Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Funding liquidity and bank risk taking
2016246 citationsHarald Scheule, Eliza Wu et al.profile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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Countries citing papers authored by Harald Scheule
Since
Specialization
Citations
This map shows the geographic impact of Harald Scheule's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harald Scheule with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harald Scheule more than expected).
This network shows the impact of papers produced by Harald Scheule. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harald Scheule. The network helps show where Harald Scheule may publish in the future.
Co-authorship network of co-authors of Harald Scheule
This figure shows the co-authorship network connecting the top 25 collaborators of Harald Scheule.
A scholar is included among the top collaborators of Harald Scheule based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Harald Scheule. Harald Scheule is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Rösch, Daniel & Harald Scheule. (2020). Deep Credit Risk - Machine Learning in Python. University of Regensburg Publication Server (University of Regensburg).4 indexed citations
Rösch, Daniel & Harald Scheule. (2008). Stress-testing for Financial Institutions - Applications, Regulations and Techniques. University of Regensburg Publication Server (University of Regensburg).11 indexed citations
12.
Scheule, Harald, et al.. (2007). Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking. RePEc: Research Papers in Economics.2 indexed citations
Hamerle, Alfred, et al.. (2002). Modelling Default Rate Dynamics in the CreditRisk+ Framework. RePEc: Research Papers in Economics.4 indexed citations
19.
Hamerle, Alfred, et al.. (2002). Dynamic Modeling of Credit Portfolio Risk with Time-Discrete Hazard Rates. University of Regensburg Publication Server (University of Regensburg).
20.
Scheule, Harald, et al.. (2002). Modelling Default Rate Dynamics in the CreditRisk+ Framework. RePEc: Research Papers in Economics. 15(10). 24–28.1 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.