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What do we know about loss given default?

Schuermann, Til (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001944584

Stress Testing Bank Profitability

Duane, Michael; Schuermann, Til; Reynolds, Peter - 2013

Persistent link: https://www.econbiz.de/10010242275

Stress testing bank profitability

Duane, Michael; Schuermann, Til; Reynolds, Peter - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 72-84

Persistent link: https://www.econbiz.de/10010259555

What do we know about loss given default?

Schuermann, Til - In: Credit risk models and management, (pp. 249-274). 2004

Persistent link: https://www.econbiz.de/10002432527

Stress Testing Bank Profitability

Schuermann, Til - 2013

, in the 2013 US stress test, reduction in projected income for the 18 mandatory bank holding companies (BHCs) covered …

Persistent link: https://www.econbiz.de/10013075223

Stress testing convergence

Gutiérrez Gallardo, Germán; Schuermann, Til; Duane, … - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 32-45

Persistent link: https://www.econbiz.de/10011488786

Macroeconomic dynamics and credit risk : a global perspective

Schuermann, Til; Treutler, Björn-Jakob; Weiner, Scott M.; … - 2003

We develop a framework for modeling conditional loss distributions through the introduction of risk factor dynamics. Asset value changes of a credit portfolio are linked to a dynamic global macroeconometric model, allowing macro effects to be isolated from idiosyncratic shocks. Default...

Persistent link: https://www.econbiz.de/10011508097

Stress testing banks

Schuermann, Til - In: International journal of forecasting 30 (2014) 3, pp. 717-728

Persistent link: https://www.econbiz.de/10010515587

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