Til Schuermann
Personal Details
First Name: | Til |
Middle Name: | |
Last Name: | Schuermann |
Suffix: | |
RePEc Short-ID: | psc73 |
[This author has chosen not to make the email address public] | |
Oliver Wyman Financial Services 1166 Avenue of the Americas New York, NY 10036 | |
Terminal Degree: | 1993 Department of Economics; University of Pennsylvania (from RePEc Genealogy) |
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Schuermann, Til, 2016.
"Stress Testing in Wartime and in Peacetime,"
Working Papers
16-01, University of Pennsylvania, Wharton School, Weiss Center.
- Schuermann, Til, 2016. "Stress Testing in Wartime and in Peacetime," Working Papers 17-01, University of Pennsylvania, Wharton School, Weiss Center.
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2015.
"Stress Testing Convergence,"
Working Papers
15-11, University of Pennsylvania, Wharton School, Weiss Center.
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2016. "Stress testing convergence," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 9(1), pages 32-45, January.
- Brown, Jeffrey A. & McGourty, Brad & Schuermann, Til, 2015. "Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management," Working Papers 15-01, University of Pennsylvania, Wharton School, Weiss Center.
- Ames, Mark & Schuermann, Til & Scott, Hal S., 2014.
"Bank Capital for Operational Risk: A Tale of Fragility and Instability,"
Working Papers
14-02, University of Pennsylvania, Wharton School, Weiss Center.
- Ames, Mark & Schuermann, Til & Scott, Hal S., 2015. "Bank capital for operational risk: A tale of fragility and instability," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 8(3), pages 227-243, July.
- Duane, Michael & Schuermann, Til & Reynolds, Peter, 2013.
"Stress Testing Bank Profitability,"
Working Papers
13-30, University of Pennsylvania, Wharton School, Weiss Center.
- Duane, Michael & Schuermann, Til & Reynolds, Peter, 2013. "Stress testing bank profitability," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 7(1), pages 72-84, December.
- Schuermann, Til, 2013.
"Stress Testing Banks,"
Working Papers
12-08, University of Pennsylvania, Wharton School, Weiss Center.
- Schuermann, Til, 2014. "Stress testing banks," International Journal of Forecasting, Elsevier, vol. 30(3), pages 717-728.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid & Schuermann, Til, 2012.
"Robust Capital Regulation,"
CEPR Discussion Papers
8792, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012. "Robust capital regulation," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2011. "Robust capital regulation," Staff Reports 490, Federal Reserve Bank of New York.
- Beverly Hirtle & Til Schuermann & Kevin J. Stiroh, 2009. "Macroprudential supervision of financial institutions: lessons from the SCAP," Staff Reports 409, Federal Reserve Bank of New York.
- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008.
"Forecasting Economic and Financial Variables with Global VARs,"
Cambridge Working Papers in Economics
0807, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo.
- Adam B. Ashcraft & Til Schuermann, 2008.
"Understanding the securitization of subprime mortgage credit,"
Staff Reports
318, Federal Reserve Bank of New York.
- Ashcraft, Adam B. & Schuermann, Til, 2008. "Understanding the Securitization of Subprime Mortgage Credit," Foundations and Trends(R) in Finance, now publishers, vol. 2(3), pages 191-309, June.
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007.
"Hedge funds, financial intermediation, and systemic risk,"
Staff Reports
291, Federal Reserve Bank of New York.
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007. "Hedge funds, financial intermediation, and systemic risk," Economic Policy Review, Federal Reserve Bank of New York, vol. 13(Dec), pages 1-18.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2006. "Hedging bank liquidity risk," Proceedings 1024, Federal Reserve Bank of Chicago.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2006.
"Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions,"
NBER Working Papers
12234, National Bureau of Economic Research, Inc.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2009. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 995-1020, March.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2009. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 995-1020.
- Til Schuermann & Kevin J. Stiroh, 2006. "Visible and hidden risk factors for banks," Staff Reports 252, Federal Reserve Bank of New York.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005.
"Global Business Cycles and Credit Risk,"
CESifo Working Paper Series
1548, CESifo.
- M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007. "Global Business Cycles and Credit Risk," NBER Chapters, in: The Risks of Financial Institutions, pages 419-469, National Bureau of Economic Research, Inc.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," NBER Working Papers 11493, National Bureau of Economic Research, Inc.
- Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005.
"The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification,"
Cambridge Working Papers in Economics
0529, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," IEPR Working Papers 05.25, Institute of Economic Policy Research (IEPR).
- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005.
"Firm Heterogeneity and Credit Risk Diversification,"
CESifo Working Paper Series
1531, CESifo.
- Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til, 2008. "Firm heterogeneity and credit risk diversification," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 583-612, September.
- Hanson, S. & Pesaran, M.H. & Schuermann, T., 2005.
"Scope for Credit Risk Diversification,"
Cambridge Working Papers in Economics
0519, Faculty of Economics, University of Cambridge.
- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Scope for Credit Risk Diversification," IEPR Working Papers 05.18, Institute of Economic Policy Research (IEPR).
- Samuel Hanson & Til Schuermann, 2004. "Estimating probabilities of default," Staff Reports 190, Federal Reserve Bank of New York.
- Joshua V. Rosenberg & Til Schuermann, 2004.
"A general approach to integrated risk management with skewed, fat-tailed risks,"
Staff Reports
185, Federal Reserve Bank of New York.
- Rosenberg, Joshua V. & Schuermann, Til, 2006. "A general approach to integrated risk management with skewed, fat-tailed risks," Journal of Financial Economics, Elsevier, vol. 79(3), pages 569-614, March.
- Philip E. Strahan & Evan Gatev & Til Schuermann, 2004.
"How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998,"
NBER Working Papers
10982, National Bureau of Economic Research, Inc.
- Evan Gatev & Til Schuermann & Philip Strahan, 2007. "How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998," NBER Chapters, in: The Risks of Financial Institutions, pages 105-127, National Bureau of Economic Research, Inc.
- Yusuf Jafry & Til Schuermann, 2003. "Metrics for Comparing Credit Migration Matrices," Center for Financial Institutions Working Papers 03-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003.
"Macroeconomic Dynamics and Credit Risk: A Global Perspective,"
Cambridge Working Papers in Economics
0330, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August.
- Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," CESifo Working Paper Series 995, CESifo.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, "undated". "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Til Schuermann & Yusuf Jafry, 2003. "Measurement and Estimation of Credit Migration Matrices," Center for Financial Institutions Working Papers 03-08, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Andrew Kuritzkes & Til Schuermann & Scott M. Weiner, 2002. "Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates," Center for Financial Institutions Working Papers 03-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Andrew Kuritzkes & Til Schuermann & Scott Weiner, 2002. "Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays?," Center for Financial Institutions Working Papers 02-02, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Pesaran, M.H. & Weiner, S.M., 2001.
"Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model,"
Cambridge Working Papers in Economics
0119, Faculty of Economics, University of Cambridge.
- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania.
- PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, 2010. "Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model," EcoMod2003 330700121, EcoMod.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001. "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data.
- Anil Bangia & Francis X. Diebold & Til Schuermann, 2000.
"Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing,"
Center for Financial Institutions Working Papers
00-26, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til, 2002. "Ratings migration and the business cycle, with application to credit portfolio stress testing," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 445-474, March.
- Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998.
"Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-081, New York University, Leonard N. Stern School of Business-.
- Francis X. Diebold & Til Schuermann & John D. Stroughair, 2000. "Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 1(2), pages 30-35, January.
- Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998. "Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management," Center for Financial Institutions Working Papers 98-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998.
"Horizon Problems and Extreme Events in Financial Risk Management,"
Center for Financial Institutions Working Papers
98-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998. "Horizon problems and extreme events in financial risk management," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 109-118.
- Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998.
"Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-062, New York University, Leonard N. Stern School of Business-.
- Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998. "Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management," Center for Financial Institutions Working Papers 99-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Nerlove, Marc & Schuermann, Til, 1997. "Businessmen's Expectations Are Neither Rational nor Adaptive," ZEW Discussion Papers 97-01, ZEW - Leibniz Centre for European Economic Research.
- Francis X. Diebold & Andrew Hickman & Atsushi Inoue & Til Schuermann, 1997. "Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think," Center for Financial Institutions Working Papers 97-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Francis X. Diebold & Til Schuermann, 1996. "Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models," NBER Technical Working Papers 0194, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Til Schuermann, 1993. "Exact maximum likelihood estimation of ARCH models," Working Papers 93-4, Federal Reserve Bank of Philadelphia.
- Marc Saidenberg & Til Schuermann & May, "undated". "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Til Schuermann & Melvyn Weeks, "undated". "Why You May Need Not Worry About Finite Sample Bias In Simulated Maximum Likelihood Estimation," Discussion Papers 94/18, Department of Economics, University of York.
Articles
- Schuermann, Til, 2021. "Managing the risk of climate change," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 14(2), pages 112-114, March.
- Til Schuermann, 2020. "Capital Adequacy Pre‐ and Postcrisis and the Role of Stress Testing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 87-105, October.
- Brown, Jeffrey & Duane, Michael & Schuermann, Til, 2019. "What is enterprise risk management?," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 12(4), pages 311-319, September.
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2016.
"Stress testing convergence,"
Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 9(1), pages 32-45, January.
- Gallardo, German Gutierrez & Schuermann, Til & Duane, Michael, 2015. "Stress Testing Convergence," Working Papers 15-11, University of Pennsylvania, Wharton School, Weiss Center.
- Ames, Mark & Schuermann, Til & Scott, Hal S., 2015.
"Bank capital for operational risk: A tale of fragility and instability,"
Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 8(3), pages 227-243, July.
- Ames, Mark & Schuermann, Til & Scott, Hal S., 2014. "Bank Capital for Operational Risk: A Tale of Fragility and Instability," Working Papers 14-02, University of Pennsylvania, Wharton School, Weiss Center.
- Schuermann, Til, 2014.
"Stress testing banks,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 717-728.
- Schuermann, Til, 2013. "Stress Testing Banks," Working Papers 12-08, University of Pennsylvania, Wharton School, Weiss Center.
- Duane, Michael & Schuermann, Til & Reynolds, Peter, 2013.
"Stress testing bank profitability,"
Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 7(1), pages 72-84, December.
- Duane, Michael & Schuermann, Til & Reynolds, Peter, 2013. "Stress Testing Bank Profitability," Working Papers 13-30, University of Pennsylvania, Wharton School, Weiss Center.
- Canabarro, Eduardo & Grody, Allan D. & Hammel, Eliza & Schuermann, Til, 2012. "Guest Editorial," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 5(3), pages 220-223, June.
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012.
"Robust capital regulation,"
Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2011. "Robust capital regulation," Staff Reports 490, Federal Reserve Bank of New York.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid & Schuermann, Til, 2012. "Robust Capital Regulation," CEPR Discussion Papers 8792, C.E.P.R. Discussion Papers.
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009.
"Forecasting economic and financial variables with global VARs,"
International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2009.
"Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 995-1020, March.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2009. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 995-1020.
- Evan Gatev & Til Schuermann & Philip E. Strahan, 2006. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," NBER Working Papers 12234, National Bureau of Economic Research, Inc.
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Rejoinder to comments on forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 703-715, October.
- Frydman, Halina & Schuermann, Til, 2008. "Credit rating dynamics and Markov mixture models," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1062-1075, June.
- Ashcraft, Adam B. & Schuermann, Til, 2008.
"Understanding the Securitization of Subprime Mortgage Credit,"
Foundations and Trends(R) in Finance, now publishers, vol. 2(3), pages 191-309, June.
- Adam B. Ashcraft & Til Schuermann, 2008. "Understanding the securitization of subprime mortgage credit," Staff Reports 318, Federal Reserve Bank of New York.
- Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til, 2008.
"Firm heterogeneity and credit risk diversification,"
Journal of Empirical Finance, Elsevier, vol. 15(4), pages 583-612, September.
- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Firm Heterogeneity and Credit Risk Diversification," CESifo Working Paper Series 1531, CESifo.
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007.
"Hedge funds, financial intermediation, and systemic risk,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 13(Dec), pages 1-18.
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007. "Hedge funds, financial intermediation, and systemic risk," Staff Reports 291, Federal Reserve Bank of New York.
- Hanson, Samuel & Schuermann, Til, 2006. "Confidence intervals for probabilities of default," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2281-2301, August.
- Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006.
"Macroeconomic Dynamics and Credit Risk: A Global Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August.
- Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," CESifo Working Paper Series 995, CESifo.
- Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Cambridge Working Papers in Economics 0330, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, "undated". "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Rosenberg, Joshua V. & Schuermann, Til, 2006.
"A general approach to integrated risk management with skewed, fat-tailed risks,"
Journal of Financial Economics, Elsevier, vol. 79(3), pages 569-614, March.
- Joshua V. Rosenberg & Til Schuermann, 2004. "A general approach to integrated risk management with skewed, fat-tailed risks," Staff Reports 185, Federal Reserve Bank of New York.
- Andrew Kuritzkes & Til Schuermann & Scott Weiner, 2005. "Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(3), pages 217-242, September.
- Til Schuermann, 2005.
"A review of recent books on credit risk,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 123-130.
- Til Schuermann, 2005. "A review of recent books on credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 123-130, January.
- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 175-181, April.
- Til Schuermann, 2004. "Why were banks better off in the 2001 recession?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 10(Jan).
- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004.
"Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
- Pesaran, M.H. & Weiner, S.M., 2001. "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics 0119, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania.
- PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, 2010. "Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model," EcoMod2003 330700121, EcoMod.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001. "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data.
- Jafry, Yusuf & Schuermann, Til, 2004. "Measurement, estimation and comparison of credit migration matrices," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2603-2639, November.
- Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til, 2002.
"Ratings migration and the business cycle, with application to credit portfolio stress testing,"
Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 445-474, March.
- Anil Bangia & Francis X. Diebold & Til Schuermann, 2000. "Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing," Center for Financial Institutions Working Papers 00-26, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Gershberg, Alec Ian & Schuermann, Til, 2001. "The efficiency-equity trade-off of schooling outcomes: public education expenditures and welfare in Mexico," Economics of Education Review, Elsevier, vol. 20(1), pages 27-40, February.
- Francis X. Diebold & Til Schuermann & John D. Stroughair, 2000.
"Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 1(2), pages 30-35, January.
- Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998. "Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-081, New York University, Leonard N. Stern School of Business-.
- Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998. "Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management," Center for Financial Institutions Working Papers 98-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Chris Marrison & Til Schuermann & John D. Stroughair, 2000. "Changing Regulatory Capital to Include Liquidity and Management Intervention," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 1(4), pages 47-54, March.
- Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998.
"Horizon problems and extreme events in financial risk management,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 109-118.
- Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998. "Horizon Problems and Extreme Events in Financial Risk Management," Center for Financial Institutions Working Papers 98-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
Chapters
- Jeffrey A. Brown & Brad McGourty & Til Schuermann, 2015. "Model Risk and the Great Financial Crisis," World Scientific Book Chapters, in: Douglas D Evanoff & Andrew G Haldane & George G Kaufman (ed.), The New International Financial System Analyzing the Cumulative Impact of Regulatory Reform, chapter 15, pages 339-353, World Scientific Publishing Co. Pte. Ltd..
- Adam B. Ashcraft & Til Schuermann, 2009. "The Seven Deadly Frictions of Subprime Mortgage Credit Securitization," World Scientific Book Chapters, in: Douglas D Evanoff & Philipp Hartmann & George G Kaufman (ed.), The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, chapter 20, pages 325-343, World Scientific Publishing Co. Pte. Ltd..
- Evan Gatev & Til Schuermann & Philip Strahan, 2007.
"How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998,"
NBER Chapters, in: The Risks of Financial Institutions, pages 105-127,
National Bureau of Economic Research, Inc.
- Philip E. Strahan & Evan Gatev & Til Schuermann, 2004. "How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998," NBER Working Papers 10982, National Bureau of Economic Research, Inc.
- M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007.
"Global Business Cycles and Credit Risk,"
NBER Chapters, in: The Risks of Financial Institutions, pages 419-469,
National Bureau of Economic Research, Inc.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," NBER Working Papers 11493, National Bureau of Economic Research, Inc.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series 1548, CESifo.
Books
- Farmer,J. Doyne & Kleinnijenhuis,Alissa M. & Schuermann,Til & Wetzer,Thom (ed.), 2022. "Handbook of Financial Stress Testing," Cambridge Books, Cambridge University Press, number 9781108830737, October.
- Mariano,Roberto & Schuermann,Til & Weeks,Melvyn J. (ed.), 2008. "Simulation-based Inference in Econometrics," Cambridge Books, Cambridge University Press, number 9780521088022, October.
- Mariano,Roberto & Schuermann,Til & Weeks,Melvyn J. (ed.), 2000. "Simulation-based Inference in Econometrics," Cambridge Books, Cambridge University Press, number 9780521591126, October.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Euclidian citation score
- Breadth of citations across fields
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (20) 2003-02-03 2003-04-27 2003-04-27 2003-04-27 2003-05-29 2004-08-09 2005-06-05 2005-06-14 2005-10-04 2005-10-04 2006-05-20 2006-07-09 2007-08-08 2011-04-30 2012-03-28 2015-08-30 2015-08-30 2015-09-05 2016-09-25 2017-04-23. Author is listed
- NEP-FIN: Finance (17) 2003-02-03 2003-04-27 2003-04-27 2003-04-27 2003-05-29 2003-06-16 2004-05-02 2004-08-09 2004-08-09 2004-12-20 2005-04-03 2005-06-05 2005-06-14 2005-07-18 2005-10-04 2005-10-04 2006-05-20. Author is listed
- NEP-FMK: Financial Markets (8) 2005-04-03 2005-07-18 2005-10-04 2005-10-04 2006-05-20 2006-07-09 2007-08-08 2017-04-23. Author is listed
- NEP-CBA: Central Banking (7) 2003-05-29 2006-05-20 2008-04-12 2008-06-13 2012-03-28 2015-09-05 2016-09-25. Author is listed
- NEP-MAC: Macroeconomics (7) 2001-12-04 2003-04-27 2005-06-05 2005-06-14 2005-07-18 2005-10-04 2008-04-12. Author is listed
- NEP-BAN: Banking (5) 2006-07-09 2008-04-12 2011-04-30 2012-03-28 2015-08-30. Author is listed
- NEP-BEC: Business Economics (5) 2005-04-03 2005-06-05 2005-10-04 2006-05-20 2006-07-09. Author is listed
- NEP-CFN: Corporate Finance (5) 2003-02-03 2003-04-27 2003-05-29 2005-10-04 2015-08-30. Author is listed
- NEP-ECM: Econometrics (3) 2002-07-10 2008-04-12 2008-06-13
- NEP-ETS: Econometric Time Series (3) 2002-07-04 2008-04-12 2008-06-13
- NEP-REG: Regulation (3) 2002-04-15 2011-04-30 2012-03-28
- NEP-URE: Urban and Real Estate Economics (3) 2005-06-05 2005-06-14 2008-04-12
- NEP-ACC: Accounting and Auditing (2) 2004-06-02 2005-04-03
- NEP-FOR: Forecasting (2) 2008-04-12 2008-06-13
- NEP-GEO: Economic Geography (2) 2005-06-05 2005-06-14
- NEP-GER: German Papers (2) 2015-08-30 2015-08-30
- NEP-IAS: Insurance Economics (1) 2002-04-15
- NEP-IFN: International Finance (1) 2002-04-15
Corrections
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