Details about Kasper Roszbach

Access statistics for papers by Kasper Roszbach.

Last updated 2009-03-27. Update your information in the RePEc Author Service.

Short-id: pro102

Working Papers

2008

1. Firm Default and Aggregate Fluctuations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008)
   Working Papers, Federal Reserve Bank of Philadelphia (2008)
2. Governing the Governors: A Clinical Study of Central Banks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) View citations

2005

3. Exploring Interactions between Real Activity and the Financial Stance
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in Journal of Financial Stability (2005)

2004

4. Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Di Erent?
   Departmental Working Papers, Tor Vergata University, CEIS
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2004) View citations
   See also Journal Article in Journal of Financial Services Research (2005)
5. Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations

2003

6. Bank Lending Policy, Credit Scoring and the Survival of Loans
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   Also in Working Paper Series in Economics and Finance, Stockholm School of Economics (1998)
   See also Journal Article in The Review of Economics and Statistics (2004)
7. Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
   See also Journal Article in Journal of Banking & Finance (2006)

2002

8. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations

1998

9. Bank Lending Policy, Credit Scoring and Value at Risk
   Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (1998) View citations
   See also Journal Article in Journal of Banking & Finance (2003)
10. Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
    Also in Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations
11. Eurodynamics in the Netherlands: results of the seventh DNB euro survey
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department

1997

12. Reaction Function Estimation when Central Banks Face Adjustment Costs
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations

1995

13. Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations

Journal Articles

2007

1. Corporate credit risk modeling and the macroeconomy
   Journal of Banking & Finance, 2007, 31, (3), 845-868 View citations

2006

2. Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies
   Journal of Banking & Finance, 2006, 30, (7), 1899-1926 View citations
   See also Working Paper (2003)

2005

3. Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
   Journal of Financial Services Research, 2005, 28, (1), 43-75 View citations
   See also Working Paper (2004)
4. Exploring interactions between real activity and the financial stance
   Journal of Financial Stability, 2005, 1, (3), 308-341 View citations
   See also Working Paper (2005)

2004

5. Bank Lending Policy, Credit Scoring, and the Survival of Loans
   The Review of Economics and Statistics, 2004, 86, (4), 946-958
   See also Working Paper (2003)

2003

6. Bank lending policy, credit scoring and value-at-risk
   Journal of Banking & Finance, 2003, 27, (4), 615-633 View citations
   See also Working Paper (1998)

2001

7. Dormancy risk and expected profits of consumer loans
   Journal of Banking & Finance, 2001, 25, (4), 717-739 View citations