Tobias Berg

Frankfurt School of Finance & Management

Associate Professor

Sonnemannstraße 9-11

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

14

DOWNLOADS
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CITATIONS
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Top 17,446

in Total Papers Citations

19

Scholarly Papers (14)

1.

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 1,177 (9,455)
Citation 4

Abstract:

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

2.

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 931 (14,165)
Citation 1

Abstract:

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

3.

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 807 (20,587)
Citation 3

Abstract:

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

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 368 (64,411)
Citation 6

Abstract:

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 193 (128,700)
Citation 7

Abstract:

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 504 (43,571)
Citation 2

Abstract:

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 10 (513,790)
Citation 2

Abstract:

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

Number of pages: 55 Posted: 30 Nov 2013 Last Revised: 15 Jul 2016
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, University of Mannheim - Business School and E.CA Economics
Downloads 383 (61,278)

Abstract:

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, University of Mannheim - Business School and E.CA Economics
Downloads 37 (373,990)

Abstract:

Loans, corporate debt, fees, market integration, globalization

7.

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 University of Mannheim - Business School
Downloads 397 (28,362)
Citation 1

Abstract:

Options and syndicated loans, fees, asymmetric information

8.

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 E.CA Economics
Downloads 166 (117,973)

Abstract:

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

9.

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 115 (95,469)
Citation 1

Abstract:

risk management, loan officer incentives, organizational design

10.

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 0 (313,333)

Abstract:

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

11.

'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 University of Mannheim - Business School
Downloads 0 (156,871)

Abstract:

Brexit, Syndicated Loans, Competition, Financial Centers

12.

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 0 (406,216)

Abstract:

Credit supply, real effects, liquidity demand, precautionary savings

13.

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 University of Bonn - Institute for Financial Economics and Statistics
Downloads 0 (94,691)

Abstract:

Bank Capital, Bank Leverage, Capital Regulation

14.

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, E.CA Economics and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 0 (169,960)

Abstract:

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