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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel; Scheule, Harald - 2018
Persistent link: https://www.econbiz.de/10012201906
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The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel; Scheule, Harald - In: Pacific-Basin finance journal 40 (2016), pp. 289-305
Persistent link: https://www.econbiz.de/10011712252
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Credit losses in economic downturns : empirical evidence for Hong Kong mortgage loans
Rösch, Daniel; Scheule, Harald - 2008
Persistent link: https://www.econbiz.de/10003770585
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Downturn credit portofolio risk regulatory capital and prudential incentives
Rösch, Daniel; Scheule, Harald - In: International review of finance 10 (2010) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10003991361
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Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 37 (2013) 12, pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
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Benchmarking forecast approaches for mortgage credit risk for forward periods
Luong, Thi Mai; Scheule, Harald - In: European journal of operational research : EJOR 299 (2022) 2, pp. 750-767
Persistent link: https://www.econbiz.de/10013207168
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The impact of government guarantees on banks' wholesale funding costs and lending behavior : evidence from a natural experiment
Luong, Thi Mai; Pieters, Russell; Scheule, Harald; Wu, Eliza - In: Pacific-Basin finance journal 61 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012494882
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Positive payment shocks, liquidity and refinance constraints and default risk of home equity lines of credit at end of draw
Qi, Min; Scheule, Harald; Zhang, Yang - In: The journal of real estate finance and economics 62 (2021) 3, pp. 423-454
Persistent link: https://www.econbiz.de/10012495989