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Kasper Roszbach

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This is information that was supplied by Kasper Roszbach in registering through RePEc. If you are Kasper Roszbach , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Kasper
Middle Name:
Last Name: Roszbach
Suffix:

RePEc Short-ID: pro102

Email:
Homepage: http://www.riksbank.com/research/roszbach
Postal Address: Sveriges Riksbank Research Division SE 103 37 Stockholm Sweden
Phone: +46.8.7870000

Affiliation

Sveriges Riksbank
Location: Stockholm, Sweden
Homepage: http://www.riksbank.se/
Email:
Phone: 08 - 787 00 00
Fax: 08-21 05 31
Postal: Brunkebergstorg 11, 103 37 Stockholm
Handle: RePEc:edi:rbgovse (more details at EDIRC)

Works

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Working papers

  1. Cerqueiro, G.M. & Ongena, S. & Roszbach, K., 2011. "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," Discussion Paper 2011-087, Tilburg University, Center for Economic Research.
  2. Nakamura, L.I. & Roszbach, K., 2010. "Credit Ratings and Bank Monitoring Ability," Discussion Paper 2010-37S, Tilburg University, Center for Economic Research.
  3. Frisell, Lars & Roszbach, Kasper & spagnolo, giancarlo, 2008. "Governing the Governors: A Clinical Study of Central Banks," Working Paper Series 221, Sveriges Riksbank (Central Bank of Sweden).
  4. Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden).
  5. Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2005. "Exploring Interactions between Real Activity and the Financial Stance," Working Paper Series 184, Sveriges Riksbank (Central Bank of Sweden).
  6. Carling, Kenneth & Rönnegård, Lars & Roszbach, Kasper, 2004. "Is Firm Interdependence within Industries Important for Portfolio Credit Risk?," Working Paper Series 168, Sveriges Riksbank (Central Bank of Sweden).
  7. Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2004. "Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Working Paper Series 162, Sveriges Riksbank (Central Bank of Sweden).
  8. Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2003. "Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies," Working Paper Series 155, Sveriges Riksbank (Central Bank of Sweden).
  9. Carling, Kenneth & Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2002. "Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy," Working Paper Series 142, Sveriges Riksbank (Central Bank of Sweden).
  10. Roszbach, Kasper, 1998. "Bank Lending Policy, Credit Scoring and the Survival of Loans," Working Paper Series in Economics and Finance 261, Stockholm School of Economics.
  11. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of consumer loans and bank lending policy: dormancy versus default risk," Working Paper Series in Economics and Finance 280, Stockholm School of Economics.
  12. Jacobson, Tor & Roszbach, Kasper, 1998. "Bank Lending Policy, Credit Scoring and Value at Risk," Working Paper Series in Economics and Finance 260, Stockholm School of Economics.
  13. K.F. Roszbach & A.C.J. Stokman, 1998. "Eurodynamics in the Netherlands: results of the seventh DNB euro survey," WO Research Memoranda (discontinued) 563, Netherlands Central Bank, Research Department.
  14. Roszbach, Kasper, 1997. "Reaction Function Estimation when Central Banks Face Adjustment Costs," Working Paper Series in Economics and Finance 155, Stockholm School of Economics.
  15. Renström, Thomas I. & Roszbach, Kasper, 1995. "Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy," Working Paper Series in Economics and Finance 65, Stockholm School of Economics.

Articles

  1. Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2013. "Firm Default And Aggregate Fluctuations," Journal of the European Economic Association, European Economic Association, vol. 11(4), pages 945-972, 08.
  2. Carling, Kenneth & Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2007. "Corporate credit risk modeling and the macroeconomy," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 845-868, March.
  3. Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2006. "Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1899-1926, July.
  4. Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005. "Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Journal of Financial Services Research, Springer, vol. 28(1), pages 43-75, October.
  5. Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2005. "Exploring interactions between real activity and the financial stance," Journal of Financial Stability, Elsevier, vol. 1(3), pages 308-341, April.
  6. Kasper Roszbach, 2004. "Bank Lending Policy, Credit Scoring, and the Survival of Loans," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 946-958, November.
  7. Jacobson, Tor & Roszbach, Kasper, 2003. "Bank lending policy, credit scoring and value-at-risk," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 615-633, April.
  8. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 2001. "Dormancy risk and expected profits of consumer loans," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 717-739, April.

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (5) 2008-11-04 2010-05-02 2010-06-26 2013-01-07 2013-06-09. Author is listed
  2. NEP-BEC: Business Economics (4) 2008-11-04 2009-02-28 2010-06-26 2011-09-22
  3. NEP-CBA: Central Banking (3) 2002-09-28 2008-03-25 2008-07-05
  4. NEP-CFN: Corporate Finance (6) 1998-10-15 1998-10-15 1998-11-23 2003-12-14 2004-09-12 2012-04-03. Author is listed
  5. NEP-CTA: Contract Theory & Applications (6) 2008-03-25 2010-05-02 2010-06-26 2011-08-29 2012-04-03 2013-06-09. Author is listed
  6. NEP-ECM: Econometrics (1) 1998-10-19
  7. NEP-EEC: European Economics (1) 2004-06-07
  8. NEP-ENT: Entrepreneurship (1) 2011-09-22
  9. NEP-FIN: Finance (2) 2004-06-07 2004-09-12
  10. NEP-FMK: Financial Markets (6) 1998-10-15 1998-10-15 1998-11-23 2008-07-05 2010-06-26 2012-04-03. Author is listed
  11. NEP-FOR: Forecasting (1) 2013-06-09
  12. NEP-HIS: Business, Economic & Financial History (1) 2008-03-25
  13. NEP-MAC: Macroeconomics (6) 2008-03-25 2008-07-05 2008-11-04 2008-11-04 2009-02-28 2011-09-22. Author is listed
  14. NEP-MFD: Microfinance (2) 2002-09-28 2003-12-14
  15. NEP-MON: Monetary Economics (5) 1998-10-15 1998-10-15 1998-11-23 2008-03-25 2008-07-05. Author is listed
  16. NEP-REG: Regulation (2) 2004-06-07 2010-05-02
  17. NEP-RMG: Risk Management (10) 2002-09-28 2003-12-14 2004-09-12 2008-11-04 2008-11-04 2009-02-28 2010-05-02 2010-06-26 2011-09-22 2013-06-09. Author is listed

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