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Schuermann, Til


 SSRN Author Rank: 271 by Downloads
 

Oliver Wyman


 1166 6th Avenue
 New York City, NY
 United States
 email address

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. Schuermann, Til's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
37,603
Total
Citations
806
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Ashcraft, Adam B.
Federal Reserve Bank of New York
Schuermann, Til
Oliver Wyman
Posted:
14 Dec 07
Last Revised:
21 Jun 10
13,540
(129)
106

2.  
What do We Know about Loss Given Default? | Show Abstract | Download This Paper | Open PDF in Browser |
Wharton Financial Institutions Center Working Paper No. 04-01
Number of Pages in PDF File: 30
Schuermann, Til
Oliver Wyman
Posted:
02 Jul 04
2,132
(3,623)
49

3.  
The New Basel Accord and Questions for Research | Show Abstract | Download This Paper | Open PDF in Browser |
Wharton Financial Institutions Center Working Paper No. 03-14
Number of Pages in PDF File: 35
Saidenberg, Marc R.
affiliation not provided to SSRN
Schuermann, Til
Oliver Wyman
Posted:
11 Jun 03
2,083
(3,765)
9

4.   Incl. Electronic Paper
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Schuermann, Til
Oliver Wyman
Posted:
14 May 04
Last Revised:
17 Feb 06
1,690
(5,432)
35

5.   Incl. Electronic Paper
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
1,611
(5,919)
12

6.  
What We Know, Don't Know and Can't Know About Bank Risks: A View from the Trenches | Show Abstract | Download This Paper | Open PDF in Browser |
Wharton Financial Institutions Center Working Paper No. 06-05
Number of Pages in PDF File: 58
Kuritzkes, Andrew
Oliver, Wyman & Company, LLC.
Schuermann, Til
Oliver Wyman
Posted:
07 Mar 06
1,522
(6,527)
6

7.  
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.
Posted:
11 Nov 08
1,389
(7,628)
25

8.  
Estimating Probabilities of Default | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 190
Number of Pages in PDF File: 36
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
28 Jul 04
1,342
(8,068)
7

9.  
Bangia, Anil
Oliver, Wyman & Company, LLC.
Diebold, Francis X.
University of Pennsylvania - Department of Economics
Schuermann, Til
Oliver Wyman
Posted:
02 May 01
1,306
(8,447)
106

10.  
Horizon Problems and Extreme Events in Financial Risk Management | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Policy Review, Vol. 4, No. 3, October 1998, Wharton Financial Institutions Center 98-16
Number of Pages in PDF File: 10
Christoffersen, Peter
University of Toronto - Rotman School of Management
Diebold, Francis X.
University of Pennsylvania - Department of Economics
Schuermann, Til
Oliver Wyman
Posted:
10 Feb 99
951
(13,978)
20

11.  
Schuermann, Til
Oliver Wyman
Posted:
17 Apr 12
Last Revised:
03 Jun 13
903
(15,139)
4

12.   Incl. Electronic Paper
Gatev, Evan
Simon Fraser University
Schuermann, Til
Oliver Wyman
Strahan, Philip E.
Boston College - Department of Finance
Posted:
17 Feb 06
Last Revised:
01 Sep 14
875
(15,906)
32

13.  
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Schuermann, Til
Oliver Wyman
Treutler, Björn-Jakob
Mercer Oliver Wyman
Weiner, Scott M.
Alliance Capital Management
Posted:
21 Aug 03
765
(19,410)
58

14.  
Macroeconomics and Credit Risk: A Global Perspective | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Money, Credit, and Banking, Forthcoming, Wharton Financial Institutions Center Working Paper No. 03-13
Number of Pages in PDF File: 60
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Treutler, Björn-Jakob
Mercer Oliver Wyman
Schuermann, Til
Oliver Wyman
Weiner, Scott M.
Alliance Capital Management
Posted:
17 May 03
742
(20,237)
55

15.  
Deposit Insurance and Risk Management: How Much? How Safe? Who Pays? | Show Abstract | Download This Paper | Open PDF in Browser |
Wharton Financial Inst. Working Paper No. 02-02
Number of Pages in PDF File: 58
Kuritzkes, Andrew
Oliver, Wyman & Company, LLC.
Weiner, Scott M.
Alliance Capital Management
Schuermann, Til
Oliver Wyman
Posted:
16 Jan 02
692
(22,372)
1

16.  
Metrics for Comparing Credit Migration Matrices | Show Abstract | Download This Paper | Open PDF in Browser |
Wharton Financial Institutions Center Working Paper No. 03-09
Number of Pages in PDF File: 43
Jafry, Yusuf
Massachusetts Institute of Technology (MIT)
Schuermann, Til
Oliver Wyman
Posted:
09 May 03
508
(34,183)
8

17.  
Herring, Richard J.
University of Pennsylvania - Finance Department
Schuermann, Til
Oliver Wyman
Posted:
26 Jul 04
481
(36,639)
12

18.   Incl. Electronic Paper
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
470
(37,768)
19

19.  
Measurement and Estimation of Credit Migration Matrices | Show Abstract | Download This Paper | Open PDF in Browser |
Wharton Financial Institutions Center Working Paper No. 03-08
Number of Pages in PDF File: 44
Jafry, Yusuf
Massachusetts Institute of Technology (MIT)
Schuermann, Til
Oliver Wyman
Posted:
09 May 03
403
(45,735)
34

20.  
Visible and Hidden Risk Factors for Banks | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of New York Staff Report No. 252
Number of Pages in PDF File: 46
Stiroh, Kevin J.
Federal Reserve Bank of New York
Schuermann, Til
Oliver Wyman
Posted:
21 Jul 06
390
(47,613)
7

21.  
Hirtle, Beverly
Federal Reserve Bank of New York - Banking Studies Department
Schuermann, Til
Oliver Wyman
Stiroh, Kevin J.
Federal Reserve Bank of New York
Posted:
30 Nov 09
356
(53,225)
15

22.   Incl. Electronic Paper
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
05 Aug 05
Last Revised:
17 Feb 06
347
(54,542)
23

23.  
Why Were Banks Better Off in the 2001 Recession? | Show Abstract | Download This Paper | Open PDF in Browser |
Current Issues in Economics and Finance, Vol. 10, No. 1, January 2004
Number of Pages in PDF File: 7
Schuermann, Til
Oliver Wyman
Posted:
06 Oct 04
328
(58,670)
10

24.  
Diebold, Francis X.
University of Pennsylvania - Department of Economics
Schuermann, Til
Oliver Wyman
Stroughair, John
Oliver, Wyman & Company, LLC.
Posted:
11 Nov 08
316
(61,281)
41

25.   Incl. Electronic Paper
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Treutler, Björn-Jakob
Mercer Oliver Wyman
Schuermann, Til
Oliver Wyman
Posted:
05 Aug 05
Last Revised:
16 Nov 05
294
(66,411)
10

26.  
Scope for Credit Risk Diversification | Show Abstract | Download This Paper | Open PDF in Browser |
IEPR Working Paper No. 05.18
Number of Pages in PDF File: 63
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
14 Mar 05
288
(67,980)
 

27.  
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Weiner, Scott M.
Alliance Capital Management
Schuermann, Til
Oliver Wyman
Posted:
14 Dec 01
287
(68,233)
52

28.  
Ames, Mark
Oliver Wyman
Schuermann, Til
Oliver Wyman
Scott, Hal S.
Harvard Law School
Posted:
15 Feb 14
Last Revised:
12 Feb 15
274
(71,785)
 

29.  
Schuermann, Til
Oliver Wyman
Duane, Michael
Oliver Wyman
Reynolds, Peter
Oliver Wyman
Posted:
28 Oct 13
219
(91,362)
 

30.   Incl. Electronic Paper
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
212
(93,958)
4

31.  
Firm Heterogeneity and Credit Risk Diversification | Show Abstract | Download This Paper | Open PDF in Browser |
CESifo Working Paper Series No. 1531
Number of Pages in PDF File: 52
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
05 Aug 05
209
(95,277)
13

32.  
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Treutler, Björn-Jakob
Mercer Oliver Wyman
Schuermann, Til
Oliver Wyman
Posted:
11 Jun 05
157
(124,262)
3

33.  
Forecasting Economic and Financial Variables with Global VARs | Show Abstract | Download This Paper | Open PDF in Browser |
CESifo Working Paper Series No. 2263, IEPR Working Paper No. 08.2, FRB of New York Staff Report, No. 317, Wharton Financial Institutions Center Working Paper No. 08-05
Number of Pages in PDF File: 67
Pesaran, M. Hashem
USC Dornsife Institute for New Economic Thinking
Smith, L. Vanessa
University of York
Schuermann, Til
Oliver Wyman
Posted:
06 Feb 08
155
(125,595)
12

34.  
Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management | Show Abstract | Download This Paper | Open PDF in Browser |
Wharton Financial Institutions Center Working Paper No. 15-01
Number of Pages in PDF File: 12
Brown, Jeff A.
Oliver Wyman
McGourty, Brad
Oliver Wyman
Schuermann, Til
Oliver Wyman
Posted:
30 Jan 15
144
(134,464)
 

35.  
Robust Capital Regulation | Show Abstract | Download This Paper | Open PDF in Browser |
Current Issues in Economics and Finance, Vol. 18, No. 4, 2012
Number of Pages in PDF File: 11
Archarya, Viral V.
New York University (NYU) - 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:
30 May 12
79
(205,637)
 

36.  
Gatev, Evan
Simon Fraser University
Strahan, Philip E.
Boston College - Department of Finance
Schuermann, Til
Oliver Wyman
Posted:
15 Dec 04
76
(210,412)
18

37.  
Gutierrez Gallardo, German
New York University (NYU), Leonard N. Stern School of Business, Students
Schuermann, Til
Oliver Wyman
Duane, Michael
Oliver Wyman
Posted:
29 Jul 15
44
(275,498)
 

38.  
Diebold, Francis X.
University of Pennsylvania - Department of Economics
Schuermann, Til
Oliver Wyman
Posted:
27 Aug 00
23
(343,776)
 


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