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Til Schuermann

Til Schuermann

D-Index & Metrics

Economics and Finance

D-Index
38
Citations
8492
World Ranking
2518
National Ranking
1417

Research.com Recognitions

  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)

Overview

Til Schuermann is affiliated with Oliver Wyman in the United States and specializes in research within the fields of Economics, Econometrics, and Finance. Their work spans multiple subfields, including Finance, Economics and Econometrics, Mechanics of Materials, General Economics, Econometrics and Finance, and Health, Toxicology and Mutagenesis.

The main topics covered in their research include Banking stability, regulation, and efficiency; Sustainable Finance and Green Bonds; Credit Risk and Financial Regulations; Economic, financial, and policy analysis; Climate Change and Health Impacts; Innovation, Sustainability, and Human-Machine Systems; and Market Dynamics and Volatility.

Schuermann has published extensively, with a notable presence in venues such as the SSRN Electronic Journal, the Journal of Money Credit and Banking, the Journal of Risk Management in Financial Institutions, Cambridge University Press eBooks, and The Journal of Portfolio Management. Their recent papers include:

  • Capital Adequacy Pre- and Postcrisis and the Role of Stress Testing (2020, Journal of Money Credit and Banking)
  • Stress Testing in a World of Compound Risks and Polycrises (2023, SSRN Electronic Journal)
  • Stressing the Fed Stress Tests Against COVID-19 (2020, SSRN Electronic Journal)
  • Managing the Risk of Climate Change (2021, Journal of Risk Management in Financial Institutions)
  • Stress Testing for Commercial, Investment and Custody Banks (2020, SSRN Electronic Journal)

Frequent co-authors collaborating with Schuermann include J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer, Carey Hsu, and Clinton Lively.

The scholar's work has contributed to an understanding of stress testing within financial institutions, climate change risk management, and banking regulation. They have been recognized as a Fellow of the Financial Institutions Center (FIC), reflecting engagement with financial institution research communities.

Best Publications

  • Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model

    M. Hashem Pesaran;Til Schuermann;Scott M Weiner

  • Understanding the Securitization of Subprime Mortgage Credit

    Adam B. Ashcraft;Til Schuermann

  • Ratings migration and the business cycle, with application to credit portfolio stress testing

    Anil Bangia;Francis X Diebold;André Kronimus;Christian Schagen

  • Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management

    Francis X. Diebold;Til Schuermann;John D. Stroughair

  • A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks *

    Joshua V. Rosenberg;Til Schuermann

  • Macroeconomic Dynamics and Credit Risk: A Global Perspective

    M. Hashem Pesaran;Til Schuermann;Bjorn-Jakob Treutler;Scott M. Weiner

  • Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions

    Evan Gatev;Til Schuermann;Philip E. Strahan

  • What Do We Know About Loss Given Default? 1

    Til Schuermann

  • Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model

    M. Hashem Pesaran;M. Hashem Pesaran;Scott M. Weiner;Til Schuermann

  • Forecasting economic and financial variables with global VARs

    M. Hashem Pesaran;M. Hashem Pesaran;Til Schuermann;Til Schuermann;Til Schuermann;L. Vanessa Smith

  • Credit rating dynamics and Markov mixture models

    Halina Frydman;Til Schuermann

  • Horizon Problems and Extreme Events in Financial Risk Management

    Peter F. Christoffersen;Francis X. Diebold;Til Schuermann

  • Measurement, estimation and comparison of credit migration matrices

    Yusuf Jafry;Til Schuermann

  • Stress testing banks

    Til Schuermann;Til Schuermann

  • Understanding the Securitization of Subprime Mortgage Credit

    Adam B. Ashcraft;Til Schuermann

  • Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management

    Anil Bangia;Francis X. Diebold;Til Schuermann;John D. Stroughair

  • Macroprudential supervision of financial institutions: lessons from the SCAP

    Beverly Hirtle;Til Schuermann;Kevin J. Stiroh

  • Converting 1-Day Volatility to h-Day Volatility: Scaling by is Worse than You Think

    Francis X. Diebold;Andrew Hickman;Atsushi Inoue;Til Schuermann

  • Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing

    Anil Bangia;Francis X. Diebold;Til Schuermann

  • Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing

    Anil Bangia;Francis X. Diebold;Francis X. Diebold;Til Schuermann

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

    Joshua V. Rosenberg;Til Schuermann

  • Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates

    Andrew Kuritzkes;Til Schuermann;Scott M. Weiner

  • Confidence intervals for probabilities of default

    Samuel G. Hanson;Til Schuermann

  • Risk Measurement, Risk Management, and Capital Adequacy in Financial Conglomerates

    Andrew Kuritzkes;Til Schuermann;Scott M. Weiner

  • Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions

    Evan Gatev;Philip E. Strahan;Philip E. Strahan;Til Schuermann

Frequent Co-Authors

M. Hashem Pesaran
M. Hashem Pesaran University of Cambridge
Francis X. Diebold
Francis X. Diebold University of Pennsylvania
Philip E. Strahan
Philip E. Strahan Boston College
Samuel Gregory Hanson
Samuel Gregory Hanson Harvard University
Peter Christoffersen
Peter Christoffersen University of Toronto
Anjan V. Thakor
Anjan V. Thakor Washington University in St. Louis
Viral V. Acharya
Viral V. Acharya New York University
Richard J. Herring
Richard J. Herring University of Pennsylvania
Peter E. Rossi
Peter E. Rossi University of California, Los Angeles
Marc Nerlove
Marc Nerlove University of Maryland, College Park

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