Til Schuermann - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2004

Title Other author(s)

Robust Capital Regulation

New York Fed Current issues [View] (Paper: ci18-04, 26.05.2012)

Robust Capital Regulation

New York Fed Staff reports [View] (Paper: 490, 13.04.2011)

Macroprudential Supervision of Financial Institutions: Lessons from the SCAP

New York Fed Staff reports [View] (Paper: 409, 26.11.2009)

JEL: G20, G21, G28

Understanding the Securitization of SubprimeMortgage Credit

New York Fed Staff reports [View] (Paper: 318, 07.11.2008)

JEL: G24, G28

Forecasting Economic and Financial Variableswith Global VARs

New York Fed Staff reports [View] (Paper: 317, 28.02.2008)

JEL: C32, C51, C53

Hedge Funds, Financial Intermediation, and Systemic Risk

New York Fed Economic policy review [View] (Paper: 0712kamb, 12.12.2007)

JEL: G12, G21

Hedge Funds, Financial Intermediation, and Systemic Risk

New York Fed Economic policy review [View] (Paper: 0708kamb, 05.09.2007)

JEL: G12, G21

Hedge Funds, Financial Intermediation, and Systemic Risk

New York Fed Staff reports [View] (Paper: 291, 11.07.2007)

JEL: G12, G21

Visible and Hidden Risk Factors for Banks

New York Fed Staff reports [View] (Paper: 252, 01.06.2006)

JEL: G12, G21

Estimating Probabilities of Default

New York Fed Staff reports [View] (Paper: 190, 28.07.2004)

JEL: G21, G28

A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk

New York Fed Staff reports [View] (Paper: 185, 13.05.2004)

JEL: G10, G20, G28

Why Were Banks Better Off in the 2001 Recession?

New York Fed Current issues [View] (Paper: ci10-01, 01.04.2004)

JEL: E32, G21, G28

Papers by year: All | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2004