Faculty of Economics and Commerce Department of Finance

Harald (Harry) Scheule
Senior Lecturer

Biography

Harald Scheule is an expert in the area of Banking, Financial Risk Measurement and Management, Fixed Income Securities, Insurance, Prudential Regulation, Management of Financial Institutions and Structured Finance. He completed his PhD at the University of Regensburg, Germany on ‘Forecasting Credit Portfolio Risk’ in collaboration with the German central bank. Harald has consulted banks, insurance and reinsurance companies in Australia, Europe and North America.

Qualifications

Dipl-Kfm Univ Regensburg, Dr rer pol Regensburg

Teaching responsibilities

Management of Financial Institutions [333-202], Fixed Income [333-636, 333-670], Business Finance II [333-642], Financial Institution Management [333-617], Risk Management and Regulation [333-664], Bank Lending Practices [333-686]

Research Interests

Banking, Financial Risk Measurement and Management, Fixed Income Securities, Insurance, Prudential Regulation, Management of Financial Institutions and Structured Finance

Professional Affiliations

American Finance Association, German Finance Association, Hong Kong Institute for Monetary Research, Journal of Risk Model Validation, Melbourne Centre for Financial Studies

Publications

Journal Articles
  1. Roesch, D./ Scheule, H.. 2009. "Credit Rating Impact on CDO Evaluation", Global Finance Journal, 19 (3): pp. 235-251 .
  2. Roesch, D./ Scheule, H.. 2009. "Credit Portfolio Loss Forecasts for Economic Downturns", Financial Markets, Institutions and Instruments, 18 (1): pp. 1-26.
  3. Roesch, D./ Scheule, H.. 2008. "Downturn LGDs for Hong Kong Mortgage Loan Portfolios", Journal of Risk Model Validation, 2 (4): pp. 1-9.
  4. Roesch, D./ Scheule, H.. 2007. "Stress-testing credit risk parameters: an application to retail loan portfolios", Journal of Risk Model Validation, 1 (1): pp. 55-76.
  5. Roesch, D./ Scheule, H.. 2007. "Multi-Year Dynamics for Forecasting Economic and Regulatory Capital of Financial Institution", Journal of Credit Risk, 3 (4): pp. 113-134.
  6. Hamerle, A./ Liebig,T./ Scheule, H.. 2006. "Forecasting Credit Event Frequency - Empirical Evidence for West German Firms", Journal of Risk, 9 (1): pp. 75-98.
  7. Roesch, D./ Scheule, H.. 2005. "A Multi-Factor Approach for Systematic Default and Recovery Risk", Journal of Fixed Income, 15(2) pp. 63-75.
  8. Rauhmeier, R./ Scheule, H.. 2005. "Rating Properties and their Implication on Basel II capital", Risk, 18(3) pp. 78-81.
  9. Roesch, D./ Scheule, H.. 2004. "Forecasting Retail Portfolio Credit Risk", Journal of Risk Finance, 5(2) pp. 16-32.
  10. Roesch, D./ Scheule, H.. 2003. "Modeling Systematic Consumer Credit Risk", RMA Journal, pp. 66-69.
  11. Boegelein, L./ Hamerle, A./ Rauhmeier, R./ Scheule, H.. 2002. "Modeling Default Rate Dynamics in the Credit Risk+ Framework", Risk, 15 pp. S24-S28.
  12. Scheule, H.. 2002. "Credit Risk and Taxes: A Shareholder Value Analysis", Journal of Risk Management, 4 pp. 77-89.
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Books
  1. Roesch, D./ Scheule, H. (eds.), 2008. Stress testing for financial institutions – applications, regulations and techniques
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