Access Statistics for Til Schuermann

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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 2 2 5 778 4 13 28 1,635
Bank Capital for Operational Risk: A Tale of Fragility and Instability 0 0 0 12 0 1 5 31
Businessmen's Expectations Are Neither Rational nor Adaptive 0 0 0 28 1 3 12 117
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 0 1 4 394 5 12 41 1,396
Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? 0 0 0 580 0 3 8 2,036
Estimating probabilities of default 0 1 1 276 1 4 11 626
Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models 0 0 0 290 0 0 4 1,714
Exact maximum likelihood estimation of ARCH models 0 0 0 0 1 1 3 759
Firm Heterogeneity and Credit Risk Diversification 0 0 1 282 0 1 8 670
Forecasting Economic and Financial Variables with Global VARs 1 1 1 206 3 7 22 513
Forecasting Economic and Financial Variables with Global VARs 0 1 3 310 1 3 15 906
Forecasting economic and financial variables with global VARs 0 0 0 327 1 3 17 625
Global Business Cycles and Credit Risk 0 0 2 204 1 2 12 602
Global Business Cycles and Credit Risk 0 0 2 208 0 1 10 536
Hedge funds, financial intermediation, and systemic risk 0 0 4 235 1 5 14 653
Hedging bank liquidity risk 0 0 0 0 1 2 11 63
Horizon Problems and Extreme Events in Financial Risk Management 0 1 1 510 1 5 5 1,718
How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998 0 0 1 354 1 1 11 1,195
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 0 4 1,285 2 12 43 3,010
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 2 4 366 1 9 36 893
Macroeconomic Dynamics and Credit Risk: A Global Perspective 1 2 8 566 2 11 32 1,294
Macroprudential supervision of financial institutions: lessons from the SCAP 0 2 4 132 1 5 15 329
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 1 1 5 1,216 3 6 30 4,516
Measurement and Estimation of Credit Migration Matrices 0 1 1 1,016 1 2 9 2,538
Metrics for Comparing Credit Migration Matrices 0 4 17 899 4 10 52 2,511
Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management 0 0 6 50 3 6 35 118
Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management 0 2 7 520 0 4 17 1,289
Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management 1 3 16 1,385 3 9 40 3,496
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 1 13 1,160 3 6 33 2,519
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 1 5 628 1 4 26 1,454
Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model 0 1 5 38 6 13 37 121
Modelling regional interdependencies using a global error-correcting macroeconometric model 0 0 2 308 0 4 20 720
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 0 0 0 1 0 4 10 831
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 0 1 2 628 1 5 12 1,206
Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing 1 2 9 1,589 6 18 44 3,553
Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates 0 3 14 1,908 1 9 32 5,209
Robust Capital Regulation 0 0 1 60 3 6 22 167
Robust capital regulation 0 0 3 141 0 2 17 338
Scope for Credit Risk Diversification 0 0 1 121 1 4 6 632
Scope for Credit Risk Diversification 0 0 0 283 1 2 6 1,020
Stress Testing Bank Profitability 0 0 2 8 1 4 16 50
Stress Testing Banks 2 3 14 30 3 6 31 74
Stress Testing Convergence 0 0 4 55 1 2 12 111
Stress Testing in Wartime and in Peacetime 1 1 7 28 1 3 18 52
Stress Testing in Wartime and in Peacetime 0 0 0 27 0 0 11 43
The New Basel Capital Accord and Questions for Research 0 1 2 1,051 1 6 63 1,981
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 81 0 1 7 332
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 1 187 1 2 9 623
Understanding the securitization of subprime mortgage credit 0 2 20 836 7 25 103 1,935
Visible and hidden risk factors for banks 1 2 4 385 3 8 23 1,668
Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation 0 0 0 0 0 0 2 279
Total Working Papers 11 42 206 21,982 83 275 1,106 60,707


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 1 2 8 202 4 12 33 512
A review of recent books on credit risk 1 1 2 82 1 1 42 314
Confidence intervals for probabilities of default 2 6 11 126 2 11 31 332
Credit rating dynamics and Markov mixture models 0 0 3 104 0 1 9 276
Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC? 0 1 2 37 0 6 10 148
Firm heterogeneity and credit risk diversification 0 0 2 56 0 2 11 207
Forecasting economic and financial variables with global VARs 1 3 12 172 3 8 35 450
Hedge funds, financial intermediation, and systemic risk 0 0 1 154 1 4 8 457
Horizon problems and extreme events in financial risk management 0 0 2 189 0 5 13 739
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 7 18 401 2 23 72 1,007
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 0 0 1 1 1 1 4 4
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions 2 5 17 284 5 15 73 818
Measurement, estimation and comparison of credit migration matrices 1 3 20 176 2 8 42 449
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 4 6 38 648 5 11 94 1,185
Ratings migration and the business cycle, with application to credit portfolio stress testing 0 10 21 407 2 21 70 994
Rejoinder 0 0 0 14 0 0 3 69
Rejoinder to comments on forecasting economic and financial variables with global VARs 0 0 1 38 0 0 9 109
Robust capital regulation 0 0 1 99 0 1 14 303
Stress testing banks 8 18 74 205 11 27 126 409
The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico 0 0 0 67 0 0 7 256
Understanding the Securitization of Subprime Mortgage Credit 0 1 4 47 5 12 34 186
Why were banks better off in the 2001 recession? 0 0 1 96 1 1 12 295
Total Journal Articles 20 63 239 3,605 45 170 752 9,519


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 1 62 1 3 11 183
How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 0 0 0 36 2 3 12 172
Model Risk and the Great Financial Crisis 0 0 1 2 1 1 5 17
The Seven Deadly Frictions of Subprime Mortgage Credit Securitization 0 0 8 26 1 2 52 146
Total Chapters 0 0 10 126 5 9 80 518


Statistics updated 2020-09-04