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Recent Submissions

  • Fahimnia, Behnam; Luong, Lee; Marian, Romeo (International OCSCO World Press, 2008)
    Purpose: The purpose of this paper is to develop a mixed integer formulation that extends the previous production-distribution models by the integration of Aggregate Production Plan and Distribution Plan. Design/method ...
  • Roesch, Daniel; Scheule, Harry (Blackwell, 2010)
    This paper analyzes the level and cyclicality of bank capital requirement in relation to (i) the model methodologies through-the-cycle and point-in-time, (ii) four distinct downturn loss rate given default concepts, and ...
  • Roesch, Daniel; Scheule, Harry (Incisive Financial Publishing Limited, 2008)
    Recent studies find a positive correlation between default and loss given default (LGD) rates for credit portfolios. In response, financial regulators require financial institutions to base their capital on the ?downturn? ...
  • Chan, Howard; Faff, Robert; Hill, Paula; Scheule, Harry (Blackwell Publishing Ltd, 2011)
    The Boot, Milbourn, and Schmeits (2006) model (Boot model) predicts certain credit rating events are likely to be more informative than others and that credit watch procedures are an important driver of such differences. ...
  • Burgess, J.; Connell, Julia (International Employment Relations Association, 2011)
    Dubai has evolved from a sparsely populated desert region on the Arabian Gulf to a dynamic and fast growing city. The boom in construction and services has been built upon a large immigrant labour force with a labour market ...