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Details about Kasper Roszbach

E-mail:
Homepage:http://www.riksbank.se/research/roszbach
Postal address:Norges bank Research Department
Workplace:Norges Bank (Central Bank of Norway), (more information at EDIRC)
Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Rijksuniversiteit Groningen (Royal University of Groningen), (more information at EDIRC)
Sveriges Riksbank (Central Bank of Sweden), (more information at EDIRC)

Access statistics for papers by Kasper Roszbach.

Last updated 2022-10-24. Update your information in the RePEc Author Service.

Short-id: pro102


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Working Papers

2019

  1. Collateral damaged? Priority structure, credit supply, and firm performance
    Working Paper, Norges Bank Downloads

2016

  1. Collateral damage? On collateral, corporate financing and performance
    Working Paper Series, European Central Bank Downloads View citations (5)
  2. Credit Ratings, Private Information, and Bank Monitoring Ability
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (6)
    See also Journal Article Credit ratings, private information, and bank monitoring ability, Journal of Financial Intermediation, Elsevier (2018) Downloads View citations (10) (2018)

2013

  1. Credit ratings and bank monitoring ability
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (4)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (4)
    Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads View citations (8)
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (4)

2012

  1. Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads View citations (6)
    Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (6)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads View citations (6)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2012) Downloads View citations (3)

2011

  1. Firm default and aggregate fluctuations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (12)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) Downloads View citations (8)

    See also Journal Article FIRM DEFAULT AND AGGREGATE FLUCTUATIONS, Journal of the European Economic Association, European Economic Association (2013) Downloads View citations (27) (2013)

2008

  1. Governing the Governors: A Clinical Study of Central Banks
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (13)

2005

  1. Exploring Interactions between Real Activity and the Financial Stance
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (48)
    See also Journal Article Exploring interactions between real activity and the financial stance, Journal of Financial Stability, Elsevier (2005) Downloads View citations (53) (2005)

2004

  1. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (3)
    See also Journal Article Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?, Journal of Financial Services Research, Springer (2005) Downloads View citations (33) (2005)
  2. Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (8)

2003

  1. Bank Lending Policy, Credit Scoring and the Survival of Loans
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (26)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) Downloads View citations (2)

    See also Journal Article Bank Lending Policy, Credit Scoring, and the Survival of Loans, The Review of Economics and Statistics, MIT Press (2004) Downloads View citations (39) (2004)
  2. Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    See also Journal Article Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies, Journal of Banking & Finance, Elsevier (2006) Downloads View citations (37) (2006)

2002

  1. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (15)

1998

  1. Bank Lending Policy, Credit Scoring and Value at Risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (5)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) Downloads View citations (5)

    See also Journal Article Bank lending policy, credit scoring and value-at-risk, Journal of Banking & Finance, Elsevier (2003) Downloads View citations (38) (2003)
  2. Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (3)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) Downloads View citations (3)

1997

  1. Reaction Function Estimation when Central Banks Face Adjustment Costs
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)

1995

  1. Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (8)

Journal Articles

2018

  1. Credit ratings, private information, and bank monitoring ability
    Journal of Financial Intermediation, 2018, 36, (C), 58-73 Downloads View citations (10)
    See also Working Paper Credit Ratings, Private Information, and Bank Monitoring Ability, Working Papers (2016) Downloads View citations (6) (2016)

2016

  1. Collateralization, Bank Loan Rates, and Monitoring
    Journal of Finance, 2016, 71, (3), 1295-1322 Downloads View citations (82)

2015

  1. Finance and growth: Time series evidence on causality
    Journal of Financial Stability, 2015, 19, (C), 105-118 Downloads View citations (59)

2014

  1. Financial Stability and Central Bank Governance
    International Journal of Central Banking, 2014, 10, (4), 31-68 Downloads View citations (10)

2013

  1. FIRM DEFAULT AND AGGREGATE FLUCTUATIONS
    Journal of the European Economic Association, 2013, 11, (4), 945-972 Downloads View citations (27)
    See also Working Paper Firm default and aggregate fluctuations, International Finance Discussion Papers (2011) Downloads View citations (4) (2011)

2007

  1. Corporate credit risk modeling and the macroeconomy
    Journal of Banking & Finance, 2007, 31, (3), 845-868 Downloads View citations (114)

2006

  1. Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies
    Journal of Banking & Finance, 2006, 30, (7), 1899-1926 Downloads View citations (37)
    See also Working Paper Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies, Working Paper Series (2003) Downloads View citations (1) (2003)

2005

  1. 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 Downloads View citations (33)
    See also Working Paper Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?, Working Paper Series (2004) Downloads View citations (3) (2004)
  2. Exploring interactions between real activity and the financial stance
    Journal of Financial Stability, 2005, 1, (3), 308-341 Downloads View citations (53)
    See also Working Paper Exploring Interactions between Real Activity and the Financial Stance, Working Paper Series (2005) Downloads View citations (48) (2005)

2004

  1. Bank Lending Policy, Credit Scoring, and the Survival of Loans
    The Review of Economics and Statistics, 2004, 86, (4), 946-958 Downloads View citations (39)
    See also Working Paper Bank Lending Policy, Credit Scoring and the Survival of Loans, Working Paper Series (2003) Downloads View citations (26) (2003)

2003

  1. Bank lending policy, credit scoring and value-at-risk
    Journal of Banking & Finance, 2003, 27, (4), 615-633 Downloads View citations (38)
    See also Working Paper Bank Lending Policy, Credit Scoring and Value at Risk, Working Paper Series (1998) Downloads View citations (5) (1998)

2001

  1. Dormancy risk and expected profits of consumer loans
    Journal of Banking & Finance, 2001, 25, (4), 717-739 Downloads View citations (9)
 
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