10
H index
10
i10 index
493
Citations
Harald Harry Scheule : Citation Profile
| RESEARCH PRODUCTION: 36 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?
| 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 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 |
| 2024 | The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380. Full description at Econpapers || Download paper |
| 2024 | Are “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. Full description at Econpapers || Download paper |
| 2024 | Regulatory 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. 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 |
| 2024 | Market reaction to the expected loss model in banks. (2024). Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca ; Onali, Enrico. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449. Full description at Econpapers || Download paper |
| 2024 | Bank 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Banks 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. Full description at Econpapers || Download paper |
| 2024 | Watchdogs 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. Full description at Econpapers || Download paper |
| 2024 | Does managerial pay disparity influence BHC default risk?. (2024). Rahman, Dewan ; Malik, Ihtisham ; Iqbal, Jamshed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1250-1269. Full description at Econpapers || Download paper |
| 2025 | Loan 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. Full description at Econpapers || Download paper |
| 2024 | THE 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. 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 | 10 |
| 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: 10 | 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 | 41 |
| 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 | 151 |
| 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 | 5 |
| 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 |
| In: . [Full Text][Citation analysis] | article | 5 | |
| 2007 | Multi-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 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 17 | |
| 2007 | Stress-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 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2008 | Downturn LGD for Hong Kong mortgage loan portfolios.(2008) In: Published Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2011 | Empirical performance of loss given default prediction models.(2011) In: Published Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2020 | Benchmarking loss given default discount rates.(2020) In: Published Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 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 |
| 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 | ||
| 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 February, 4 2025. Contact: CitEc Team