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Harald Scheule
Information about the author Harald Scheule will soon be added to the site.
Found
3 papers
in total
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Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty
2014
The global financial crisis exposed financial institutions to severe unexpected losses...
Accuracy of mortgage portfolio risk forecasts during financial crises
2016
This paper explores whether factor based credit portfolio risk models are able to...
Are watch procedures a critical informational event in the credit ratings process? An empirical investigation
2011
The Boot, Milbourn, and Schmeits (2006) model (Boot model) predicts certain credit...
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