Björn-Jakob Treutler

Mercer Oliver Wyman

Consultant

Bleichstrasse 1

60313 Frankfurt

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 21,290

SSRN RANKINGS

Top 21,290

in Total Papers Downloads

2,181

SSRN RANKINGS

Top 4,432

in Total Papers Citations

120

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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 904 (24,553)

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 770 (30,732)

Abstract:

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Risk management, economic interlinkages, loss forecasting, default correlation

3.
Downloads 315 ( 93,839)

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 264 (112,806)

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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 51 (384,179)

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 192 (154,856)

Abstract:

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Risk management, default dependence, economic interlinkages, portfolio choice