Similar Search Results - EconBiz

Stress testing in wartime and in peacetime

Schuermann, Til - 2016

Persistent link: https://www.econbiz.de/10011694276

Visible and hidden risk factors for banks

Schuermann, Til; Stiroh, Kevin J. - 2006

This paper examines the common factors that drive the returns of U.S. bank holding companies from 1997 to 2005. We compare a range of market models from a basic one-factor model to a nine-factor model that includes the standard Fama-French factors and additional factors thought to be...

Persistent link: https://www.econbiz.de/10010333053

Stress testing in wartime and in peacetime

Schuermann, Til - In: Stress testing and macroprudential regulation : a …, (pp. 125-139). 2016

Persistent link: https://www.econbiz.de/10011659687

Stress testing convergence

Gallardo, German Gutierrez; Schuermann, Til; Duane, Michael - 2015

Persistent link: https://www.econbiz.de/10011334153

Stress testing in wartime and in peacetime

Schuermann, Til - 2016

Persistent link: https://www.econbiz.de/10011446416

Risk measurement, risk management and capital adequacy in financial conglomerates

Kuritzkes, Andrew (contributor); Schuermann, Til (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001754461

Measurement and estimation of credit migration matrices

Schuermann, Til (contributor); Jafry, Yusuf (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001754507

Why were banks better off in 2001 recession?

Schuermann, Til - In: Current issues in economics and finance 10 (2004) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10001971257

The new Basel capital accord and questions for research

Saidenberg, Marc R. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001785525

Firm heterogeneity and credit risk diversification

Hanson, Samuel G. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002636144

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