Kasper Roszbach - Central Bank Research Hub

Papers by year: All | 2016 | 2014 | 2012 | 2011 | 2008 | 2005 | 2004

Title Other author(s)

Credit Ratings, Private Information, and Bank Monitoring Ability

Philadelphia Fed Working Papers [View] (Paper: 16-14, 16.06.2016)

JEL: D82, G18, G21, G24, G32, G33

Collateral damage? On collateral, corporate financing and performance

European Central Bank Working papers [View] (Paper: 1918, 08.06.2016)

JEL: D22, G21, G32

Financial Stability and Central Bank Governance

IJCB International Journal of Central Banking [View] (Paper: 14q4a2, 01.12.2014)

JEL: E58, G18, G34, G38

Financial Stability and Central Bank Governance

IJCB International Journal of Central Banking [View] (Paper: 14q4a2, 01.12.2014)

JEL: E58, G18, G34, G38

Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment

Sveriges Riksbank Working Papers [View] (Paper: 257, 24.02.2012)

JEL: D82, G21

Firm Default and Aggregate Fluctuations

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1029, 08.09.2011)

Firm Default and Aggregate Fluctuations

Sveriges Riksbank Working Papers [View] (Paper: 226, 01.11.2008)

JEL: C35, C41, C52, E44, G21, G33

Governing the Governors: A Clinical Study of Central Banks

Sveriges Riksbank Working Papers [View] (Paper: 221, 01.04.2008)

JEL: E58, G18, G34, G38

Exploring Interactions between Real Activity and the Financial Stance

Sveriges Riksbank Working Papers [View] (Paper: 184, 01.06.2005)

JEL: C41, G21, G33, G38

Is Firm Interdependence within Industries Important for Portfolio Credit Risk?

Sveriges Riksbank Working Papers [View] (Paper: 168, 09.09.2004)

JEL: C34, C35, D61, D81, G21

Bank Lending Policy, Credit Scoring and the Survival of Loans

Sveriges Riksbank Working Papers [View] (Paper: 154, 22.05.2004)

JEL: C34, C35, D61, D81, G21

Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks¿ Risk Classification Policies

Sveriges Riksbank Working Papers [View] (Paper: 155, 22.05.2004)

JEL: C14, C15, G21, G28, G33

Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy

Sveriges Riksbank Working Papers [View] (Paper: 142, 21.05.2004)

JEL: C41, G21, G33, G38

Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Sveriges Riksbank Working Papers [View] (Paper: 162, 01.01.2004)

JEL: C14, C15, G21, G28, G33

Papers by year: All | 2016 | 2014 | 2012 | 2011 | 2008 | 2005 | 2004