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Kasper Roszbach
Kasper Roszbach
Director of Research, Norges Bank
Verified email at norges-bank.no - Homepage
Title
Cited by
Cited by
Year
Corporate credit risk modeling and the macroeconomy
K Carling, T Jacobson, J Lindé, K Roszbach
Journal of banking & finance 31 (3), 845-868, 2007
4262007
Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
G Cerqueiro, S Ongena, K Roszbach
Riksbank Research Paper Series, 2012
323*2012
Bank lending policy, credit scoring and value-at-risk
T Jacobson, K Roszbach
Journal of banking & finance 27 (4), 615-633, 2003
2682003
Finance and Growth: Time Series Evidence on Causality
O Peia, K Roszbach
Available at SSRN 2206221, 2013
1942013
Finance and Growth: Time Series Evidence on Causality
O Peia, K Roszbach
Available at SSRN 2206221, 2013
1942013
Credit risk versus capital requirements under Basel II: are SME loans and retail credit really different?
T Jacobson, J Lindé, K Roszbach
Journal of Financial Services Research 28 (1), 43-75, 2005
1682005
Bank lending policy, credit scoring, and the survival of loans
K Roszbach
Review of Economics and Statistics 86 (4), 946-958, 2004
1612004
Internal ratings systems, implied credit risk and the consistency of banks’ risk classification policies
T Jacobson, J Lindé, K Roszbach
Journal of Banking & Finance 30 (7), 1899-1926, 2006
1572006
Firm default and aggregate fluctuations
T Jacobson, R Kindell, J Lindé, K Roszbach
CEPR Discussion Paper No. DP7083, 2008
146*2008
Exploring interactions between real activity and the financial stance
T Jacobson, J Lindé, K Roszbach
Journal of Financial Stability 1 (3), 308-341, 2005
1282005
Capital charges under Basel II: corporate credit risk modelling and the macro economy
K Carling, T Jacobson, J Lindé, K Roszbach
Sveriges Riksbank Working Paper Series, 2002
652002
Bad times, good credit
B Becker, M Bos, K Roszbach
Journal of Money, Credit and Banking 52 (S1), 107-142, 2020
542020
Governing the governors: a clinical study of central banks
L Frisell, K Roszbach, G Spagnolo
CEPR Discussion Paper No. DP6888, 2008
522008
Credit ratings, private information, and bank monitoring ability
LI Nakamura, K Roszbach
Journal of Financial Intermediation 36, 58-73, 2018
412018
Is firm interdependence within industries important for portfolio credit risk?
K Carling, L Rönnegĺrd, K Roszbach
Sveriges Riksbank Working Paper Series, 2004
372004
Dormancy risk and expected profits of consumer loans
K Carling, T Jacobson, K Roszbach
Journal of Banking & Finance 25 (4), 717-739, 2001
332001
Credit ratings and bank monitoring ability
LI Nakamura, K Roszbach
FRB of Philadelphia Working Paper, 2013
302013
Financial stability and central bank governance
M Koetter, K Roszbach, G Spagnolo
37th issue (December 2014) of the International Journal of Central Banking, 2018
292018
Collateral damaged? Priority structure, credit supply, and firm performance
G Cerqueiro, S Ongena, K Roszbach
Journal of Financial Intermediation 44, 100824, 2020
282020
Exploring relationships between Firms Balance Sheets and the Macro Economy
K Carling, T Jacobson, J Lindé, K Roszbach
Research Department, Sveriges Riksbank, 2004
242004
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