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DR HARALD SCHEULE



Contact Details

Organization: Finance
Position: SENIOR LECTURER
Email:
Homepage: http://www.finance.unimelb.edu.au/about/staff/fin_staff_webpage.cfm?StaffNo=120

Research Expertise and International Linkages

Research Expertise

Research Interest Country of Expertise
Financial Risk Measurement and Management Australia, Germany, United States of America

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Diplom-Kaufmann Univ. Universitaet Regensburg 04-Jul-1999
Doktor der Wirtschaftswissenschaften Universitaet Regensburg 04-Jul-2006

Memberships

Membership Type Membership Body Description Start Date End Date
Member American Finance Association 01-Jan-2005 31-Dec-2007
Member German Finance Association 01-Jan-2006 31-Dec-2007
Member Melbourne Centre For Financial Studies 01-Oct-2005 31-Dec-2007

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Grants and Contracts

Research Grants, Contracts and Consultancies awarded to the University of Melbourne as the administering institution (since 2003) as recorded in Themis Agreements.

Contracts

Title Role Funding Source Award Date
A CONSISTENT FRAMEWORK FOR STRESSING CREDIT RISK PARAMETERS Chief Investigator AUST PRUDENTIAL REGULATION AUTHORITY

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2007

Journal Articles

  • Multi-year dynamics for forecasting economic and regulatory capital in banking
    Year: 2007
    Journal: The Journal of Credit Risk
    Volume: 3
    Issue: 4
    Page numbers: 113-134
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  • Stress-testing credit risk parameters: an application to retail loan portfolios
    Year: 2007
    Journal: The Journal of Risk Model Validation
    Volume: 1
    Issue: 1
    Page numbers: 55-75
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Publications in 2006

Journal Articles

  • Forecasting credit event frequency - empirical evidence for West German Firms
    Year: 2006
    Journal: Journal of Risk
    Volume: 9
    Issue: 1
    Page numbers: 75-98
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Publications in 2005

Journal Articles

  • A multifactor approach for systematic default and recovery risk
    Year: 2005
    Journal: The Journal of Fixed Income
    Volume: 15
    Issue: 2
    Page numbers: 63-75
    Publisher: Institutional Investor(New York)
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  • Bewertung von Kreditportfoliorisiken
    Year: 2005
    Journal: WiSt - Wirtschaftswissenschaftliches Studium
    Volume: 34
    Issue: 9
    Page numbers: 538-540
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  • Eigenschaften von Ratings und ihre Auswirkung auf die Kapitalanforderung nach Basel II
    Year: 2005
    Journal: Deutsches Risk
    Volume: 5
    Issue: 1
    Page numbers: 34-40
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Publications in 2004

Books

  • Forecasting Credit Portfolio Risk, Discussion Paper Series 2
    Authors(s):
    Publisher: Deutsche Bundesbank(Frankfurt)

Journal Articles

  • Forecasting Retail Portfolio Credit Risk
    Year: 2004
    Journal: Journal of Risk Finance
    Volume: 5
    Issue: 2
    Page numbers: 16-32
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  • Modeling systematic consumer credit risk
    Year: 2004
    Journal: RMA Journal
    Volume: December 2003-January 2004
    Page numbers: 66-69
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  • Rating properties and their implication on Basel II capital
    Year: 2004
    Journal: Risk
    Volume: 18
    Page numbers: 78-81
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Publications in 2003

Books

  • Prognose von Kreditausfallrisiken
    Authors(s):
    Publisher: Uhlenbruch Verlag(Bad Soden)

Journal Articles

  • Die Auswirkung der Ratingqualität auf das Basel II-Eigenkapital
    Year: 2003
    Journal: Zeitschrift fur das gesamte Kreditwesen
    Volume: 56
    Issue: 15
    Page numbers: 837-839
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Publications in 2002

Journal Articles

  • Credit Risk and Taxes: A Shareholder Value Analysis
    Year: 2002
    Journal: Journal of Risk Management
    Volume: 4
    Issue: 1
    Page numbers: 77-89
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  • Modeling Default Rate Dynamics in the Credit Risk+ Framework
    Year: 2002
    Journal: Risk
    Volume: 15
    Page numbers: S24-S28
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  • Parametrisierung von CreditRisk+ im Konjunkturzyklus: Dynamische Ausfallquoten und Sektorenanalyse
    Year: 2002
    Journal: Deutsches Risk
    Volume: 2
    Issue: Dezember
    Page numbers: 37-42
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Publications in 2001

Journal Articles

  • Kreditbewertung im deutschen Steuersystem
    Year: 2001
    Journal: Zeitschrift fur das gesamte Kreditwesen
    Volume: 54
    Issue: 3
    Page numbers: 127-130
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