Til Schuermann
Names
first: | Til |
last: | Schuermann |
Contact
postal address: | Oliver Wyman Financial Services 1166 Avenue of the Americas New York, NY 10036 |
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.