Details about Kasper Roszbach

Access statistics for papers by Kasper Roszbach.

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

Short-id: pro102

Working Papers

2019

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

2016

2. Collateral damage? On collateral, corporate financing and performance
   Working Paper Series, European Central Bank View citations (5)
3. Credit Ratings, Private Information, and Bank Monitoring Ability
   Working Papers, Federal Reserve Bank of Philadelphia View citations (6)
   See also Journal Article Credit ratings, private information, and bank monitoring ability, Journal of Financial Intermediation, Elsevier (2018) View citations (11) (2018)

2013

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

2012

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

2011

6. Firm default and aggregate fluctuations
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (12)
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) View citations (8)
   Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (8)
   See also Journal Article FIRM DEFAULT AND AGGREGATE FLUCTUATIONS, Journal of the European Economic Association, European Economic Association (2013) View citations (30) (2013)

2008

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

2005

8. Exploring Interactions between Real Activity and the Financial Stance
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (50)
   See also Journal Article Exploring interactions between real activity and the financial stance, Journal of Financial Stability, Elsevier (2005) View citations (56) (2005)

2004

9. 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) 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) View citations (33) (2005)
10. Is Firm Interdependence within Industries Important for Portfolio Credit Risk?
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (8)

2003

11. Bank Lending Policy, Credit Scoring and the Survival of Loans
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (26)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) 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) View citations (40) (2004)
12. 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 (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) View citations (42) (2006)

2002

13. Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (16)

1998

14. Bank Lending Policy, Credit Scoring and Value at Risk
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (5)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (1998) View citations (5)
    See also Journal Article Bank lending policy, credit scoring and value-at-risk, Journal of Banking & Finance, Elsevier (2003) View citations (40) (2003)
15. Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (3)

1997

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

1995

17. 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 View citations (8)

Journal Articles

2018

1. Credit ratings, private information, and bank monitoring ability
   Journal of Financial Intermediation, 2018, 36, (C), 58-73 View citations (11)
   See also Working Paper Credit Ratings, Private Information, and Bank Monitoring Ability, Working Papers (2016) View citations (6) (2016)

2016

2. Collateralization, Bank Loan Rates, and Monitoring
   Journal of Finance, 2016, 71, (3), 1295-1322 View citations (105)

2015

3. Finance and growth: Time series evidence on causality
   Journal of Financial Stability, 2015, 19, (C), 105-118 View citations (67)

2014

4. Financial Stability and Central Bank Governance
   International Journal of Central Banking, 2014, 10, (4), 31-68 View citations (12)

2013

5. FIRM DEFAULT AND AGGREGATE FLUCTUATIONS
   Journal of the European Economic Association, 2013, 11, (4), 945-972 View citations (30)
   See also Working Paper Firm default and aggregate fluctuations, International Finance Discussion Papers (2011) View citations (4) (2011)

2007

6. Corporate credit risk modeling and the macroeconomy
   Journal of Banking & Finance, 2007, 31, (3), 845-868 View citations (125)

2006

7. 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 (42)
   See also Working Paper Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies, Working Paper Series (2003) View citations (1) (2003)

2005

8. 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 (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) View citations (3) (2004)
9. Exploring interactions between real activity and the financial stance
   Journal of Financial Stability, 2005, 1, (3), 308-341 View citations (56)
   See also Working Paper Exploring Interactions between Real Activity and the Financial Stance, Working Paper Series (2005) View citations (50) (2005)

2004

10. Bank Lending Policy, Credit Scoring, and the Survival of Loans
    The Review of Economics and Statistics, 2004, 86, (4), 946-958 View citations (40)
    See also Working Paper Bank Lending Policy, Credit Scoring and the Survival of Loans, Working Paper Series (2003) View citations (26) (2003)

2003

11. Bank lending policy, credit scoring and value-at-risk
    Journal of Banking & Finance, 2003, 27, (4), 615-633 View citations (40)
    See also Working Paper Bank Lending Policy, Credit Scoring and Value at Risk, SSE/EFI Working Paper Series in Economics and Finance (1998) View citations (5) (1998)

2001

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