Harald Harry Scheule : Citation Profile

Deceased: 2024-08

10

H index

10

i10 index

520

Citations

RESEARCH PRODUCTION:

36

Articles

17

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 24
   Journals where Harald Harry Scheule has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 16 (2.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc592
   Updated: 2025-12-27    RAS profile:    
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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 Harry Scheule.

Is cited by:

Jakubík, Petr (18)

Fecht, Falko (6)

Juselius, John (6)

Huang, Yiping (5)

Pliszka, Kamil (4)

Schmieder, Christian (4)

Witzany, Jiří (4)

Li, Zongyuan (3)

Martin, Antoine (3)

Lai, Rose Neng (3)

Abad, Jorge (3)

Cites to:

Gordy, Michael (26)

Altman, Edward (17)

Acharya, Viral (17)

merton, robert (17)

Campbell, John (14)

Duffie, Darrell (13)

Ambrose, Brent (11)

Seru, Amit (11)

Vig, Vikrant (11)

Longstaff, Francis (11)

Sironi, Andrea (10)

Main data

Where Harald Harry Scheule has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Risk Model Validation4
European Journal of Operational Research4
Journal of Financial Stability3
The Journal of Real Estate Finance and Economics2
Pacific-Basin Finance Journal2
Journal of Futures Markets2
Journal of Risk2
International Review of Finance2

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 Harry Scheule (2025 and 2024)

YearTitle of citing document
2024A machine learning workflow to address credit default prediction. (2024). Rahmani, Rambod ; Parola, Marco. In: Papers. RePEc:arx:papers:2403.03785.

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2025A cost of capital approach to determining the LGD discount rate. (2025). Botha, Arno ; Larney, Janette ; Grobler, Gerrit Lodewicus ; Raubenheimer, Helgard. In: Papers. RePEc:arx:papers:2503.23992.

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2024Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961.

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2024The Justification of Complex Systems Analysis in Better Informing Project Decisions: A Study of the us Surface Transportation Board. (2024). Samuel, Apanisile Temitope. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:8:p:263-280.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alsunbul, Saad ; Boujlil, Rhada ; Alzugaiby, Basim. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2025From Incurred to Expected Loss: Implications for Bank Lending. (2025). Suarez, Javier ; Ikeda, Daisuke ; Abad, Jorge. In: Working Papers. RePEc:cmf:wpaper:wp2025_2509.

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2024European banks and Fed liquidity facilities during the Global Financial Crisis: Good news for the bad and bad news for the good. (2024). Wall, Larry ; Refait-Alexandre, Catherine. In: Working Papers. RePEc:crb:wpaper:2024-12.

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2025A study on the interaction of capital, liquidity and bank stability. (2025). Surez, Nuria ; Poblacin, Francisco Javier. In: Working Paper Series. RePEc:ecb:ecbwps:20253134.

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2025Does national culture affect macroprudential policy? An international investigation of regulatory behavior on macroprudential interventions. (2025). Nistor, Simona ; Frca, Ioana Georgiana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001333.

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2025Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2024Local official turnover and bank risk-taking: Evidence from China. (2024). Yuan, Rongli ; Zhang, Siyu ; Luo, Danglun ; Chen, LI ; Li, Yukun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001031.

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2024Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954.

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2024Bank liability structure and corporate employment: Evidence from a quasi-natural experiment in China. (2024). Liu, Yuanyuan ; Chen, Xiaoxiong ; Mu, Jinghao. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002989.

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2024Regulatory profiling and endogenous benchmarking. (2024). Philippas, Dionisis ; Tziogkidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005076.

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2024Stock Repurchase and Stock Price Crash Risk. (2024). Zhu, Ying ; Chen, Xiaodan ; Jia, Haibo. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012515.

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2024Market reaction to the expected loss model in banks. (2024). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449.

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2024Bank capital regulation and risk after the Global Financial Crisis. (2024). Demirguc-Kunt, Asli ; Bertay, Ata ; Mare, Davide S ; Demirgu-Kunt, Asli ; Cull, Robert ; Anginer, Deniz. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000516.

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2024Do repeated government infusions help financial stability? Evidence from an emerging market. (2024). Morohunfolu, Olaleye ; Kalimipalli, Madhu ; Ramachandran, Shankar. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001190.

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2025Analyzing and forecasting Chinas financial resilience: Measurement techniques and identification of key influencing factors. (2025). Sun, Chentong ; Zhang, XU ; Chen, Yilin. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000014.

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2025Implicit guarantees and bank stability: Evidence from a quasi-natural experiment. (2025). Nguyen, Linh ; Sobiech, Anna L ; Kgari, Lechedzani. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000509.

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2025Multi-view locally weighted regression for loss given default forecasting. (2025). Wang, Zhao ; Cheng, Hui ; Ni, Xiaoya ; Jiang, Cuiqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:290-306.

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2024The effects of economic uncertainty and economic policy uncertainty on banks’ loan loss provision in Brazil. (2024). Do, Matheus ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000274.

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2025Doubling down: The synergy of CCyB release and monetary policy easing. (2025). Levieuge, Grgory ; Jude, Cristina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000658.

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2024Banks can help? Evidence in the speed of lending for COVID-19 personal relief loans and financial inclusion. (2024). Hsiao, Yu-Jen ; Lo, Wen-Chi ; Kung, Ming-Hsin ; Chang, Chuang-Chang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001999.

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2024Watchdogs or Petdogs: The role of media freedom on banking system stability. (2024). Skully, Michael ; Samarasinghe, Ama ; Nguyen, MY. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002518.

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2024Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators. (2024). Melo-Velandia, Luis ; Gamba-Santamaria, Santiago ; Orozco-Vanegas, Camilo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000607.

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2024Brazilian banks risk-taking and systemic risk. (2024). Ferreira, Bruno Prez ; Fonseca, Bruna Gonalves ; Costa, Ana Carolina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001194.

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2025ESG peer spillover effect in supply chain: Evidence from Taiwan semiconductor industry. (2025). Wang, Lie-Huey ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s105905602500245x.

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2024Does managerial pay disparity influence BHC default risk?. (2024). Ali, Searat ; Iqbal, Jamshed ; Malik, Ihtisham ; Rahman, Dewan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1250-1269.

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2024Bail-ins and market discipline: Evidence from China. (2024). Gong, Di ; Li, Shanshan ; Lu, Liping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:51-68.

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2025Loan loss provisions of European banks – Does macroprudential tightening matter?. (2025). Skała, Dorota ; Godlewski, Christophe ; Skaa, Dorota ; Roszkowska, Sylwia ; Olszak, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004355.

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2025Research on the impact of financial technology on risk-taking of commercial banks. (2025). Li, Chengyou ; Xu, Yun ; Sun, Guanglin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000601.

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2024Impacts of the Expected Credit Loss Model on Pro-Cyclicality, Earnings Management, and Equity Management in the Portuguese Banking Sector. (2024). Resende, Miguel ; Carmo, Cecilia ; Carvalho, Carla. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:112-:d:1354259.

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2025Bank performance and liquidity management. (2025). Chen, I-Ju ; Lin, Wei Chih ; Tsai, Hsiangping. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01342-9.

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2025Impact of audit committee characteristics on risk disclosure: evidence from the banking sector of Pakistan. (2025). Zeb, Shumaila ; Akbar, Awais ; Zada, Hassan. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:3:d:10.1057_s41310-024-00263-2.

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2024The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking. (2024). Papadamou, Stephanos ; Iatridis, George Emmanuel ; Magnis, Chris. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00228-5.

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2025Impacts of the implementation of the expected credit loss model on reserves in the Portuguese banking sector. (2025). Carmo, Ceclia ; Carvalho, Carla ; Resende, Miguel. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00278-x.

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2024Examining the Impacts of Regulatory Framework on Risk in Commercial Banks in Emerging Economies. (2024). Audi, Marc ; Al-Masri, Razan. In: MPRA Paper. RePEc:pra:mprapa:121587.

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2024THE IMPACT OF IFRS 9 ON THE GREEK SYSTEMIC BANKS. (2024). Balios, Dimitris ; Rompotis, Gerasimos. In: European Journal of Accounting, Finance & Business. RePEc:scm:ejafbu:v:12:y:2024:i:1:p:167-174.

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2025The Effect of Non-Interest Income on Bank Profitability and Risk: Evidence from Turkey. (2025). Karimli, Turan ; Balaylar, Nilgn Acar ; Bulut, Ahsen Emir. In: Revista Galega de Economía. RePEc:sdo:regaec:v:34:y:2025:i:1_4.

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2024Will fintech development increase commercial banks risk-taking? Evidence from China. (2024). Hu, Debao ; Zhao, Sibo ; Yang, Fujun. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09538-8.

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2024Financial stability and sustainable development. (2024). Ozili, Peterson ; Iorember, Paul Terhemba. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2620-2646.

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2024Monetary policy risk-taking transmission channel: A case of banking industry in Kenya. (2024). Ndwiga, David. In: KBA Centre for Research on Financial Markets and Policy Working Paper Series. RePEc:zbw:kbawps:297987.

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Works by Harald Harry Scheule:

YearTitleTypeCited
2011Securitization rating performance and agency incentives In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2011Securitization Rating Performance and Agency Incentives.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Default and Recovery Risk Dependencies in a Simple Credit Risk Model In: European Financial Management.
[Full Text][Citation analysis]		article23
2010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* In: International Review of Finance.
[Full Text][Citation analysis]		article10
2010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives.(2010) In: Published Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2023Impact of mortgage soft information in loan pricing on default prediction using machine learning In: International Review of Finance.
[Full Text][Citation analysis]		article1
2011ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION In: Journal of Financial Research.
[Full Text][Citation analysis]		article8
2014Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article2
2014Asset portfolio securitizations and cyclicality of regulatory capital In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2016Accuracy of mortgage portfolio risk forecasts during financial crises In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2018Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2022Benchmarking forecast approaches for mortgage credit risk for forward periods In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2018A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2017The value of bank capital buffers in maintaining financial system resilience In: Journal of Financial Stability.
[Full Text][Citation analysis]		article22
2018The impact of loan loss provisioning on bank capital requirements In: Journal of Financial Stability.
[Full Text][Citation analysis]		article48
2020A cautionary tale of two extremes: The provision of government liquidity support in the banking sector In: Journal of Financial Stability.
[Full Text][Citation analysis]		article5
2009Credit rating impact on CDO evaluation In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2021Systematic credit risk in securitised mortgage portfolios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2012Capital incentives and adequacy for securitizations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2013Ratings based capital adequacy for securitizations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2017Funding liquidity and bank risk taking In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article162
2016The role of loan portfolio losses and bank capital for Asian financial system resilience In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article9
2020The 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]		article5
2017Valuation of systematic risk in the cross-section of credit default swap spreads In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2004Forecasting Retail Portfolio Credit Risk In: Journal of Risk Finance.
[Full Text][Citation analysis]		article21
2004Forecasting retail portfolio credit risk.(2004) In: Published Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2009The Empirical Relation between Credit Quality, Recovery and Correlation In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2009The 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
2008Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article2
2014Forecasting probabilities of default and loss rates given default in the presence of selection In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article17
Multi-year dynamics for forecasting economic and regulatory capital in banking In: Journal of Credit Risk.
[Full Text][Citation analysis]		article5
2007Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking.(2007) In: Published Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
Forecasting credit event frequency €“ empirical evidence for West German firms In: Journal of Risk.
[Full Text][Citation analysis]		article0
The role of model risk in extreme value theory for capital adequacy In: Journal of Risk.
[Full Text][Citation analysis]		article0
Stress-testing credit risk parameters: an application to retail loan portfolios In: Journal of Risk Model Validation.
[Full Text][Citation analysis]		article17
2007Stress-testing credit risk parameters: An application to retail loan portfolios.(2007) In: Published Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
Downturn LGD for Hong Kong mortgage loan portfolios In: Journal of Risk Model Validation.
[Full Text][Citation analysis]		article0
2008Downturn LGD for Hong Kong mortgage loan portfolios.(2008) In: Published Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
Empirical performance of loss given default prediction models In: Journal of Risk Model Validation.
[Full Text][Citation analysis]		article1
2011Empirical performance of loss given default prediction models.(2011) In: Published Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
Benchmarking loss given default discount rates In: Journal of Risk Model Validation.
[Full Text][Citation analysis]		article2
2020Benchmarking loss given default discount rates.(2020) In: Published Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2006A Multi-Factor Approach for Systematic Default and Recovery Risk In: Springer Books.
[Citation analysis]		chapter15
2005A 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
2013The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2002Modelling Default Rate Dynamics in the CreditRisk+ Framework In: Published Paper Series.
[Citation analysis]		paper3
2005Rating Properties and their Implication on Basel II-Capital In: Published Paper Series.
[Citation analysis]		paper6
2006Forecasting credit event frequency – empirical evidence for West German firms In: Published Paper Series.
[Citation analysis]		paper4
2009Credit Portfolio Loss Forecasts for Economic Downturns In: Published Paper Series.
[Full Text][Citation analysis]		paper5
2009Credit Portfolio Loss Forecasts for Economic Downturns.(2009) In: Financial Markets, Institutions & Instruments.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2013Dynamic Implied Correlation Modeling and Forecasting in Structured Finance In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2015A Simple Econometric Approach for Modeling Stress Event Intensities In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2004Forecasting Credit Portfolio Risk In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper80

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