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Schuermann, Til


 SSRN Author Rank: 246 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
35,888
Total
Citations
802
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
13,332
(113)
105

2.  
The New Basel Accord and Questions for Research | Show Abstract | Download |
Wharton Financial Institutions Center Working Paper No. 03-14
Working Paper Series
Saidenberg, Marc R.
affiliation not provided to SSRN
Schuermann, Til
Oliver Wyman
Posted:
11 Jun 03
2,041
(3,375)
9

3.  
What do We Know about Loss Given Default? | Show Abstract | Download |
Wharton Financial Institutions Center Working Paper No. 04-01
Working Paper Series
Schuermann, Til
Oliver Wyman
Posted:
02 Jul 04
1,863
(3,936)
48

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
1,664
(4,814)
34

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
1,567
(5,343)
11

6.  
What We Know, Don't Know and Can't Know About Bank Risks: A View from the Trenches | Show Abstract | Download |
Wharton Financial Institutions Center Working Paper No. 06-05
Working Paper Series
Kuritzkes, Andrew
Oliver, Wyman & Company, LLC.
Schuermann, Til
Oliver Wyman
Posted:
07 Mar 06
1,430
(6,265)
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
1,349
(6,904)
25

8.  
Estimating Probabilities of Default | Show Abstract | Download |
FRB of New York Staff Report No. 190
Working Paper Series
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
28 Jul 04
1,319
(7,156)
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
1,285
(7,469)
106

10.  
Horizon Problems and Extreme Events in Financial Risk Management | Show Abstract | Download |
Economic Policy Review, Vol. 4, No. 3, October 1998, Wharton Financial Institutions Center 98-16
Accepted Paper Series
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
916
(12,867)
20

11.   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
850
(14,418)
33

12.  
Schuermann, Til
Oliver Wyman
Posted:
17 Apr 12
Last Revised:
03 Jun 13
747
(17,482)
4

13.  
Macroeconomics and Credit Risk: A Global Perspective | Show Abstract | Download |
Journal of Money, Credit, and Banking, Forthcoming, Wharton Financial Institutions Center Working Paper No. 03-13
Accepted Paper Series
Pesaran, M. Hashem Hashem
University of Southern California
Treutler, Björn-Jakob
Mercer Oliver Wyman
Schuermann, Til
Oliver Wyman
Weiner, Scott M.
Alliance Capital Management
Posted:
17 May 03
737
(17,821)
54

14.  
Deposit Insurance and Risk Management: How Much? How Safe? Who Pays? | Show Abstract | Download |
Wharton Financial Inst. Working Paper No. 02-02
Working Paper Series
Kuritzkes, Andrew
Oliver, Wyman & Company, LLC.
Weiner, Scott M.
Alliance Capital Management
Schuermann, Til
Oliver Wyman
Posted:
16 Jan 02
677
(20,120)
1

15.  
Macroeconomic Dynamics and Credit Risk: A Global Perspective | Show Abstract | Download |
CESifo Working Paper Series No. 995
Working Paper Series
Pesaran, M. Hashem Hashem
University of Southern California
Schuermann, Til
Oliver Wyman
Treutler, Björn-Jakob
Mercer Oliver Wyman
Weiner, Scott M.
Alliance Capital Management
Posted:
21 Aug 03
673
(20,309)
57

16.  
Metrics for Comparing Credit Migration Matrices | Show Abstract | Download |
Wharton Financial Institutions Center Working Paper No. 03-09
Working Paper Series
Jafry, Yusuf
Massachusetts Institute of Technology (MIT)
Schuermann, Til
Oliver Wyman
Posted:
09 May 03
490
(31,342)
8

17.  
Capital Regulation for Position Risk in Banks, Securities Firms and Insurance Companies | Show Abstract | Download |
Wharton Financial Institutions Working Paper No. 04-11
Working Paper Series
Herring, Richard J.
University of Pennsylvania - Finance Department
Schuermann, Til
Oliver Wyman
Posted:
26 Jul 04
472
(32,967)
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
462
(33,862)
19

19.  
Visible and Hidden Risk Factors for Banks | Show Abstract | Download |
FRB of New York Staff Report No. 252
Working Paper Series
Stiroh, Kevin J.
Federal Reserve Bank of New York
Schuermann, Til
Oliver Wyman
Posted:
21 Jul 06
385
(42,533)
7

20.  
Measurement and Estimation of Credit Migration Matrices | Show Abstract | Download |
Wharton Financial Institutions Center Working Paper No. 03-08
Working Paper Series
Jafry, Yusuf
Massachusetts Institute of Technology (MIT)
Schuermann, Til
Oliver Wyman
Posted:
09 May 03
382
(42,933)
34

21.   Incl. Electronic Paper
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
05 Aug 05
Last Revised:
17 Feb 06
343
(48,460)
23

22.  
Why Were Banks Better Off in the 2001 Recession? | Show Abstract | Download |
Current Issues in Economics and Finance, Vol. 10, No. 1, January 2004
Accepted Paper Series
Schuermann, Til
Oliver Wyman
Posted:
06 Oct 04
316
(53,906)
10

23.  
Diebold, Francis X.
University of Pennsylvania - Department of Economics
Schuermann, Til
Oliver Wyman
Stroughair, John
Oliver, Wyman & Company, LLC.
Posted:
11 Nov 08
310
(55,142)
41

24.  
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
306
(55,961)
15

25.   Incl. Electronic Paper
Pesaran, M. Hashem Hashem
University of Southern California
Treutler, Björn-Jakob
Mercer Oliver Wyman
Schuermann, Til
Oliver Wyman
Posted:
05 Aug 05
Last Revised:
16 Nov 05
292
(59,101)
10

26.  
Scope for Credit Risk Diversification | Show Abstract | Download |
IEPR Working Paper No. 05.18
Working Paper Series
Pesaran, M. Hashem Hashem
University of Southern California
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
14 Mar 05
287
(60,255)
 

27.  
Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model | Show Abstract | Download |
Wharton Financial Institutions Center Working Paper No. 01-38
Working Paper Series
Pesaran, M. Hashem Hashem
University of Southern California
Weiner, Scott M.
Alliance Capital Management
Schuermann, Til
Oliver Wyman
Posted:
14 Dec 01
277
(62,698)
52

28.   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
209
(84,414)
4

29.  
Firm Heterogeneity and Credit Risk Diversification | Show Abstract | Download |
CESifo Working Paper Series No. 1531
Working Paper Series
Pesaran, M. Hashem Hashem
University of Southern California
Hanson, Samuel Gregory
Harvard Business School
Schuermann, Til
Oliver Wyman
Posted:
05 Aug 05
208
(84,829)
13

30.  
Forecasting Economic and Financial Variables with Global VARs | Show Abstract | Download |
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
Working Paper Series
Pesaran, M. Hashem Hashem
University of Southern California
Smith, L. Vanessa
University of York
Schuermann, Til
Oliver Wyman
Posted:
06 Feb 08
151
(114,439)
12

31.  
Pesaran, M. Hashem Hashem
University of Southern California
Treutler, Björn-Jakob
Mercer Oliver Wyman
Schuermann, Til
Oliver Wyman
Posted:
11 Jun 05
149
(115,760)
3

32.  
Ames, Mark
Oliver Wyman
Schuermann, Til
Oliver Wyman
Scott, Hal S.
Harvard Law School
Posted:
15 Feb 14
133
(127,505)
 

33.  
Schuermann, Til
Oliver Wyman
Duane, Michael
Oliver Wyman
Reynolds, Peter
Oliver Wyman
Posted:
28 Oct 13
108
(149,482)
 

34.  
Gatev, Evan
Simon Fraser University
Strahan, Philip E.
Boston College - Department of Finance
Schuermann, Til
Oliver Wyman
Posted:
15 Dec 04
75
(189,525)
19

35.  
Robust Capital Regulation | Show Abstract | Download |
Current Issues in Economics and Finance, Vol. 18, No. 4, 2012
Working Paper Series
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
61
(212,198)
 

36.  
Diebold, Francis X.
University of Pennsylvania - Department of Economics
Schuermann, Til
Oliver Wyman
Posted:
27 Aug 00
22
(311,847)
 


Records 1 - 36 of 36 matches
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