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Kasper Roszbach

Personal Details

First Name:Kasper
Middle Name:
Last Name:Roszbach
Suffix:
RePEc Short-ID:pro102
http://www.riksbank.se/research/roszbach
Norges bank Research Department
Terminal Degree:1998 Department of Economics; Stockholm School of Economics (from RePEc Genealogy)

Affiliation

(80%) Norges Bank

Oslo, Norway
http://www.norges-bank.no/
RePEc:edi:nbgovno (more details at EDIRC)

(19%) Faculteit Economie en Bedrijfskunde
Rijksuniversiteit Groningen

Groningen, Netherlands
http://www.rug.nl/feb/
RePEc:edi:ferugnl (more details at EDIRC)

(1%) Sveriges Riksbank

Stockholm, Sweden
http://www.riksbank.se/
RePEc:edi:rbgovse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Geraldo Cerqueiro & Steven Ongena & Kasper Roszbach, 2019. "Collateral damaged? Priority structure, credit supply, and firm performance," Working Paper 2019/9, Norges Bank.
  2. Leonard I. Nakamura & Kasper Roszbach, 2016. "Credit Ratings, Private Information, and Bank Monitoring Ability," Working Papers 16-14, Federal Reserve Bank of Philadelphia.
  3. Ongena, Steven & Cerqueiro, Geraldo & Roszbach, Kasper, 2016. "Collateral damage? On collateral, corporate financing and performance," Working Paper Series 1918, European Central Bank.
  4. Cerqueiro, Geraldo & Ongena, Steven & Roszbach, Kasper, 2012. "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," Working Paper Series 257, Sveriges Riksbank (Central Bank of Sweden).
  5. Leonard I. Nakamura & Kasper Roszbach, 2010. "Credit ratings and bank monitoring ability," Working Papers 10-21, Federal Reserve Bank of Philadelphia.
  6. 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).
  7. Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden).
  8. 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).
  9. 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).
  10. 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).
  11. 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).
  12. 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).
  13. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998. "Duration of consumer loans and bank lending policy: dormancy versus default risk," SSE/EFI Working Paper Series in Economics and Finance 280, Stockholm School of Economics.
  14. Jacobson, Tor & Roszbach, Kasper, 1998. "Bank Lending Policy, Credit Scoring and Value at Risk," SSE/EFI Working Paper Series in Economics and Finance 260, Stockholm School of Economics.
  15. Roszbach, Kasper, 1998. "Bank Lending Policy, Credit Scoring and the Survival of Loans," SSE/EFI Working Paper Series in Economics and Finance 261, Stockholm School of Economics.
  16. Roszbach, Kasper, 1997. "Reaction Function Estimation when Central Banks Face Adjustment Costs," SSE/EFI Working Paper Series in Economics and Finance 155, Stockholm School of Economics.
  17. Renström, Thomas I. & Roszbach, Kasper, 1995. "Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy," SSE/EFI Working Paper Series in Economics and Finance 65, Stockholm School of Economics.

Articles

  1. Nakamura, Leonard I. & Roszbach, Kasper, 2018. "Credit ratings, private information, and bank monitoring ability," Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 58-73.
  2. Geraldo Cerqueiro & Steven Ongena & Kasper Roszbach, 2016. "Collateralization, Bank Loan Rates, and Monitoring," Journal of Finance, American Finance Association, vol. 71(3), pages 1295-1322, June.
  3. Peia, Oana & Roszbach, Kasper, 2015. "Finance and growth: Time series evidence on causality," Journal of Financial Stability, Elsevier, vol. 19(C), pages 105-118.
  4. Michael Koetter & Kasper Roszbach & Giancarlo Spagnolo, 2014. "Financial Stability and Central Bank Governance," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 31-68, December.
  5. 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, August.
  6. 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.
  7. 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.
  8. 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;Western Finance Association, vol. 28(1), pages 43-75, October.
  9. 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.
  10. 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.
  11. 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.
  12. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (9) 2002-09-28 2003-12-14 2004-09-12 2008-11-04 2008-11-04 2009-02-28 2010-06-26 2011-09-22 2013-06-09. Author is listed
  2. NEP-CFN: Corporate Finance (7) 1998-10-15 1998-10-15 1998-11-23 2003-12-14 2004-09-12 2012-04-03 2020-09-14. Author is listed
  3. NEP-BAN: Banking (6) 2008-11-04 2010-06-26 2013-01-07 2013-06-09 2016-07-09 2020-09-14. Author is listed
  4. 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
  5. 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
  6. NEP-BEC: Business Economics (5) 2008-11-04 2009-02-28 2010-06-26 2011-09-22 2016-07-16. Author is listed
  7. NEP-MON: Monetary Economics (5) 1998-10-15 1998-10-15 1998-11-23 2008-03-25 2008-07-05. Author is listed
  8. NEP-CTA: Contract Theory and Applications (4) 2008-03-25 2010-06-26 2012-04-03 2013-06-09
  9. NEP-CBA: Central Banking (3) 2002-09-28 2008-03-25 2008-07-05
  10. NEP-FIN: Finance (2) 2004-06-07 2004-09-12
  11. NEP-MFD: Microfinance (2) 2002-09-28 2003-12-14
  12. NEP-ECM: Econometrics (1) 1998-10-19
  13. NEP-EEC: European Economics (1) 2004-06-07
  14. NEP-EFF: Efficiency and Productivity (1) 2020-09-14
  15. NEP-ENT: Entrepreneurship (1) 2011-09-22
  16. NEP-EUR: Microeconomic European Issues (1) 2016-07-16
  17. NEP-FDG: Financial Development and Growth (1) 2020-09-14
  18. NEP-FOR: Forecasting (1) 2013-06-09
  19. NEP-GER: German Papers (1) 2016-07-16
  20. NEP-HIS: Business, Economic and Financial History (1) 2008-03-25
  21. NEP-REG: Regulation (1) 2004-06-07

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