9
H index
9
i10 index
472
Citations
Harald Harry Scheule : Citation Profile
| RESEARCH PRODUCTION: 29 Articles 17 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Harald Harry Scheule. | Is cited by:
| Cites to:
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Main data
Where Harald Harry Scheule has published?
| Journals with more than one article published | # docs |
|---|---|
| European Journal of Operational Research | 4 |
| Journal of Banking & Finance | 4 |
| Journal of Financial Stability | 3 |
| International Review of Finance | 2 |
| Pacific-Basin Finance Journal | 2 |
| The Journal of Real Estate Finance and Economics | 2 |
| Journal of Futures Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney | 12 |
| Working Papers / Hong Kong Institute for Monetary Research | 3 |
Recent works citing Harald Harry Scheule (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Loan 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. Full description at Econpapers || Download paper |
| 2024 | A machine learning workflow to address credit default prediction. (2024). , Mario ; Parola, Marco ; Rahmani, Rambod. In: Papers. RePEc:arx:papers:2403.03785. Full description at Econpapers || Download paper |
| 2023 | Banks credit loss forecasts: lessons from supervisory data. (2023). Tarashev, Nikola ; Schmieder, Christian ; Corrias, Renzo ; Birn, Martin. In: BIS Working Papers. RePEc:bis:biswps:1125. Full description at Econpapers || Download paper |
| 2023 | Capital regulation and bank risk?taking – new global evidence. (2021). Dias, Roshanthi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:847-884. Full description at Econpapers || Download paper |
| 2023 | Community banks capital requirements and regional housing tenure. (2023). Archibald, Thomas Welsh ; Moreira, Fernando ; Yang, Chenzi. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:723-746. Full description at Econpapers || Download paper |
| 2023 | ESG 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. Full description at Econpapers || Download paper |
| 2023 | Useful, 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792. Full description at Econpapers || Download paper |
| 2023 | Accounting 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Joint models for longitudinal and discrete survival data in credit scoring. (2023). Lindgren, Finn ; Crook, Jonathan ; Calabrese, Raffaella ; Medina-Olivares, Victor. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1457-1473. Full description at Econpapers || Download paper |
| 2023 | Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour. (2023). Crook, Jonathan ; Calabrese, Raffaella ; Lindgren, Finn ; Medina-Olivares, Victor. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:860-873. Full description at Econpapers || Download paper |
| 2023 | Modelling 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. Full description at Econpapers || Download paper |
| 2023 | Bank 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. Full description at Econpapers || Download paper |
| 2024 | Stock Repurchase and Stock Price Crash Risk. (2024). Chen, Xiaodan ; Zhu, Ying ; Jia, Haibo. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012515. Full description at Econpapers || Download paper |
| 2023 | Fiscal 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. Full description at Econpapers || Download paper |
| 2023 | Short-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. Full description at Econpapers || Download paper |
| 2023 | Predicting 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. Full description at Econpapers || Download paper |
| 2023 | Funding 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | The effect of capitalization on the competition-stability Nexus: Evidence from dual banking systems. (2023). Temimi, Akram ; Smaoui, Houcem ; Ernaningsih, Indria. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002238. Full description at Econpapers || Download paper |
| 2023 | Wholesale 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. Full description at Econpapers || Download paper |
| 2023 | Investigation 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. Full description at Econpapers || Download paper |
| 2023 | Loan Default Prediction Based on Convolutional Neural Network and LightGBM. (2023). Zhang, Ning ; Hu, Mengzhen ; Xiang, Mingsen ; Ding, Wenhao ; Zhu, Qiliang. In: International Journal of Data Warehousing and Mining (IJDWM). RePEc:igg:jdwm00:v:19:y:2023:i:1:p:1-16. Full description at Econpapers || Download paper |
| 2023 | Executive 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Funding 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. Full description at Econpapers || Download paper |
| 2023 | Impact 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. Full description at Econpapers || Download paper |
| 2023 | Monetary 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. Full description at Econpapers || Download paper |
| 2023 | Paralyzed 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. Full description at Econpapers || Download paper |
| 2023 | Is 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. Full description at Econpapers || Download paper |
Works by Harald Harry Scheule:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Securitization rating performance and agency incentives In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | Securitization Rating Performance and Agency Incentives.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Default and Recovery Risk Dependencies in a Simple Credit Risk Model In: European Financial Management. [Full Text][Citation analysis] | article | 23 |
| 2010 | Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* In: International Review of Finance. [Full Text][Citation analysis] | article | 9 |
| 2010 | Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives.(2010) In: Published Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2023 | Impact of mortgage soft information in loan pricing on default prediction using machine learning In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 8 |
| 2014 | Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 2 |
| 2014 | Asset portfolio securitizations and cyclicality of regulatory capital In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2016 | Accuracy of mortgage portfolio risk forecasts during financial crises In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2018 | Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
| 2022 | Benchmarking forecast approaches for mortgage credit risk for forward periods In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2018 | A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2017 | The value of bank capital buffers in maintaining financial system resilience In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 19 |
| 2018 | The impact of loan loss provisioning on bank capital requirements In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 37 |
| 2020 | A cautionary tale of two extremes: The provision of government liquidity support in the banking sector In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 4 |
| 2009 | Credit rating impact on CDO evaluation In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | Systematic credit risk in securitised mortgage portfolios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Capital incentives and adequacy for securitizations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2013 | Ratings based capital adequacy for securitizations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Funding liquidity and bank risk taking In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 136 |
| 2016 | The role of loan portfolio losses and bank capital for Asian financial system resilience In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 9 |
| 2020 | The impact of government guarantees on banks wholesale funding costs and lending behavior: Evidence from a natural experiment In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2017 | Valuation of systematic risk in the cross-section of credit default swap spreads In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2004 | Forecasting Retail Portfolio Credit Risk In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 21 |
| 2004 | Forecasting retail portfolio credit risk.(2004) In: Published Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2009 | The Empirical Relation between Credit Quality, Recovery and Correlation In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2009 | The Empirical Relation between Credit Quality, Recovery, and Correlation.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Positive 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. [Full Text][Citation analysis] | article | 2 |
| 2014 | Forecasting probabilities of default and loss rates given default in the presence of selection In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 17 |
| 2006 | A Multi-Factor Approach for Systematic Default and Recovery Risk In: Springer Books. [Citation analysis] | chapter | 15 |
| 2005 | A multi-factor approach for systematic default and recovery risk.(2005) In: Published Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2013 | The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2002 | Modelling Default Rate Dynamics in the CreditRisk+ Framework In: Published Paper Series. [Citation analysis] | paper | 3 |
| 2005 | Rating Properties and their Implication on Basel II-Capital In: Published Paper Series. [Citation analysis] | paper | 6 |
| 2006 | Forecasting credit event frequency – empirical evidence for West German firms In: Published Paper Series. [Citation analysis] | paper | 4 |
| 2007 | Stress-testing credit risk parameters: An application to retail loan portfolios In: Published Paper Series. [Citation analysis] | paper | 17 |
| 2007 | Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking In: Published Paper Series. [Citation analysis] | paper | 5 |
| 2008 | Downturn LGD for Hong Kong mortgage loan portfolios In: Published Paper Series. [Citation analysis] | paper | 0 |
| 2009 | Credit Portfolio Loss Forecasts for Economic Downturns In: Published Paper Series. [Full Text][Citation analysis] | paper | 5 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | ||
| 2011 | Empirical performance of loss given default prediction models In: Published Paper Series. [Citation analysis] | paper | 1 |
| 2020 | Benchmarking loss given default discount rates In: Published Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Dynamic Implied Correlation Modeling and Forecasting in Structured Finance In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2015 | A Simple Econometric Approach for Modeling Stress Event Intensities In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2004 | Forecasting Credit Portfolio Risk In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 80 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team