.
Schuermann, Til's
Scholarly Papers
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column.
Aggregate Statistics
Total 33,933
Total Citations 753
1.
Understanding the Securitization of Subprime Mortgage Credit
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Ashcraft, Adam B. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Posted:
14 Dec 07
Last Revised:
21 Jun 10
12,960(89)
98
Ashcraft, Adam B. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
13
98
Subprime mortgage credit, securitization, rating agencies, principal agent, moral hazard
Ashcraft, Adam B. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Posted:
14 Dec 07
Last Revised:
11 Mar 08
12,947
98
subprime mortgage credit, securitization, rating agencies, principal agent, moral hazard
2.
Saidenberg, Marc R. affiliation not provided to SSRN
Schuermann, Til Oliver Wyman
1,989(2,844)
8
Bank capital regulation, risk management, credit risk, operational risk
3.
Schuermann, Til Oliver Wyman
1,686(3,787)
46
New Basel Accord, credit risk
4.
A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk
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Rosenberg, Joshua V. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Posted:
14 May 04
Last Revised:
17 Feb 06
1,599(4,148)
32
Rosenberg, Joshua V. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
710
32
Market risk, credit risk, operational risk, risk diversification, copula
Rosenberg, Joshua V. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
889
32
Market risk, credit risk, operational risk, risk diversification, copula
5.
Hedge Funds, Financial Intermediation, and Systemic Risk
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Kambhu, John Federal Reserve Bank of New York
Stiroh, Kevin J. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Posted:
22 Jun 07
Last Revised:
14 Dec 07
1,492(4,703)
10
Kambhu, John Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Stiroh, Kevin J. Federal Reserve Bank of New York
Posted:
07 Sep 07
Last Revised:
14 Dec 07
829
10
banks, counterparty credit risk management, liquidity
Kambhu, John Federal Reserve Bank of New York
Stiroh, Kevin J. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
663
10
banks, counterparty credit risk management, liquidity
6.
Kuritzkes, Andrew Oliver, Wyman & Company, LLC.
Schuermann, Til Oliver Wyman
1,300(5,972)
6
risk measurement, risk management, capital adequacy
7.
Hanson, Samuel Gregory Harvard Business School
Schuermann, Til Oliver Wyman
1,286(6,093)
7
Risk management, credit risk, bootstrap, confidence intervals
8.
Bangia, Anil Oliver, Wyman & Company, LLC.
Diebold, Francis X. University of Pennsylvania - Department of Economics
Schuermann, Til Oliver Wyman
Stroughair, John Oliver, Wyman & Company, LLC.
1,275(6,188)
24
9.
Bangia, Anil Oliver, Wyman & Company, LLC.
Diebold, Francis X. University of Pennsylvania - Department of Economics
Schuermann, Til Oliver Wyman
1,254(6,340)
102
Credit risk, stress testing, ratings migration, credit portfolio management
10.
Christoffersen, Peter University of Toronto - Rotman School of Management
Diebold, Francis X. University of Pennsylvania - Department of Economics
Schuermann, Til Oliver Wyman
863(11,661)
20
capital regulation
11.
Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
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Gatev, Evan Simon Fraser University
Schuermann, Til Oliver Wyman
Strahan, Philip E. Boston College - Department of Finance
Posted:
17 Feb 06
Last Revised:
29 Jul 10
799(13,131)
31
Gatev, Evan Simon Fraser University
Schuermann, Til Oliver Wyman
Strahan, Philip E. Boston College - Department of Finance
0
G18, G21
Gatev, Evan Simon Fraser University
Strahan, Philip E. Boston College - Department of Finance
Schuermann, Til Oliver Wyman
35
31
Gatev, Evan Simon Fraser University
Strahan, Philip E. Boston College - Department of Finance
Schuermann, Til Oliver Wyman
764
31
Liquidity, banking, financial crisis
12.
Pesaran, M. Hashem University of Southern California
Treutler, Björn-Jakob Mercer Oliver Wyman
Schuermann, Til Oliver Wyman
Weiner, Scott M. Alliance Capital Management
719(15,335)
50
Risk management, economic interlinkages, loss forecasting, default correlation
13.
Kuritzkes, Andrew Oliver, Wyman & Company, LLC.
Weiner, Scott M. Alliance Capital Management
Schuermann, Til Oliver Wyman
648(17,819)
1
Deposit insurance pricing, loss distribution, risk-based premiums.
14.
Pesaran, M. Hashem University of Southern California
Schuermann, Til Oliver Wyman
Treutler, Björn-Jakob Mercer Oliver Wyman
Weiner, Scott M. Alliance Capital Management
644(17,992)
53
Risk Management, Economic Interlinkages, Loss Forecasting, Default Correlation
15.
Schuermann, Til Oliver Wyman
Posted:
17 Apr 12
Last Revised:
09 May 12
474(27,344)
2
capital requirements, leverage, systemic risk
16.
Jafry, Yusuf Massachusetts Institute of Technology (MIT)
Schuermann, Til Oliver Wyman
471(27,480)
9
credit migration matrix, matrix norm, mobility indices, singular values, risk management
17.
Herring, Richard J. University of Pennsylvania - Finance Department
Schuermann, Til Oliver Wyman
460(28,381)
11
Risk management, Value-at-Risk, Capital Regulation, Market Risk
18.
Credit Rating Dynamics and Markov Mixture Models
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Frydman, Halina New York University (NYU) - Department of Information, Operations, and Management Sciences
Schuermann, Til Oliver Wyman
Posted:
01 Oct 04
Last Revised:
18 Jul 09
445(29,642)
19
Frydman, Halina New York University (NYU) - Department of Information, Operations, and Management Sciences
Schuermann, Til Oliver Wyman
94
19
Risk management, credit risk, credit derivatives
Frydman, Halina New York University (NYU) - Department of Information, Operations, and Management Sciences
Schuermann, Til Oliver Wyman
0
Risk management, credit risk, credit derivatives
Frydman, Halina New York University (NYU) - Department of Information, Operations, and Management Sciences
Schuermann, Til Oliver Wyman
351
19
Risk management, credit risk, credit derivatives
19.
Stiroh, Kevin J. Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
370(37,436)
7
commercial banks, risk management, portfolio choice, systemic risk
20.
Jafry, Yusuf Massachusetts Institute of Technology (MIT)
Schuermann, Til Oliver Wyman
368(37,699)
34
Credit risk, risk management, matrix norms, bootstrapping, credit derivatives
21.
Confidence Intervals for Probabilities of Default
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Hanson, Samuel Gregory Harvard Business School
Schuermann, Til Oliver Wyman
Posted:
05 Aug 05
Last Revised:
17 Feb 06
329(42,872)
22
Hanson, Samuel Gregory Harvard Business School
Schuermann, Til Oliver Wyman
0
Risk management, credit risk, bootstrap
Hanson, Samuel Gregory Harvard Business School
Schuermann, Til Oliver Wyman
329
22
Risk management, credit risk, bootstrap
22.
Schuermann, Til Oliver Wyman
303(47,504)
10
risk management, bank performance, risk-based pricing, diversification
23.
Diebold, Francis X. University of Pennsylvania - Department of Economics
Schuermann, Til Oliver Wyman
Stroughair, John Oliver, Wyman & Company, LLC.
293(49,436)
39
24.
Global Business Cycles and Credit Risk
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Pesaran, M. Hashem University of Southern California
Treutler, Björn-Jakob Mercer Oliver Wyman
Schuermann, Til Oliver Wyman
Posted:
05 Aug 05
Last Revised:
16 Nov 05
291(49,817)
9
Pesaran, M. Hashem University of Southern California
Treutler, Björn-Jakob Mercer Oliver Wyman
Schuermann, Til Oliver Wyman
248
9
Risk management, default dependence, economic interlinkages, portfolio choice
Pesaran, M. Hashem University of Southern California
Treutler, Björn-Jakob Mercer Oliver Wyman
Schuermann, Til Oliver Wyman
43
9
25.
Pesaran, M. Hashem University of Southern California
Hanson, Samuel Gregory Harvard Business School
Schuermann, Til Oliver Wyman
280(52,083)
Risk management, correlated defaults, credit loss distributions, heterogeneity, diversification
26.
Pesaran, M. Hashem University of Southern California
Weiner, Scott M. Alliance Capital Management
Schuermann, Til Oliver Wyman
269(54,485)
48
Economic interlinkages, global macroeconometric modeling, risk management
27.
Hirtle, Beverly Federal Reserve Bank of New York - Banking Studies Department
Schuermann, Til Oliver Wyman
Stiroh, Kevin J. Federal Reserve Bank of New York
247(59,867)
11
bank stress test, macroprudential, SCAP, bank supervision
28.
Robust Capital Regulation
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Acharya, Viral V. New York University - Leonard N. Stern School of Business
Mehran, Hamid Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Thakor, Anjan V. Washington University, Saint Louis - John M. Olin School of Business
Posted:
25 Apr 11
Last Revised:
13 Mar 12
197(75,794)
1
Acharya, Viral V. New York University - Leonard N. Stern School of Business
Mehran, Hamid Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Thakor, Anjan V. Washington University, Saint Louis - John M. Olin School of Business
10
1
capital requirements, leverage, market discipline, model risk, systemic risk
Acharya, Viral V. New York University - Leonard N. Stern School of Business
Mehran, Hamid Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Thakor, Anjan V. Washington University, Saint Louis - John M. Olin School of Business
Posted:
25 Apr 11
Last Revised:
06 Jul 11
187
1
capital requirements, leverage, systemic risk
29.
Pesaran, M. Hashem University of Southern California
Hanson, Samuel Gregory Harvard Business School
Schuermann, Til Oliver Wyman
194(76,947)
13
Risk management, correlated defaults, factor models, portfolio choice
30.
Pesaran, M. Hashem University of Southern California
Treutler, Björn-Jakob Mercer Oliver Wyman
Schuermann, Til Oliver Wyman
149(98,370)
3
Risk management, default dependence, economic interlinkages, portfolio choice
31.
Pesaran, M. Hashem University of Southern California
Smith, L. Vanessa University of Cambridge
Schuermann, Til Oliver Wyman
143(101,928)
9
forecasting using GVAR, structural breaks and forecasting, average forecasts across models and windows, financial and macroeconomic forecasts
32.
Gatev, Evan Simon Fraser University
Strahan, Philip E. Boston College - Department of Finance
Schuermann, Til Oliver Wyman
65(175,989)
18
33.
Archarya, Viral V. New York University Stern School of Business
Mehran, Hamid Federal Reserve Bank of New York
Schuermann, Til Oliver Wyman
Thakor, Anjan V. Washington University, Saint Louis - John M. Olin School of Business
49(201,895)
Treasury, Supplementary Financing Program , Treasury General Account, Treasury Tax and Loan Note account, cash management , Supplementary Financing Program
34.
Diebold, Francis X. University of Pennsylvania - Department of Economics
Schuermann, Til Oliver Wyman
22(267,871)
