Tobias Berg

Frankfurt School of Finance & Management

Associate Professor

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

19

DOWNLOADS
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SSRN RANKINGS

Top 2,599

in Total Papers Downloads

14,499

SSRN CITATIONS
Rank 5,625

SSRN RANKINGS

Top 5,625

in Total Papers Citations

139

CROSSREF CITATIONS

71

Scholarly Papers (19)

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: 15 Aug 2019
Frankfurt School of Finance & Management, Humboldt University, Frankfurt School of Finance & Management and Duke University - Fuqua School of Business
Downloads 4,868 (1,749)
Citation 19

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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 and Duke University - Fuqua School of Business
Downloads 73 (351,538)
Citation 1

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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 1,613 (11,500)
Citation 16

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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 1,338 (15,398)
Citation 6

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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 963 (25,138)
Citation 2

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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 923 (26,747)
Citation 32

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Options and syndicated loans, fees, asymmetric information

Loan Officer Incentives, Internal Rating Models and Default Rates

AFA 2013 San Diego Meetings Paper
Number of pages: 63 Posted: 16 Mar 2012 Last Revised: 19 Aug 2019
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 683 (39,979)
Citation 1

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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 22 (568,594)
Citation 1

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7.

'Brexit' and the Contraction of Syndicated Lending

Number of pages: 36 Posted: 23 Nov 2016 Last Revised: 27 May 2020
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 645 (43,793)
Citation 3

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Brexit, Syndicated Loans, Competition, Financial Centers

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 413 (75,951)
Citation 2

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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 229 (144,659)

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

9.

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 - Tilburg University School of Economics and Management
Downloads 625 (45,683)
Citation 2

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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 496 (60,608)
Citation 3

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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 44 (450,354)
Citation 5

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Loans, corporate debt, fees, market integration, globalization

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 349 (93,367)
Citation 10

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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 266 (124,873)
Citation 1

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

13.
Downloads 247 (134,807)
Citation 15

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 136 (230,004)
Citation 4

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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 111 (268,341)
Citation 8

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

14.

Handling Spillover Effects in Empirical Research

Number of pages: 59 Posted: 23 May 2019 Last Revised: 20 Nov 2019
Tobias Berg and Daniel Streitz
Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 235 (141,511)
Citation 1

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Spillovers, Direct vs. Indirect Effects, Aggregate Effects, Credit Supply, Sarbanes-Oxley Act

15.

Credit Supply and (In)organic Growth

BAFFI CAREFIN Centre Research Paper No. 2015-14
Number of pages: 59 Posted: 01 Dec 2015 Last Revised: 06 Dec 2019
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 216 (153,484)

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Inorganic Growth, Credit Supply, Real Effects, Securitization

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
Downloads 106 (275,763)

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17.

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 105 (277,606)
Citation 1

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

18.

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 36 (475,595)
Citation 28

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19.

Online Appendix to 'Brexit' and the Contraction of Syndicated Lending

Number of pages: 42 Posted: 22 Jun 2020
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 4 (672,056)

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Brexit, Syndicated Loans, Banks, Financial Centers