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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 2020-08-31. 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 (4)
  2. Credit Ratings, Private Information, and Bank Monitoring Ability
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)
    See also Journal Article in Journal of Financial Intermediation (2018)

2013

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

2012

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

2011

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

    See also Journal Article in Journal of the European Economic Association (2013)

2008

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

2005

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

    See also Journal Article in The Review of Economics and Statistics (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 in Journal of Banking & Finance (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 (14)

1998

  1. Bank Lending Policy, Credit Scoring and Value at Risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (4)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) Downloads View citations (5)

    See also Journal Article in Journal of Banking & Finance (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 (2)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1998) Downloads View citations (2)
  3. Eurodynamics in the Netherlands: results of the seventh DNB euro survey
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department

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 (7)

Journal Articles

2018

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

2016

  1. Collateralization, Bank Loan Rates, and Monitoring
    Journal of Finance, 2016, 71, (3), 1295-1322 Downloads View citations (37)

2015

  1. Finance and growth: Time series evidence on causality
    Journal of Financial Stability, 2015, 19, (C), 105-118 Downloads View citations (41)

2014

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

2013

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

2007

  1. Corporate credit risk modeling and the macroeconomy
    Journal of Banking & Finance, 2007, 31, (3), 845-868 Downloads View citations (94)

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 (34)
    See also Working Paper (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 (29)
    See also Working Paper (2004)
  2. Exploring interactions between real activity and the financial stance
    Journal of Financial Stability, 2005, 1, (3), 308-341 Downloads View citations (50)
    See also Working Paper (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 (30)
    See also Working Paper (2003)

2003

  1. Bank lending policy, credit scoring and value-at-risk
    Journal of Banking & Finance, 2003, 27, (4), 615-633 Downloads View citations (29)
    See also Working Paper (1998)

2001

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