Kasper Roszbach
Kasper Roszbach
Director of Research, Norges Bank
Verified email at norges-bank.no
TitleCited byYear
Corporate credit risk modeling and the macroeconomy
K Carling, T Jacobson, J Lindé, K Roszbach
Journal of banking & Finance 31 (3), 845-868, 2007
2962007
Corporate credit risk modeling and the macroeconomy
K Carling, T Jacobson, J Lindé, K Roszbach
Journal of banking & Finance 31 (3), 845-868, 2007
2962007
Bank lending policy, credit scoring and value-at-risk
T Jacobson, K Roszbach
Journal of banking & finance 27 (4), 615-633, 2003
1862003
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 (1-3), 43-75, 2005
1322005
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
1322005
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
1212006
Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment
G Cerqueiro, S Ongena, K Roszbach
Riksbank Research Paper Series, 2012
117*2012
Exploring interactions between real activity and the financial stance
T Jacobson, J Lindé, K Roszbach
Journal of Financial Stability 1 (3), 308-341, 2005
1172005
Bank lending policy, credit scoring, and the survival of loans
K Roszbach
Review of Economics and Statistics 86 (4), 946-958, 2004
1172004
Collateralization, bank loan rates, and monitoring
G Cerqueiro, S Ongena, K Roszbach
The Journal of Finance 71 (3), 1295-1322, 2016
1042016
Collateralization, bank loan rates, and monitoring
G Cerqueiro, S Ongena, K Roszbach
The Journal of Finance 71 (3), 1295-1322, 2016
1042016
Firm default and aggregate fluctuations
T Jacobson, J Lindé, K Roszbach
Journal of the European Economic Association 11 (4), 945-972, 2013
972013
Firm default and aggregate fluctuations
T Jacobson, R Kindell, J Lindé, K Roszbach
CEPR Discussion Paper No. DP7083, 2008
97*2008
Finance and Growth: Time Series Evidence on Causality
O Peia, K Roszbach
Available at SSRN 2206221, 2013
812013
Finance and Growth: Time Series Evidence on Causality
O Peia, K Roszbach
Available at SSRN 2206221, 2013
812013
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
512002
Governing the governors: a clinical study of central banks
L Frisell, K Roszbach, G Spagnolo
CEPR Discussion Paper No. DP6888, 2008
362008
Is firm interdependence within industries important for portfolio credit risk?
K Carling, L Rönnegĺrd, K Roszbach
Sveriges Riksbank Working Paper Series, 2004
312004
Dormancy risk and expected profits of consumer loans
K Carling, T Jacobson, K Roszbach
Journal of Banking & Finance 25 (4), 717-739, 2001
282001
Exploring relationships between Firms Balance Sheets and the Macro Economy
K Carling, T Jacobson, J Lindé, K Roszbach
Research Department, Sveriges Riksbank, 2004
202004
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