Harald (Harry) Scheule

About Harald (Harry) Scheule

Harald (Harry) Scheule, With an exceptional h-index of 18 and a recent h-index of 13 (since 2020), a distinguished researcher at University of Technology & Management, specializes in the field of Banking Credit and Liquidity, Machine Learning in Python/R/SAS, Mortgage Risk, Prudential Regulation, Structured Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Impact of mortgage soft information in loan pricing on default prediction using machine learning

Mortgage Borrower Income and Credit Risk

Benchmarking forecast approaches for mortgage credit risk for forward periods

Positive payment shocks, liquidity and refinance constraints and default risk of home equity lines of credit at end of draw

Systematic credit risk in securitised mortgage portfolios

The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment

Deep Credit Risk

Deep Credit Risk-Machine Learning in Python

Harald (Harry) Scheule Information

University

Position

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Citations(all)

1808

Citations(since 2020)

998

Cited By

1149

hIndex(all)

18

hIndex(since 2020)

13

i10Index(all)

31

i10Index(since 2020)

16

Email

University Profile Page

University of Technology & Management

Google Scholar

View Google Scholar Profile

Harald (Harry) Scheule Skills & Research Interests

Banking Credit and Liquidity

Machine Learning in Python/R/SAS

Mortgage Risk

Prudential Regulation

Structured Finance

Top articles of Harald (Harry) Scheule

Title

Journal

Author(s)

Publication Date

Impact of mortgage soft information in loan pricing on default prediction using machine learning

International Review of Finance

Thi Mai Luong

Harald Scheule

Nitya Wanzare

2023/3

Mortgage Borrower Income and Credit Risk

Available at SSRN 4331268

Harald Harry Scheule

Hung Xuan Do

2023

Benchmarking forecast approaches for mortgage credit risk for forward periods

European Journal of Operational Research

Thi Mai Luong

Harald Scheule

2022/6/1

Positive payment shocks, liquidity and refinance constraints and default risk of home equity lines of credit at end of draw

The Journal of Real Estate Finance and Economics

Min Qi

Harald Scheule

Yan Zhang

2021/4

Systematic credit risk in securitised mortgage portfolios

Journal of Banking & Finance

Yongwoong Lee

Daniel Rösch

Harald Scheule

2021/1/1

The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment

Pacific-Basin Finance Journal

Thi Mai Luong

Russell Pieters

Harald Scheule

Eliza Wu

2020/6/1

Deep Credit Risk

Machine Learning in Python. Kindle Direct Publishing. URL: www. deepcreditrisk. com

Daniel Rösch

Harald Scheule

2020

Deep Credit Risk-Machine Learning in Python

Daniel Rösch

Harald Scheule

2020

A cautionary tale of two extremes: The provision of government liquidity support in the banking sector

Journal of Financial Stability

Christina Bui

Harald Scheule

Eliza Wu

2020/12/1

Benchmarking LGD discount rates

Available at SSRN 3673120

Harald Harry Scheule

Stephan Jortzik

2020/8/13

Liquidity constraints, home equity and residential mortgage losses

The Journal of Real Estate Finance and Economics

Hung Xuan Do

Daniel Rösch

Harald Scheule

2020/8

See List of Professors in Harald (Harry) Scheule University(University of Technology & Management)

Co-Authors

H-index: 76
Bart Baesens

Bart Baesens

Katholieke Universiteit Leuven

H-index: 26
Paramsothy Silvapulle

Paramsothy Silvapulle

Monash University

H-index: 15
Hung Do

Hung Do

Massey University

H-index: 6
Muhammad Saifuddin Khan, PhD

Muhammad Saifuddin Khan, PhD

University of Dhaka

H-index: 4
Steffen Krüger

Steffen Krüger

Universität Regensburg

H-index: 3
Dr Thi Mai Luong

Dr Thi Mai Luong

University of Technology Sydney

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