Associate Professor of Finance
University of Technology, Sydney (UTS) - School of Finance and Economics
P.O. Box 123
email address
Financial Research Network (FIRN)
C/- University of Queensland Business School
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Scheule , Harald's
Scholarly Papers
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column.
Aggregate Statistics
Total 3,326
Total Citations 2
1.
Rating Performance and Agency Incentives of Structured Finance Transactions
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Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
05 Aug 09
Last Revised:
20 Nov 10
826(12,666)
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
24 Jul 10
Last Revised:
20 Nov 10
490
Asset-backed Security, Collateralized Debt Obligation, Economic Downturn, Fee Revenue, Forecasting, Global Financial Crisis, Home Equity Loans, Impairment Rate, Mortgage-backed Security, Structured Finance Rating
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
05 Aug 09
Last Revised:
31 Jan 10
336
asset-backed security, collateralized debt obligation, economic downturn, fee revenue, forecasting, home equity loans, impairment rate, mortgage-backed security, structured finance rating, Global Financial crisis
2.
Securitization Rating Performance and Agency Incentives
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
30 Aug 10
Last Revised:
28 Jun 11
593(20,495)
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
249
asset-backed security, credit rating agency, collateralized debt obligation, economic downturn, fee revenue, forecasting, Global Financial Crisis, home equity loans, impairment, mortgage-backed security, rating, securitization
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
84
Credit Ratings, Collateralized Debt Obligations, Asset Backed Securities, Financial Crisis
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
30 Aug 10
Last Revised:
15 Feb 11
260
Asset-backed Security, Credit Rating Agency, Collateralized Debt Obligation, Economic Downturn, Fee Revenue, Forecasting, Global Financial Crisis, Home Equity Loans, Impairment, Mortgage-backed Security, Rating, Securitization, Structured Finance Transaction
3.
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
436(30,835)
Basel II, Business Cycle, Capital Adequacy, Correlation, Credit Risk, Default Probability, Expected Loss, Stress-test, Value-at-Risk
4.
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
382(36,422)
Basel II, Business Cycle, Capital Adequacy, Correlation, Credit Risk, Economic Downturn, Expected Loss, Fixed Income, Loss Given Default, Probability of Default, Value-at-Risk
5.
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
294(49,875)
Asset Value, Correlation, Credit Portfolio, Loss Given Default, Merton Model, Probability of Default, Recovery, Volatility
6.
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
293(50,077)
Credit Portfolio Risk, Economic Downturn, Financial Crisis, Model Risk, Securitization
7.
Bodenstedt, Matthias University of Cambridge - Judge Business School
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
06 Jun 11
Last Revised:
03 Nov 11
243(61,653)
Anticipation Coefficient, Credit Rating Agencies, Rating Quality, Global Financial Crisis, Structured Finance Rating
8.
Bade, Benjamin Leibniz University Hannover
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
195(77,431)
9.
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
Silvapulle, Param Monash University - Department of Econometrics & Business Statistics
49(204,232)
Basel III, correlation, credit risk, default probability, delinquency, exposure at default, loss given default, mortgage, mortgage-backed security
10.
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
7(322,506)
11.
Bade, Benjamin Leibniz University Hannover
Rsch, Daniel affiliation not provided to SSRN
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
4(331,061)
2
asset value, correlation, credit portfolio, loss given default, Merton model, probability of default, recovery, volatility
12.
Roesch, Daniel Leibniz University Hannover
Scheule , Harald University of Technology, Sydney (UTS) - School of Finance and Economics
4(331,061)
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