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 1 1 1 795 1 2 3 1,715
Bank Capital for Operational Risk: A Tale of Fragility and Instability 0 0 0 15 0 0 0 49
Businessmen's Expectations Are Neither Rational nor Adaptive 0 0 0 30 0 0 0 215
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 1 7 425 1 4 19 1,508
Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? 0 0 1 584 0 0 3 2,059
Estimating probabilities of default 0 2 3 285 0 3 6 663
Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models 0 0 0 292 0 0 0 1,721
Exact maximum likelihood estimation of ARCH models 0 0 0 0 1 1 3 774
Firm Heterogeneity and Credit Risk Diversification 0 0 0 284 0 1 1 685
Forecasting Economic and Financial Variables with Global VARs 0 0 0 313 1 1 3 925
Forecasting Economic and Financial Variables with Global VARs 0 0 1 209 0 2 5 538
Forecasting economic and financial variables with global VARs 0 0 0 336 0 0 3 675
Global Business Cycles and Credit Risk 0 0 0 212 0 0 1 546
Global Business Cycles and Credit Risk 0 0 0 206 0 0 1 617
Hedge funds, financial intermediation, and systemic risk 0 0 1 240 1 1 4 685
Hedging bank liquidity risk 0 0 0 0 1 1 4 92
Horizon Problems and Extreme Events in Financial Risk Management 0 0 1 513 1 1 4 1,742
How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998 0 0 0 355 0 0 0 1,206
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 0 0 1,290 0 1 5 3,125
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 1 4 582 1 3 8 1,354
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 0 0 382 0 0 1 976
Macroprudential supervision of financial institutions: lessons from the SCAP 0 0 0 134 0 1 1 346
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 0 0 1 1,227 0 2 6 4,576
Measurement and Estimation of Credit Migration Matrices 0 1 1 1,023 0 2 2 2,566
Metrics for Comparing Credit Migration Matrices 0 1 5 928 0 4 11 2,610
Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management 0 0 0 56 0 0 10 208
Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management 0 0 2 528 1 2 8 1,337
Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management 1 1 3 1,410 1 2 8 3,609
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 0 2 1,167 1 1 3 2,556
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 1 3 652 1 5 17 1,562
Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model 0 1 4 58 0 1 6 185
Modelling regional interdependencies using a global error-correcting macroeconometric model 0 0 2 315 0 0 6 755
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 1 1 2 637 1 1 6 1,236
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 0 0 0 1 1 1 5 858
Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing 0 2 2 1,607 0 2 4 3,605
Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates 0 2 4 1,970 1 5 9 5,399
Robust Capital Regulation 0 0 0 62 0 0 2 190
Robust capital regulation 0 0 0 143 1 1 2 362
Scope for Credit Risk Diversification 0 0 0 122 0 0 0 650
Scope for Credit Risk Diversification 0 0 0 283 0 0 0 1,027
Stress Testing Bank Profitability 0 0 0 10 0 1 1 70
Stress Testing Banks 0 1 4 75 1 2 11 167
Stress Testing Convergence 0 0 0 57 0 0 3 131
Stress Testing in Wartime and in Peacetime 0 0 1 30 0 0 2 64
Stress Testing in Wartime and in Peacetime 0 0 1 31 0 0 1 69
The New Basel Capital Accord and Questions for Research 0 0 0 1,059 0 0 1 2,026
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 81 0 0 0 339
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 190 0 1 1 634
Understanding the securitization of subprime mortgage credit 0 1 7 857 4 6 16 2,109
Visible and hidden risk factors for banks 0 0 1 394 0 1 3 1,711
Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation 0 0 0 0 1 1 1 288
Total Working Papers 3 17 64 22,455 22 63 220 63,115


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 0 0 3 233 0 0 12 636
A review of recent books on credit risk 0 1 1 1 0 3 3 8
A review of recent books on credit risk 0 0 1 84 0 2 4 319
Bank capital for operational risk: A tale of fragility and instability 0 0 0 0 0 0 0 1
Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing 0 0 0 9 0 1 2 29
Changing Regulatory Capital to Include Liquidity and Management Intervention 0 0 0 0 0 0 0 0
Confidence intervals for probabilities of default 0 0 3 163 0 1 7 403
Credit rating dynamics and Markov mixture models 0 0 2 114 0 1 4 309
Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC? 0 0 1 46 0 1 3 174
Firm heterogeneity and credit risk diversification 0 0 0 58 0 0 0 222
Forecasting economic and financial variables with global VARs 2 5 15 211 2 7 34 584
Guest Editorial 0 0 0 0 0 0 1 1
Hedge funds, financial intermediation, and systemic risk 0 0 0 157 0 0 3 484
Horizon problems and extreme events in financial risk management 0 0 0 190 0 0 1 757
Macroeconomic Dynamics and Credit Risk: A Global Perspective 2 4 8 475 4 10 34 1,208
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 0 0 0 7 1 1 2 33
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 0 0 2 318 1 4 11 950
Managing the risk of climate change 0 0 0 3 0 1 1 8
Measurement, estimation and comparison of credit migration matrices 1 3 15 254 2 6 30 619
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 0 6 694 3 6 23 1,354
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 0 0 1 1 0 1 3 4
Ratings migration and the business cycle, with application to credit portfolio stress testing 0 0 1 465 2 2 11 1,119
Rejoinder 0 0 0 14 1 1 2 74
Rejoinder to comments on forecasting economic and financial variables with global VARs 0 0 0 38 0 0 2 120
Robust capital regulation 0 0 0 102 0 1 1 335
Stress testing bank profitability 0 0 0 0 0 0 0 2
Stress testing banks 1 3 17 361 1 5 38 742
Stress testing convergence 1 1 1 1 1 1 3 4
The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico 0 0 1 72 0 1 3 268
Understanding the Securitization of Subprime Mortgage Credit 0 3 6 67 0 3 16 268
What is enterprise risk management? 2 3 6 10 2 4 10 23
Why were banks better off in the 2001 recession? 0 0 0 96 0 0 1 304
Total Journal Articles 9 23 90 4,244 20 63 265 11,362


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 0 0 0 65 0 0 2 200
How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 0 0 0 37 0 0 0 193
Model Risk and the Great Financial Crisis 0 0 0 2 1 1 2 25
The Seven Deadly Frictions of Subprime Mortgage Credit Securitization 0 0 0 37 0 0 0 175
Total Chapters 0 0 0 141 1 1 4 593


Statistics updated 2025-06-06