| Funding liquidity and bank risk taking MS Khan, H Scheule, E Wu Journal of banking & finance 82, 203-216, 2017 | 432 | 2017 |
| Credit risk analytics: Measurement techniques, applications, and examples in SAS B Baesens, D Roesch, H Scheule John Wiley & Sons, 2016 | 178 | 2016 |
| The impact of loan loss provisioning on bank capital requirements S Krüger, D Rösch, H Scheule Journal of Financial Stability 36, 114-129, 2018 | 147 | 2018 |
| Forecasting credit portfolio risk A Hamerle, T Liebig, HH Scheule Bundesbank Series 2 Discussion Paper, 2004 | 98 | 2004 |
| Forecasting retail portfolio credit risk D Rösch, H Scheule The Journal of Risk Finance 5 (2), 16-32, 2004 | 73 | 2004 |
| Default and recovery risk dependencies in a simple credit risk model B Bade, D Rösch, H Scheule European Financial Management 17 (1), 120-144, 2011 | 71 | 2011 |
| A multi-factor approach for systematic default and recovery risk D Rösch, H Scheule The Basel II Risk Parameters: Estimation, Validation, and Stress Testing …, 2006 | 70 | 2006 |
| Determinants of the asset correlations of German corporations and implications for regulatory capital K Düllmann, H Scheule Deutsches Bundesbank, 2003 | 68 | 2003 |
| Stress-testing credit risk parameters: an application to retail loan portfolios D Rösch, HH Scheule Journal of Risk Model Validation 1 (1), 55-75, 2007 | 60 | 2007 |
| The value of bank capital buffers in maintaining financial system resilience C Bui, H Scheule, E Wu Journal of Financial Stability 33, 23-40, 2017 | 58 | 2017 |
| Asset correlation of German corporate obligors: its estimation, its drivers and implications for regulatory capital K Düllmann, H Scheule Basel Committee’s Research Task Force Workshop on “Banking and Financial …, 2003 | 52 | 2003 |
| Forecasting probabilities of default and loss rates given default in the presence of selection D Rösch, H Scheule Journal of the Operational Research Society 65 (3), 393-407, 2014 | 48 | 2014 |
| Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* D RöSCH, H Scheule International Review of Finance 10 (2), 185-207, 2010 | 37 | 2010 |
| Stress-testing for Financial Institutions-Applications, Regulations and Techniques D Rösch, H Scheule Risk Books, 2008 | 36 | 2008 |
| Capital incentives and adequacy for securitizations D Rösch, H Scheule Journal of Banking & Finance 36 (3), 733-748, 2012 | 26 | 2012 |
| Predicting loss severities for residential mortgage loans: A three-step selection approach HX Do, D Rösch, H Scheule European Journal of Operational Research 270 (1), 246-259, 2018 | 24 | 2018 |
| Forecasting credit event frequency-empirical evidence for west german firms A Hamerle, T Liebig, H Scheule Journal of Risk 9 (1), 75, 2006 | 18 | 2006 |
| A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses S Krüger, T Oehme, D Rösch, H Scheule Journal of Empirical Finance 47, 246-262, 2018 | 17 | 2018 |
| Valuation of systematic risk in the cross-section of credit default swap spreads A Claußen, S Löhr, D Rösch, H Scheule The Quarterly Review of Economics and Finance 64, 183-195, 2017 | 17 | 2017 |
| The role of loan portfolio losses and bank capital for Asian financial system resilience D Rösch, H Scheule Pacific-Basin finance journal 40, 289-305, 2016 | 17 | 2016 |
Eliza WuProfessor of Finance and Banking, University of Sydney在 sydney.edu.au 的电子邮件经过验证
