Asset portfolio securitizations and cyclicality of regulatory capital. - Kristina Lützenkirchen; Daniel Rösch; Harald Scheule (Eur. J. Oper. Res., 2014)

Forecasting probabilities of default and loss rates given default in the presence of selection. - Daniel Rösch; Harald Scheule (J. Oper. Res. Soc., 2014)

Accuracy of mortgage portfolio risk forecasts during financial crises. - Yongwoong Lee; Daniel Rösch; Harald Scheule (Eur. J. Oper. Res., 2016)

Predicting loss severities for residential mortgage loans: A three-step selection approach. - Hung Xuan Do; Daniel Rösch; Harald Scheule (Eur. J. Oper. Res., 2018)

Benchmarking forecast approaches for mortgage credit risk for forward periods. - Thi Mai Luong; Harald Scheule (Eur. J. Oper. Res., 2022)