Til Schuermann
Names
| first: |
Til |
| last: |
Schuermann |
Identifer
Contact
| postal address: |
Oliver Wyman Financial Services
1166 Avenue of the Americas
New York, NY 10036 |
Research profile
author of:
- Guest Editorial (RePEc:aza:rmfi00:y:2012:v:5:i:3:p:220-223)
by Canabarro, Eduardo & Grody, Allan D. & Hammel, Eliza & Schuermann, Til - Stress testing bank profitability (RePEc:aza:rmfi00:y:2013:v:7:i:1:p:72-84)
by Duane, Michael & Schuermann, Til & Reynolds, Peter - Bank capital for operational risk: A tale of fragility and instability (RePEc:aza:rmfi00:y:2015:v:8:i:3:p:227-243)
by Ames, Mark & Schuermann, Til & Scott, Hal S. - Stress testing convergence (RePEc:aza:rmfi00:y:2016:v:9:i:1:p:32-45)
by Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael - What is enterprise risk management? (RePEc:aza:rmfi00:y:2019:v:12:i:4:p:311-319)
by Brown, Jeffrey & Duane, Michael & Schuermann, Til - Managing the risk of climate change (RePEc:aza:rmfi00:y:2021:v:14:i:2:p:112-114)
by Schuermann, Til - Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (RePEc:bes:jnlbes:v:22:y:2004:p:129-162)
by Pesaran M.H. & Schuermann T. & Weiner S.M. - Rejoinder (RePEc:bes:jnlbes:v:22:y:2004:p:175-181)
by Pesaran M.H. & Schuermann T. & Weiner S.M. - Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (RePEc:cam:camdae:0119)
by Pesaran, M.H. & Weiner, S.M. - Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:cam:camdae:0330)
by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M. - Scope for Credit Risk Diversification (RePEc:cam:camdae:0519)
by Hanson, S. & Pesaran, M.H. & Schuermann, T. - The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification (RePEc:cam:camdae:0529)
by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. - Forecasting Economic and Financial Variables with Global VARs (RePEc:cam:camdae:0807)
by Pesaran, M.H. & Schuermann, T. & Smit, L.V. - Firm Heterogeneity and Credit Risk Diversification (RePEc:ces:ceswps:_1531)
by Samuel Hanson & M. Hashem Pesaran & Til Schuermann - Global Business Cycles and Credit Risk (RePEc:ces:ceswps:_1548)
by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler - Forecasting Economic and Financial Variables with Global VARs (RePEc:ces:ceswps:_2263)
by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith - Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:ces:ceswps:_995)
by Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran - Modelling regional interdependencies using a global error-correcting macroeconometric model (RePEc:cpd:pd2002:b4-1)
by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner - Robust Capital Regulation (RePEc:cpr:ceprdp:8792)
by Thakor, Anjan & Acharya, Viral & Mehran, Hamid & Schuermann, Til - Simulation-based Inference in Econometrics (RePEc:cup:cbooks:9780521088022)
by None - Simulation-based Inference in Econometrics (RePEc:cup:cbooks:9780521591126)
by None - Handbook of Financial Stress Testing (RePEc:cup:cbooks:9781108830737)
by None - Stress Testing Banks (RePEc:ecl:upafin:12-08)
by Schuermann, Til - Stress Testing Bank Profitability (RePEc:ecl:upafin:13-30)
by Duane, Michael & Schuermann, Til & Reynolds, Peter - Bank Capital for Operational Risk: A Tale of Fragility and Instability (RePEc:ecl:upafin:14-02)
by Ames, Mark & Schuermann, Til & Scott, Hal S. - Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management (RePEc:ecl:upafin:15-01)
by Brown, Jeffrey A. & McGourty, Brad & Schuermann, Til - Stress Testing Convergence (RePEc:ecl:upafin:15-11)
by Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael - Stress Testing in Wartime and in Peacetime (RePEc:ecl:upafin:16-01)
by Schuermann, Til - Stress Testing in Wartime and in Peacetime (RePEc:ecl:upafin:17-01)
by Schuermann, Til - The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico (RePEc:eee:ecoedu:v:20:y:2001:i:1:p:27-40)
by Gershberg, Alec Ian & Schuermann, Til - Firm heterogeneity and credit risk diversification (RePEc:eee:empfin:v:15:y:2008:i:4:p:583-612)
by Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til - Forecasting economic and financial variables with global VARs (RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675)
by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa - Rejoinder to comments on forecasting economic and financial variables with global VARs (RePEc:eee:intfor:v:25:y:2009:i:4:p:703-715)
by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa - Stress testing banks (RePEc:eee:intfor:v:30:y:2014:i:3:p:717-728)
by Schuermann, Til - Ratings migration and the business cycle, with application to credit portfolio stress testing (RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:445-474)
by Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til - Measurement, estimation and comparison of credit migration matrices (RePEc:eee:jbfina:v:28:y:2004:i:11:p:2603-2639)
by Jafry, Yusuf & Schuermann, Til - Confidence intervals for probabilities of default (RePEc:eee:jbfina:v:30:y:2006:i:8:p:2281-2301)
by Hanson, Samuel & Schuermann, Til - Credit rating dynamics and Markov mixture models (RePEc:eee:jbfina:v:32:y:2008:i:6:p:1062-1075)
by Frydman, Halina & Schuermann, Til - A general approach to integrated risk management with skewed, fat-tailed risks (RePEc:eee:jfinec:v:79:y:2006:i:3:p:569-614)
by Rosenberg, Joshua V. & Schuermann, Til - Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model (RePEc:ekd:003307:330700121)
by PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott - Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (RePEc:eme:jrfpps:eb043443)
by Francis X. Diebold & Til Schuermann & John D. Stroughair - Changing Regulatory Capital to Include Liquidity and Management Intervention (RePEc:eme:jrfpps:eb043455)
by Chris Marrison & Til Schuermann & John D. Stroughair - Hedging bank liquidity risk (RePEc:fip:fedhpr:1024)
by Evan Gatev & Til Schuermann & Philip E. Strahan - Why were banks better off in the 2001 recession? (RePEc:fip:fednci:y:2004:i:jan:n:v.10no.1)
by Til Schuermann - Robust capital regulation (RePEc:fip:fednci:y:2012:i:may:n:v.18no.4)
by Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor - Horizon problems and extreme events in financial risk management (RePEc:fip:fednep:y:1998:i:oct:p:109-118:n:v.4no.3)
by Peter F. Christoffersen & Francis X. Diebold & Til Schuermann - Hedge funds, financial intermediation, and systemic risk (RePEc:fip:fednep:y:2007:i:dec:p:1-18:n:v.13no.3)
by John Kambhu & Til Schuermann & Kevin J. Stiroh - A general approach to integrated risk management with skewed, fat-tailed risks (RePEc:fip:fednsr:185)
by Joshua V. Rosenberg & Til Schuermann - Estimating probabilities of default (RePEc:fip:fednsr:190)
by Samuel Hanson & Til Schuermann - Visible and hidden risk factors for banks (RePEc:fip:fednsr:252)
by Til Schuermann & Kevin J. Stiroh - Hedge funds, financial intermediation, and systemic risk (RePEc:fip:fednsr:291)
by John Kambhu & Til Schuermann & Kevin J. Stiroh - Forecasting economic and financial variables with global VARs (RePEc:fip:fednsr:317)
by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith - Understanding the securitization of subprime mortgage credit (RePEc:fip:fednsr:318)
by Adam B. Ashcraft & Til Schuermann - Macroprudential supervision of financial institutions: lessons from the SCAP (RePEc:fip:fednsr:409)
by Beverly Hirtle & Til Schuermann & Kevin J. Stiroh - Robust capital regulation (RePEc:fip:fednsr:490)
by Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor - Exact maximum likelihood estimation of ARCH models (RePEc:fip:fedpwp:93-4)
by Francis X. Diebold & Til Schuermann - Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (RePEc:fth:nystfi:98-081)
by Francis X. Diebold & Til Schuermann & John D. Stroughair - Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management (RePEc:fth:nystfi:99-062)
by Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair - A review of recent books on credit risk (RePEc:jae:japmet:v:20:y:2005:i:1:p:123-130)
by Til Schuermann - Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC? (RePEc:kap:jfsres:v:27:y:2005:i:3:p:217-242)
by Andrew Kuritzkes & Til Schuermann & Scott Weiner - Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:mcb:jmoncb:v:38:y:2006:i:5:p:1211-1261)
by Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M. - How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 (RePEc:nbr:nberch:9608)
by Evan Gatev & Til Schuermann & Philip Strahan - Global Business Cycles and Credit Risk (RePEc:nbr:nberch:9616)
by M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler - Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models (RePEc:nbr:nberte:0194)
by Francis X. Diebold & Til Schuermann - How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998 (RePEc:nbr:nberwo:10982)
by Philip E. Strahan & Evan Gatev & Til Schuermann - Global Business Cycles and Credit Risk (RePEc:nbr:nberwo:11493)
by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler - Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions (RePEc:nbr:nberwo:12234)
by Evan Gatev & Til Schuermann & Philip E. Strahan - Understanding the Securitization of Subprime Mortgage Credit (RePEc:now:fntfin:0500000024)
by Ashcraft, Adam B. & Schuermann, Til - Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions (RePEc:oup:rfinst:v:22:y:2009:i:3:p:995-1020)
by Evan Gatev & Til Schuermann & Philip E. Strahan - Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions (RePEc:oup:rfinst:v:22:y:2009:i:3:p:995-1020.)
by Evan Gatev & Til Schuermann & Philip E. Strahan - Scope for Credit Risk Diversification (RePEc:scp:wpaper:05-18)
by Samuel Hanson & M. Hashem Pesaran & Til Schuermann - The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification (RePEc:scp:wpaper:05-25)
by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler - A review of recent books on credit risk (RePEc:wly:japmet:v:20:y:2005:i:1:p:123-130)
by Til Schuermann - Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing (RePEc:wly:jmoncb:v:52:y:2020:i:s1:p:87-105)
by Til Schuermann - Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing (RePEc:wop:pennin:00-26)
by Anil Bangia & Francis X. Diebold & Til Schuermann - Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (RePEc:wop:pennin:01-38)
by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner - Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays? (RePEc:wop:pennin:02-02)
by Andrew Kuritzkes & Til Schuermann & Scott Weiner - Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates (RePEc:wop:pennin:03-02)
by Andrew Kuritzkes & Til Schuermann & Scott M. Weiner - Measurement and Estimation of Credit Migration Matrices (RePEc:wop:pennin:03-08)
by Til Schuermann & Yusuf Jafry - Metrics for Comparing Credit Migration Matrices (RePEc:wop:pennin:03-09)
by Yusuf Jafry & Til Schuermann - Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:wop:pennin:03-13)
by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April - The New Basel Capital Accord and Questions for Research (RePEc:wop:pennin:03-14)
by Marc Saidenberg & Til Schuermann & May - Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think (RePEc:wop:pennin:97-34)
by Francis X. Diebold & Andrew Hickman & Atsushi Inoue & Til Schuermann - Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (RePEc:wop:pennin:98-10)
by Francis X. Diebold & Til Schuermann & John D. Stroughair - Horizon Problems and Extreme Events in Financial Risk Management (RePEc:wop:pennin:98-16)
by Peter F. Christoffersen & Francis X. Diebold & Til Schuermann - Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management (RePEc:wop:pennin:99-06)
by Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair - The Seven Deadly Frictions of Subprime Mortgage Credit Securitization (RePEc:wsi:wschap:9789814280488_0020)
by Adam B. Ashcraft & Til Schuermann - Model Risk and the Great Financial Crisis (RePEc:wsi:wschap:9789814678339_0015)
by Jeffrey A. Brown & Brad McGourty & Til Schuermann - Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation (RePEc:yor:yorken:94/18)
by Til Schuermann & Melvyn Weeks - Businessmen's Expectations Are Neither Rational nor Adaptive (RePEc:zbw:zewdip:9701)
by Nerlove, Marc & Schuermann, Til