Björn-Jakob Treutler

Mercer Oliver Wyman

Consultant

Bleichstrasse 1

60313 Frankfurt

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 21,505

SSRN RANKINGS

Top 21,505

in Total Papers Downloads

2,192

CITATIONS
Rank 8,056

SSRN RANKINGS

Top 8,056

in Total Papers Citations

99

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 907 (24,814)
Citation 3

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 774 (30,931)
Citation 5

Abstract:

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Risk management, economic interlinkages, loss forecasting, default correlation

3.
Downloads 317 ( 94,351)
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 265 (113,848)

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 52 (385,976)

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 194 (155,372)
Citation 5

Abstract:

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Risk management, default dependence, economic interlinkages, portfolio choice