H
Harald Scheule
Researcher at University of Technology, Sydney
Publications - 88
Citations - 1202
Harald Scheule is an academic researcher from University of Technology, Sydney. The author has contributed to research in topics: Credit risk & Loss given default. The author has an hindex of 14, co-authored 88 publications receiving 1049 citations. Previous affiliations of Harald Scheule include University of Regensburg & University of Melbourne.
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Funding liquidity and bank risk taking
TL;DR: This paper examined the relationship between funding liquidity and bank risk taking and found that banks with lower funding liquidity risk, as proxied by higher deposit ratios, take more risk than banks with higher liquidity risk.
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Forecasting Credit Portfolio Risk
TL;DR: In this article, a Merton-style threshold-value model for the default probability is proposed, which treats the asset value of a firm as unknown and uses a factor model instead.
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Forecasting Credit Portfolio Risk
TL;DR: In this paper, a Merton-style threshold-value model for the default probability is proposed, which treats the asset value of a firm as unknown and uses a factor model instead.
Journal ArticleDOI
The impact of loan loss provisioning on bank capital requirements
TL;DR: This article showed that the revised loan loss provisioning based on the International Financial Reporting Standards (IFRS) and the US Generally Accepted Accounting Principles (GAAP) implies a reduction of Tier 1 capital.