Dr Harry Scheule

Harald (Harry) Scheule joined the University of Technology, Sydney in 2011. He is a regional director of the Global Association of Risk Professionals. His expertise is in the area of Banking, Financial Risk Measurement and Management, Insurance, Prudential Regulation, Securities Evaluation and Structured Finance.

His research work has been accepted for publication in a wide range of journals including the European Financial Management, International Review of Finance, Journal of Banking and Finance and Journal of Financial Research. He currently serves on the editorial board of the Journal of Risk Model Validation. He is author and editor of various books in the area of financial risk management.

He has worked with prudential regulators of financial institutions and undertaken consulting work for a range of financial service firms in Australia, Europe and North America.

Research interests
SSRN: www.ssrn.com/author=659451

Roesch, D./ Scheule, H.: Capital Incentives and Adequacy for Securitizations, forthcoming Journal of Banking and Finance
Chan, H./ Faff, R./ Hill, P./ Scheule, H.: Do Credit Ratings act as Coordination Mechanisms? An Empirical Investigation, forthcoming Journal of Financial Research
Bade, B./Roesch, D./ Scheule, H.: Empirical performance of LGD prediction models, 2011, Journal of Risk Model Validation, 5(2), 1-19
Bade, B./ Roesch, D./ Scheule, H.: Default and recovery risk dependencies in a simple credit risk model, 2011, European Financial Management, 17(1), 120-144
Roesch, D./ Scheule, H.: Downturn credit portfolio risk, regulatory capital and prudential incentives, 2010, International Review of Finance, 10(2), 185-207
Roesch, D./ Scheule, H.: Credit Portfolio Loss Forecasts for Economic Downturns, 2009, Financial Markets, Institutions and Instruments, 18(1), 1-26
Roesch, D./ Scheule, H.: Credit Rating Impact on CDO Evaluation, 2009, Global Finance Journal, 19(3), 235-251
Roesch, D./ Scheule, H.: Downturn LGDs for Hong Kong Mortgage Loan Portfolios, 2008, Journal of Risk Model Validation, 2(4), 1-9
Roesch, D./ Scheule, H.: Multi-Year Dynamics for Forecasting Economic and Regulatory Capital of Financial Institution, 2007, Journal of Credit Risk, 3(4), 113-134
Roesch, D./ Scheule, H.: Stress-testing credit risk parameters: an application to retail loan portfolios, 2007, Journal of Risk Model Validation, 1(1), 55-76
Hamerle, A./ Liebig,T./ Scheule, H.: Forecasting Credit Event Frequency - Empirical Evidence for West German Firms, 2006, Journal of Risk, 9(1), 75-98
Roesch, D./ Scheule, H.: A Multi-Factor Approach for Systematic Default and Recovery Risk, 2005, Journal of Fixed Income, 15(2), 63-75
Rauhmeier, R./ Scheule, H.: Rating Properties and their Implication on Basel II capital, 2005, Risk, 18(3), 78-81
Roesch, D./ Scheule, H.: Forecasting Retail Portfolio Credit Risk, 2004, Journal of Risk Finance, 5(2), 16-32
Roesch, D./ Scheule, H.: Modeling Systematic Consumer Credit Risk, 2003, RMA Journal, December 2003 - January 2004, pp. 66-69
Boegelein, L./ Hamerle, A./ Rauhmeier, R./ Scheule, H.: Modeling Default Rate Dynamics in the Credit Risk+ Framework, 2002, Risk, 15(10), S24-S28
Scheule, H.: Credit Risk and Taxes: A Shareholder Value Analysis, 2002, Journal of Risk Management, 4(1), 77-89

Publications – Research Books
Roesch, D./ Scheule, H. (eds.): Model Risk – Identification, Measurement and Management, 2010, Risk Books, London
Roesch, D./ Scheule, H. (eds.): Stress testing for financial institutions – Applications, Regulations and Techniques, 2008, Risk Books, London

Refereed journal articles