basin Finance Journal.
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article9
2020The impact of government guarantees on banks wholesale funding costs and lending behavior: Evidence from a natural experiment In: Pacific-Basin Finance Journal.
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article4
2017Valuation of systematic risk in the cross-section of credit default swap spreads In: The Quarterly Review of Economics and Finance.
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article3
2009The Empirical Relation between Credit Quality, Recovery and Correlation In: Hannover Economic Papers (HEP).
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paper0
2009The Empirical Relation between Credit Quality, Recovery, and Correlation.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2008Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans In: Working Papers.
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paper0
2020Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics.
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article2
2021Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw In: The Journal of Real Estate Finance and Economics.
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article2
2014Forecasting probabilities of default and loss rates given default in the presence of selection In: Journal of the Operational Research Society.
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article17
2006A Multi-Factor Approach for Systematic Default and Recovery Risk In: Springer Books.
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chapter12
2005A multi-factor approach for systematic default and recovery risk.(2005) In: Published Paper Series.
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This paper has nother version. Agregated cites: 12
paper
2013The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? In: The European Journal of Finance.
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article2
2002Modelling Default Rate Dynamics in the CreditRisk+ Framework In: Published Paper Series.
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paper3
2004Forecasting retail portfolio credit risk In: Published Paper Series.
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paper18
2005Rating Properties and their Implication on Basel II-Capital In: Published Paper Series.
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paper6
2006Forecasting credit event frequency – empirical evidence for West German firms In: Published Paper Series.
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paper4
2007Stress-testing credit risk parameters: An application to retail loan portfolios In: Published Paper Series.
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paper17
2007Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking In: Published Paper Series.
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paper5
2008Downturn LGD for Hong Kong mortgage loan portfolios In: Published Paper Series.
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paper0
2009Credit Portfolio Loss Forecasts for Economic Downturns In: Published Paper Series.
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paper5
2011Empirical performance of loss given default prediction models In: Published Paper Series.
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paper1
2020Benchmarking loss given default discount rates In: Published Paper Series.
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paper1
2013Dynamic Implied Correlation Modeling and Forecasting in Structured Finance In: Journal of Futures Markets.
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article0
2015A Simple Econometric Approach for Modeling Stress Event Intensities In: Journal of Futures Markets.
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article1
2004Forecasting Credit Portfolio Risk In: Discussion Paper Series 2: Banking and Financial Studies.
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paper76

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