Tobias Berg

Frankfurt School of Finance & Management

Associate Professor

Sonnemannstraße 9-11

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

17

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11,708

CITATIONS
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Top 16,777

in Total Papers Citations

20

Scholarly Papers (17)

On the Rise of FinTechs – Credit Scoring Using Digital Footprints

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-12
Number of pages: 66 Posted: 12 May 2018 Last Revised: 28 Nov 2018
Frankfurt School of Finance & Management, Humboldt University, Frankfurt School of Finance & Management gemeinnützige GmbH and Duke University - Fuqua School of Business
Downloads 3,444 (2,585)

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FinTech, Lending, Unbanked Households, Privacy, Credit Bureau Scores

On the Rise of Fintechs – Credit Scoring Using Digital Footprints

NBER Working Paper No. w24551
Number of pages: 51 Posted: 02 May 2018
Frankfurt School of Finance & Management, Humboldt University of Berlin, Frankfurt School of Finance & Management gemeinnützige GmbH and Duke University - Fuqua School of Business
Downloads 65 (328,001)
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2.

Does Contingent Capital Induce Excessive Risk-Taking?

Journal of Financial Intermediation, Forthcoming
Number of pages: 55 Posted: 17 Nov 2010 Last Revised: 11 Feb 2015
Tobias Berg and Christoph Kaserer
Frankfurt School of Finance & Management and Technische Universität München (TUM)
Downloads 1,574 (9,961)
Citation 4

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Contingent capital, banking regulation, risk-taking incentives, asset substitution, debt overhang, credit crunch

3.

From Actual to Risk-Neutral Default Probabilities: Merton and Beyond

Number of pages: 36 Posted: 03 Mar 2009
Tobias Berg
Frankfurt School of Finance & Management
Downloads 1,245 (14,456)
Citation 1

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credit spreads, risk premia, structural models of default, unobservable asset values

4.

Estimating Equity Premia from CDS Spreads

EFA 2009 Bergen Meetings Paper
Number of pages: 30 Posted: 16 Oct 2007 Last Revised: 22 Jun 2016
Christoph Kaserer and Tobias Berg
Technische Universität München (TUM) and Frankfurt School of Finance & Management
Downloads 922 (22,751)
Citation 3

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credit risk premim, equity premium, market sharpe ratio, credit risk, structural models of default

5.

The Total Cost of Corporate Borrowing in the Loan Market: Don't Ignore the Fees

Journal of Finance, Forthcoming
Number of pages: 49 Posted: 02 Nov 2012 Last Revised: 03 Apr 2015
Tobias Berg, Anthony Saunders and Sascha Steffen
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 811 (27,368)
Citation 1

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Options and syndicated loans, fees, asymmetric information

The Term Structure of Risk Premia: Evidence from CDS Spreads

Number of pages: 43 Posted: 22 May 2009 Last Revised: 07 Jan 2013
Tobias Berg
Frankfurt School of Finance & Management
Downloads 398 (68,136)
Citation 6

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time-varying risk premia, return predictability, credit risk, equity premium, structural models of default

The Term Structure of Risk Premia: New Evidence from the Financial Crisis

ECB Working Paper No. 1165
Number of pages: 48 Posted: 08 Apr 2010
Tobias Berg
Frankfurt School of Finance & Management
Downloads 214 (133,983)
Citation 7

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credit risk, risk premia, equity premium, mean reversion, structural models of default

Loan Officer Incentives, Internal Rating Models and Default Rates

AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 16 Mar 2012 Last Revised: 03 Nov 2016
Tobias Berg, Manju Puri and Jörg Rocholl
Frankfurt School of Finance & Management, Duke University - Fuqua School of Business and ESMT European School of Management and Technology
Downloads 583 (42,144)
Citation 2

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loan officer incentives, internal ratings, hard information, Lucas critique

Loan Officer Incentives and the Limits of Hard Information

NBER Working Paper No. w19051
Number of pages: 41 Posted: 18 May 2013
Tobias Berg, Manju Puri and Jörg Rocholl
Frankfurt School of Finance & Management, Duke University - Fuqua School of Business and ESMT European School of Management and Technology
Downloads 14 (547,527)
Citation 2

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8.

What Explains the Difference in Leverage between Banks and Non-Banks?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 56 Posted: 05 Mar 2016 Last Revised: 08 Mar 2016
Tobias Berg and Jasmin Gider
Frankfurt School of Finance & Management and Tilburg University - School of Economics and Management
Downloads 517 (49,832)

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Bank Capital, Bank Leverage, Capital Regulation

Mind the Gap: The Difference between U.S. and European Loan Rates

Number of pages: 55 Posted: 30 Nov 2013 Last Revised: 04 Sep 2017
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 449 (58,830)

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Loans, corporate debt, fees, market integration, globalization

Mind the Gap: The Difference between U.S. and European Loan Rates

ZEW - Centre for European Economic Research Discussion Paper No. 16-018
Number of pages: 50 Posted: 12 Apr 2016
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 39 (413,691)

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Loans, corporate debt, fees, market integration, globalization

10.

'Brexit' and the Contraction of Syndicated Lending

Number of pages: 39 Posted: 23 Nov 2016
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 391 (70,146)

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Brexit, Syndicated Loans, Competition, Financial Centers

11.

Playing the Devil's Advocate: The Causal Effect of Risk Management on Loan Quality

The Review of Financial Studies (Forthcoming)
Number of pages: 55 Posted: 11 May 2014 Last Revised: 30 Jun 2015
Tobias Berg
Frankfurt School of Finance & Management
Downloads 305 (93,286)
Citation 1

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risk management, loan officer incentives, organizational design

12.

Determinants of the Size of the Sovereign Credit Default Swap Market

Number of pages: 36 Posted: 13 Dec 2012 Last Revised: 18 Jan 2015
Tobias Berg and Daniel Streitz
Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 251 (114,731)

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Sovereign Credit Default Swaps, Sovereign CDS Trading Volume, DTCC Data, Sovereign Credit Ratings

13.

Real Effects of Securitization

BAFFI CAREFIN Centre Research Paper No. 2015-14
Number of pages: 45 Posted: 01 Dec 2015
Tobias Berg, Daniel Streitz and Michael Wedow
Frankfurt School of Finance & Management, Copenhagen Business School and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 185 (153,935)

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Securitization, Credit Supply, Real Effects, Collateralized loan obligations (CLOs), Institutional Investors, Syndicated loans

Got Rejected? Real Effects of Not Getting a Loan

ECB Working Paper No. 1960
Number of pages: 50 Posted: 19 Sep 2016
Tobias Berg
Frankfurt School of Finance & Management
Downloads 119 (222,520)

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Credit supply, real effects, liquidity demand, precautionary savings

Got Rejected? Real Effects of Not Getting a Loan

Review of Financial Studies, Forthcoming
Number of pages: 72 Posted: 23 Apr 2018
Tobias Berg
Frankfurt School of Finance & Management
Downloads 32 (443,952)

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Credit supply, cash holdings, real effects, SMEs, precautionary savings

15.

An Analysis of the Consistency of Banks' Internal Ratings

Journal of Banking and Finance, Forthcoming
Number of pages: 41 Posted: 25 Jan 2017
Tobias Berg and Philipp Koziol
Frankfurt School of Finance & Management and European Central Bank (ECB)
Downloads 85 (278,143)

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Internal Ratings, Basel Minimum Capital Requirements, IRB Approach, Bank Incentives, Bank Regulation

16.

On the Rise of the FinTechs - Credit Scoring using Digital Footprints

FDIC Center for Financial Research Paper No. 2018-04
Number of pages: 51 Posted: 16 Oct 2018
Duke University - Fuqua School of Business, Frankfurt School of Finance & Management, Humboldt University of Berlin and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 62 (331,803)

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17.

The Total Costs of Corporate Borrowing in the Loan Market: Don't Ignore the Fees

ZEW - Centre for European Economic Research Discussion Paper No. 17
Number of pages: 51 Posted: 14 Sep 2018
Tobias Berg, Anthony Saunders and Sascha Steffen
Frankfurt School of Finance & Management, New York University (NYU) - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 3 (589,078)
Citation 1

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