Access Statistics for Til Schuermann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general approach to integrated risk management with skewed, fat-tailed risks 10 27 107 539 22 60 215 988
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 8 46 269 10 27 124 817
Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? 1 12 37 464 9 42 145 1,540
Estimating probabilities of default 1 5 23 207 2 8 46 387
Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models 1 2 23 233 3 18 80 1,421
Exact maximum likelihood estimation of ARCH models 0 0 0 0 5 12 36 381
Firm Heterogeneity and Credit Risk Diversification 3 8 23 205 13 22 61 399
Forecasting Economic and Financial Variables with Global VARs 2 7 33 63 6 16 88 162
Forecasting Economic and Financial Variables with Global VARs 0 6 48 135 8 24 123 202
Forecasting economic and financial variables with global VARs 6 15 56 157 16 31 120 174
Global Business Cycles and Credit Risk 0 3 17 144 2 8 40 295
Global Business Cycles and Credit Risk 1 1 14 180 3 5 47 445
Hedge funds, financial intermediation, and systemic risk 6 11 37 159 11 25 105 339
Horizon Problems and Extreme Events in Financial Risk Management 6 11 42 414 17 40 134 1,090
How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998 3 7 22 296 8 19 96 902
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 6 36 419 7 17 76 910
Macroeconomic Dynamics and Credit Risk: A Global Perspective 7 14 67 708 15 33 142 1,407
Macroeconomic Dynamics and Credit Risk: A Global Perspective 2 8 49 247 10 23 98 526
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 20 54 295 740 83 214 1,042 2,418
Measurement and Estimation of Credit Migration Matrices 10 25 89 754 17 48 206 1,708
Metrics for Comparing Credit Migration Matrices 6 15 77 614 17 49 199 1,541
Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management 0 3 30 423 4 13 73 981
Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management 8 24 126 1,017 29 72 315 2,293
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 5 15 52 376 13 39 127 869
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 4 16 58 344 6 27 113 824
Modelling regional interdependencies using a global error-correcting macroeconometric model 2 6 25 221 7 21 60 412
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 0 0 0 1 8 12 38 703
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 2 9 39 560 6 24 89 930
Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing 13 34 165 1,224 32 74 321 2,541
Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates 7 27 117 1,526 28 75 339 3,507
Scope for Credit Risk Diversification 2 2 23 199 6 10 72 566
Scope for Credit Risk Diversification 0 0 7 79 2 5 33 337
The New Basel Capital Accord and Questions for Research 8 18 84 908 18 39 153 1,522
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 3 4 23 131 6 15 67 406
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 1 1 3 65 2 4 25 232
Understanding the securitization of subprime mortgage credit 17 37 224 420 28 74 453 756
Visible and hidden risk factors for banks 5 18 64 197 29 60 245 645
Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation 0 0 0 0 1 1 3 243
Total Working Papers 162 459 2,181 14,638 509 1,306 5,749 35,819

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general approach to integrated risk management with skewed, fat-tailed risks 3 5 30 110 4 8 48 214
A review of recent books on credit risk 0 1 10 67 1 2 25 204
Confidence intervals for probabilities of default 1 2 14 45 3 9 26 91
Credit rating dynamics and Markov mixture models 1 1 21 27 5 7 54 77
Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC? 2 3 5 11 3 6 12 29
Firm heterogeneity and credit risk diversification 0 1 14 22 3 8 35 46
Hedge funds, financial intermediation, and systemic risk 4 8 43 90 11 22 116 228
Hedging bank liquidity risk 3 10 61 112 9 42 149 288
Horizon problems and extreme events in financial risk management 0 1 7 163 2 6 27 634
Macroeconomic Dynamics and Credit Risk: A Global Perspective 5 10 43 115 6 15 86 239
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 7 24 61 61 25 61 140 140
Measurement, estimation and comparison of credit migration matrices 1 1 7 75 4 6 15 141
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 8 26 82 155 10 34 122 256
Ratings migration and the business cycle, with application to credit portfolio stress testing 3 9 37 227 7 20 77 490
Rejoinder 0 0 1 4 0 1 6 24
The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico 0 0 5 47 0 0 9 182
Why were banks better off in the 2001 recession? 1 2 8 86 3 6 20 225
Total Journal Articles 39 104 449 1,417 96 253 967 3,508

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global Business Cycles and Credit Risk 2 4 5 5 6 13 16 16
How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 1 1 4 4 5 9 13 13
Total Chapters 3 5 9 9 11 22 29 29

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Statistics updated 2009-11-04