Details about Kasper Roszbach

Access statistics for papers by Kasper Roszbach.

Last updated 2020-08-31. 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 (3)
   See also Journal Article in Journal of Financial Intermediation (2018)

2013

4. Credit ratings and bank monitoring ability
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (1)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
   Working Papers, Federal Reserve Bank of Philadelphia (2010) View citations (6)

2012

5. Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (2)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
   Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (6)
   2012 Meeting Papers, Society for Economic Dynamics (2012)

2011

6. Firm default and aggregate fluctuations
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2008) View citations (8)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (12)
   Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (8)
   See also Journal Article in Journal of the European Economic Association (2013)

2008

7. Governing the Governors: A Clinical Study of Central Banks
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (4)

2005

8. Exploring Interactions between Real Activity and the Financial Stance
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (45)
   See also Journal Article in Journal of Financial Stability (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 in Journal of Financial Services Research (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 (19)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (1)
    See also Journal Article in The Review of Economics and Statistics (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 in Journal of Banking & Finance (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 (14)

1998

14. Bank Lending Policy, Credit Scoring and Value at Risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (4)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (5)
    See also Journal Article in Journal of Banking & Finance (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 (2)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) View citations (2)
16. Eurodynamics in the Netherlands: results of the seventh DNB euro survey
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department

1997

17. 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

18. 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 (7)

Journal Articles

2018

1. Credit ratings, private information, and bank monitoring ability
   Journal of Financial Intermediation, 2018, 36, (C), 58-73 View citations (2)
   See also Working Paper (2016)

2016

2. Collateralization, Bank Loan Rates, and Monitoring
   Journal of Finance, 2016, 71, (3), 1295-1322 View citations (43)

2015

3. Finance and growth: Time series evidence on causality
   Journal of Financial Stability, 2015, 19, (C), 105-118 View citations (44)

2014

4. Financial Stability and Central Bank Governance
   International Journal of Central Banking, 2014, 10, (4), 31-68 View citations (9)

2013

5. FIRM DEFAULT AND AGGREGATE FLUCTUATIONS
   Journal of the European Economic Association, 2013, 11, (4), 945-972 View citations (19)
   See also Working Paper (2011)

2007

6. Corporate credit risk modeling and the macroeconomy
   Journal of Banking & Finance, 2007, 31, (3), 845-868 View citations (97)

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 (35)
   See also Working Paper (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 (29)
   See also Working Paper (2004)
9. Exploring interactions between real activity and the financial stance
   Journal of Financial Stability, 2005, 1, (3), 308-341 View citations (50)
   See also Working Paper (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 (32)
    See also Working Paper (2003)

2003

11. Bank lending policy, credit scoring and value-at-risk
    Journal of Banking & Finance, 2003, 27, (4), 615-633 View citations (30)
    See also Working Paper (1998)

2001

12. Dormancy risk and expected profits of consumer loans
    Journal of Banking & Finance, 2001, 25, (4), 717-739 View citations (8)