Til Schuermann

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Research profile

author of:

• Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
  by Pesaran, M. H. & Weiner, S. M.
• Macroeconomic Dynamics and Credit Risk: A Global Perspective
  by Pesaran, M. H. & Schuermann, T. & Treutler, B.-J. & Weiner, S. M.
• Modelling regional interdependencies using a global error-correcting macroeconometric model
  by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner
• Exact maximum likelihood estimation of ARCH models
  by Francis X. Diebold & Til Schuermann
• Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
  by Francis X. Diebold & Til Schuermann & John D. Stroughair
• Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management
  by Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair
• Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
  by Francis X. Diebold & Til Schuermann
• Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
  by Anil Bangia & Francis X. Diebold & Til Schuermann
• Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
  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?
  by Andrew Kuritzkes & Til Schuermann & Scott Weiner
• Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates
  by Andrew Kuritzkes & Til Schuermann & Scott M. Weiner
• Metrics for Comparing Credit Migration Matrices
  by Yusuf Jafry & Til Schuermann
• Macroeconomic Dynamics and Credit Risk: A Global Perspective
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April
• The New Basel Capital Accord and Questions for Research
  by Marc Saidenberg & Til Schuermann & May
• Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think
  by Francis X. Diebold & Andrew Hickman & Atsushi Inoue & Til Schuermann
• Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
  by Francis X. Diebold & Til Schuermann & John D. Stroughair
• Horizon Problems and Extreme Events in Financial Risk Management
  by Peter F. Christoffersen & Francis X. Diebold & Til Schuermann
• Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management
  by Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair
• Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation
  by Til Schuermann & Melvyn Weeks
• Horizon problems and extreme events in financial risk management
  by Peter F. Christoffersen & Francis X. Diebold & Til Schuermann
• Why were banks better off in the 2001 recession?
  by Til Schuermann
• Ratings migration and the business cycle, with application to credit portfolio stress testing
  by Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til
• Macroeconomic Dynamics and Credit Risk: A Global Perspective
  by Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran
• The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico
  by Gershberg, Alec Ian & Schuermann, Til
• A general approach to integrated risk management with skewed, fat-tailed risks
  by Joshua V. Rosenberg & Til Schuermann
• Estimating probabilities of default
  by Samuel Hanson & Til Schuermann
• How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998
  by Philip E. Strahan & Evan Gatev & Til Schuermann
• A review of recent books on credit risk
  by Til Schuermann
• Scope for Credit Risk Diversification
  by Hanson, S. & Pesaran, M. H. & Schuermann, T.
• Scope for Credit Risk Diversification
  by Samuel Hanson & M. Hashem Pesaran & Til Schuermann
• Measurement, estimation and comparison of credit migration matrices
  by Jafry, Yusuf & Schuermann, Til
• Global Business Cycles and Credit Risk
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
• Global Business Cycles and Credit Risk
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
• Firm Heterogeneity and Credit Risk Diversification
  by Samuel Hanson & M. Hashem Pesaran & Til Schuermann
• A general approach to integrated risk management with skewed, fat-tailed risks
  by Rosenberg, Joshua V. & Schuermann, Til
• Measurement and Estimation of Credit Migration Matrices
  by Til Schuermann & Yusuf Jafry
• The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
  by Pesaran, M. H. & Schuermann, T. & Treutler, B.-J.
• The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
• Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
  by Evan Gatev & Til Schuermann & Philip E. Strahan
• Visible and hidden risk factors for banks
  by Til Schuermann & Kevin J. Stiroh
• Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
  by Pesaran M. H. & Schuermann T. & Weiner S. M.
• Confidence intervals for probabilities of default
  by Hanson, Samuel & Schuermann, Til
• Rejoinder
  by Pesaran M. H. & Schuermann T. & Weiner S. M.
• Macroeconomic Dynamics and Credit Risk: A Global Perspective
  by Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M.
• Hedge funds, financial intermediation, and systemic risk
  by John Kambhu & Til Schuermann & Kevin J. Stiroh
• Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC?
  by Andrew Kuritzkes & Til Schuermann & Scott Weiner
• Hedge funds, financial intermediation, and systemic risk
  by John Kambhu & Til Schuermann & Kevin J. Stiroh
• Understanding the securitization of subprime mortgage credit
  by Adam B. Ashcraft & Til Schuermann
• Forecasting economic and financial variables with global VARs
  by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
• Forecasting Economic and Financial Variables with Global VARs
  by Pesaran, M. H. & Schuermann, T. & Smit, L. V.
• Forecasting Economic and Financial Variables with Global VARs
  by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
• Firm heterogeneity and credit risk diversification
  by Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til
• Credit rating dynamics and Markov mixture models
  by Frydman, Halina & Schuermann, Til
• Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
  by Evan Gatev & Til Schuermann & Philip E. Strahan
• How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998
  by Evan Gatev & Til Schuermann & Philip Strahan
  edited by
• Global Business Cycles and Credit Risk
  by M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler
  edited by
• Macroprudential supervision of financial institutions: lessons from the SCAP
  by Beverly Hirtle & Til Schuermann & Kevin J. Stiroh
• Rejoinder to comments on forecasting economic and financial variables with global VARs
  by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
• Businessmen's Expectations Are Neither Rational nor Adaptive
  by Nerlove, Marc & Schuermann, Til
• Forecasting economic and financial variables with global VARs
  by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
• Robust capital regulation
  by Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor
• Robust Capital Regulation
  by Acharya, Viral V. & Mehran, Hamid & Schuermann, Til & Thakor, Anjan
• Robust capital regulation
  by Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor
• Hedging bank liquidity risk
  by Evan Gatev & Til Schuermann & Philip E. Strahan
• Understanding the Securitization of Subprime Mortgage Credit
  by Ashcraft, Adam B. & Schuermann, Til
• Stress testing banks
  by Schuermann, Til
• Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management
  by Brown, Jeffrey A. & McGourty, Brad & Schuermann, Til
• Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model
  by PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott
• Stress Testing Convergence
  by Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael
• Bank Capital for Operational Risk: A Tale of Fragility and Instability
  by Ames, Mark & Schuermann, Til & Scott, Hal S.
• Model Risk and the Great Financial Crisis
  by Jeffrey A. Brown & Brad McGourty & Til Schuermann
  edited by
• The Seven Deadly Frictions of Subprime Mortgage Credit Securitization
  by Adam B. Ashcraft & Til Schuermann
  edited by
• Stress Testing in Wartime and in Peacetime
  by Schuermann, Til
• Stress Testing Banks
  by Schuermann, Til
• Stress Testing in Wartime and in Peacetime
  by Schuermann, Til
• Stress Testing Bank Profitability
  by Duane, Michael & Schuermann, Til & Reynolds, Peter
• Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions
  by Evan Gatev & Til Schuermann & Philip E. Strahan
• Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing
  by TIL SCHUERMANN

editor of:

• Simulation-based Inference in Econometrics
  edited by Mariano, Roberto & Schuermann, Til & Weeks, Melvyn J.
• Simulation-based Inference in Econometrics
  edited by Mariano, Roberto & Schuermann, Til & Weeks, Melvyn J.