Björn-Jakob Treutler

Mercer Oliver Wyman

Consultant

Bleichstrasse 1

60313 Frankfurt

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 22,608

SSRN RANKINGS

Top 22,608

in Total Papers Downloads

2,219

SSRN CITATIONS
Rank 9,285

SSRN RANKINGS

Top 9,285

in Total Papers Citations

8

CROSSREF CITATIONS

105

Scholarly Papers (4)

1.

Macroeconomic Dynamics and Credit Risk: A Global Perspective

CESifo Working Paper Series No. 995
Number of pages: 70 Posted: 21 Aug 2003
M. Hashem Pesaran, Til Schuermann, Björn-Jakob Treutler and Scott M. Weiner
University of Southern California - Department of Economics, Oliver Wyman , Mercer Oliver Wyman and Alliance Capital Management
Downloads 920 (25,943)
Citation 5

Abstract:

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Risk Management, Economic Interlinkages, Loss Forecasting, Default Correlation

2.

Macroeconomics and Credit Risk: A Global Perspective

Journal of Money, Credit, and Banking, Forthcoming, Wharton Financial Institutions Center Working Paper No. 03-13
Number of pages: 60 Posted: 17 May 2003
M. Hashem Pesaran, Björn-Jakob Treutler, Til Schuermann and Scott M. Weiner
University of Southern California - Department of Economics, Mercer Oliver Wyman, Oliver Wyman and Alliance Capital Management
Downloads 781 (32,603)
Citation 10

Abstract:

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Risk management, economic interlinkages, loss forecasting, default correlation

3.
Downloads 321 ( 98,849)
Citation 11

Global Business Cycles and Credit Risk

CESifo Working Paper Series No. 1548
Number of pages: 61 Posted: 05 Aug 2005
M. Hashem Pesaran, Björn-Jakob Treutler and Til Schuermann
University of Southern California - Department of Economics, Mercer Oliver Wyman and Oliver Wyman
Downloads 267 (119,862)

Abstract:

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Risk management, default dependence, economic interlinkages, portfolio choice

Global Business Cycles and Credit Risk

NBER Working Paper No. w11493
Number of pages: 56 Posted: 29 Aug 2005
M. Hashem Pesaran, Björn-Jakob Treutler and Til Schuermann
University of Southern California - Department of Economics, Mercer Oliver Wyman and Oliver Wyman
Downloads 54 (400,370)

Abstract:

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4.

The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification

IEPR Working Paper No. 05.25
Number of pages: 54 Posted: 11 Jun 2005
M. Hashem Pesaran, Björn-Jakob Treutler and Til Schuermann
University of Southern California - Department of Economics, Mercer Oliver Wyman and Oliver Wyman
Downloads 197 (162,264)
Citation 5

Abstract:

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Risk management, default dependence, economic interlinkages, portfolio choice