Tobias Berg

Frankfurt School of Finance & Management

Associate Professor

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

  • Frankfurt School of Finance & Management

SCHOLARLY PAPERS

21

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16,114

SSRN CITATIONS
Rank 3,987

SSRN RANKINGS

Top 3,987

in Total Papers Citations

256

CROSSREF CITATIONS

75

Scholarly Papers (21)

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1.

On the Rise of FinTechs – Credit Scoring Using Digital Footprints

Downloads 5,488 ( 1,631)
Citation 43

On the Rise of FinTechs – Credit Scoring Using Digital Footprints

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-12
Number of pages: 66 Posted: 12 May 2018 Last Revised: 15 Aug 2019
Tobias Berg, Valentin Burg, Ana Gombović and Manju Puri
Frankfurt School of Finance & Management, Humboldt University, Frankfurt School of Finance & Management and Duke University - Fuqua School of Business
Downloads 5,405 (1,655)
Citation 40

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FinTech, Lending, Unbanked Households, Privacy, Credit Bureau Scores

On the Rise of Fintechs – Credit Scoring Using Digital Footprints

NBER Working Paper No. w24551
Number of pages: 51 Posted: 02 May 2018 Last Revised: 31 Jan 2021
Tobias Berg, Valentin Burg, Ana Gombović and Manju Puri
Frankfurt School of Finance & Management, Humboldt University of Berlin, Frankfurt School of Finance & Management and Duke University - Fuqua School of Business
Downloads 83 (354,045)
Citation 1

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2.

Does Contingent Capital Induce Excessive Risk-Taking?

Journal of Financial Intermediation, Forthcoming
Number of pages: 55 Posted: 17 Nov 2010 Last Revised: 11 Feb 2015
Tobias Berg and Christoph Kaserer
Frankfurt School of Finance & Management and Technische Universität München (TUM)
Downloads 1,627 (12,660)
Citation 17

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Contingent capital, banking regulation, risk-taking incentives, asset substitution, debt overhang, credit crunch

3.

From Actual to Risk-Neutral Default Probabilities: Merton and Beyond

Number of pages: 36 Posted: 03 Mar 2009
Tobias Berg
Frankfurt School of Finance & Management
Downloads 1,381 (16,388)
Citation 7

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credit spreads, risk premia, structural models of default, unobservable asset values

4.

Estimating Equity Premia from CDS Spreads

EFA 2009 Bergen Meetings Paper
Number of pages: 30 Posted: 16 Oct 2007 Last Revised: 22 Jun 2016
Christoph Kaserer and Tobias Berg
Technische Universität München (TUM) and Frankfurt School of Finance & Management
Downloads 978 (27,358)
Citation 2

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credit risk premim, equity premium, market sharpe ratio, credit risk, structural models of default

5.

The Total Cost of Corporate Borrowing in the Loan Market: Don't Ignore the Fees

Journal of Finance, Forthcoming
Number of pages: 49 Posted: 02 Nov 2012 Last Revised: 03 Apr 2015
Tobias Berg, Anthony Saunders and Sascha Steffen
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 944 (28,809)
Citation 43

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Options and syndicated loans, fees, asymmetric information

6.

'Brexit' and the Contraction of Syndicated Lending

Number of pages: 36 Posted: 23 Nov 2016 Last Revised: 27 May 2020
Tobias Berg, Anthony Saunders, Larissa Schäfer and Sascha Steffen
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 795 (36,522)
Citation 4

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Brexit, Syndicated Loans, Competition, Financial Centers

7.

Loan Officer Incentives, Internal Rating Models and Default Rates

Downloads 737 ( 40,566)
Citation 8

Loan Officer Incentives, Internal Rating Models and Default Rates

AFA 2013 San Diego Meetings Paper
Number of pages: 63 Posted: 16 Mar 2012 Last Revised: 19 Aug 2019
Tobias Berg, Manju Puri and Jörg Rocholl
Frankfurt School of Finance & Management, Duke University - Fuqua School of Business and ESMT European School of Management and Technology
Downloads 710 (42,055)
Citation 7

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loan officer incentives, internal ratings, hard information, Lucas critique

Loan Officer Incentives and the Limits of Hard Information

NBER Working Paper No. w19051
Number of pages: 41 Posted: 18 May 2013
Tobias Berg, Manju Puri and Jörg Rocholl
Frankfurt School of Finance & Management, Duke University - Fuqua School of Business and ESMT European School of Management and Technology
Downloads 27 (580,099)
Citation 1

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8.

What Explains the Difference in Leverage between Banks and Non-Banks?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 56 Posted: 05 Mar 2016 Last Revised: 08 Mar 2016
Tobias Berg and Jasmin Gider
Frankfurt School of Finance & Management and Tilburg University - Tilburg University School of Economics and Management
Downloads 699 (43,577)
Citation 4

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Bank Capital, Bank Leverage, Capital Regulation

9.

The Term Structure of Risk Premia: Evidence from CDS Spreads

Downloads 659 ( 47,181)
Citation 2

The Term Structure of Risk Premia: Evidence from CDS Spreads

Number of pages: 43 Posted: 22 May 2009 Last Revised: 07 Jan 2013
Tobias Berg
Frankfurt School of Finance & Management
Downloads 419 (82,261)
Citation 2

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time-varying risk premia, return predictability, credit risk, equity premium, structural models of default

The Term Structure of Risk Premia: New Evidence from the Financial Crisis

ECB Working Paper No. 1165
Number of pages: 48 Posted: 08 Apr 2010
Tobias Berg
Frankfurt School of Finance & Management
Downloads 240 (151,238)

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credit risk, risk premia, equity premium, mean reversion, structural models of default

10.

Handling Spillover Effects in Empirical Research

Number of pages: 66 Posted: 23 May 2019 Last Revised: 29 Oct 2020
Tobias Berg, Markus Reisinger and Daniel Streitz
Frankfurt School of Finance & Management, Frankfurt School of Finance & Management - Economics Department and Copenhagen Business School
Downloads 563 (57,718)
Citation 4

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Spillovers, Cournot, Salop, Agglomeration, Demand Spillovers, Direct vs. Indirect Effects, Credit Supply

11.

Mind the Gap: The Difference between U.S. and European Loan Rates

Downloads 559 ( 58,274)
Citation 16

Mind the Gap: The Difference between U.S. and European Loan Rates

Number of pages: 55 Posted: 30 Nov 2013 Last Revised: 04 Sep 2017
Tobias Berg, Anthony Saunders, Sascha Steffen and Daniel Streitz
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 514 (64,031)
Citation 3

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Loans, corporate debt, fees, market integration, globalization

Mind the Gap: The Difference between U.S. and European Loan Rates

ZEW - Centre for European Economic Research Discussion Paper No. 16-018
Number of pages: 50 Posted: 12 Apr 2016
Tobias Berg, Anthony Saunders, Sascha Steffen and Daniel Streitz
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 45 (484,258)
Citation 12

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Loans, corporate debt, fees, market integration, globalization

12.

Playing the Devil's Advocate: The Causal Effect of Risk Management on Loan Quality

The Review of Financial Studies (Forthcoming)
Number of pages: 55 Posted: 11 May 2014 Last Revised: 30 Jun 2015
Tobias Berg
Frankfurt School of Finance & Management
Downloads 368 (96,418)
Citation 13

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risk management, loan officer incentives, organizational design

13.

Got Rejected? Real Effects of Not Getting a Loan

Downloads 283 (128,431)
Citation 25

Got Rejected? Real Effects of Not Getting a Loan

ECB Working Paper No. 1960
Number of pages: 50 Posted: 19 Sep 2016
Tobias Berg
Frankfurt School of Finance & Management
Downloads 149 (233,069)
Citation 8

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Credit supply, real effects, liquidity demand, precautionary savings

Got Rejected? Real Effects of Not Getting a Loan

Review of Financial Studies, Forthcoming
Number of pages: 72 Posted: 23 Apr 2018
Tobias Berg
Frankfurt School of Finance & Management
Downloads 134 (254,182)
Citation 13

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Credit supply, cash holdings, real effects, SMEs, precautionary savings

14.

Determinants of the Size of the Sovereign Credit Default Swap Market

Number of pages: 36 Posted: 13 Dec 2012 Last Revised: 18 Jan 2015
Tobias Berg and Daniel Streitz
Frankfurt School of Finance & Management and Copenhagen Business School
Downloads 269 (135,398)
Citation 1

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Sovereign Credit Default Swaps, Sovereign CDS Trading Volume, DTCC Data, Sovereign Credit Ratings

15.

Credit Supply and (In)organic Growth

BAFFI CAREFIN Centre Research Paper No. 2015-14
Number of pages: 48 Posted: 01 Dec 2015 Last Revised: 18 Dec 2020
Tobias Berg, Daniel Streitz and Michael Wedow
Frankfurt School of Finance & Management, Copenhagen Business School and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Downloads 261 (140,267)

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Inorganic Growth, Credit Supply, Real Effects, Securitization

16.

Trends in Corporate Borrowing

Annual Review of Financial Economics 2020, NYU Stern School of Business Forthcoming
Number of pages: 42 Posted: 25 Oct 2020
Tobias Berg, Anthony Saunders and Sascha Steffen
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 166 (212,501)

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Corporate borrowing, loans, bonds, contingent liquidity, institutional investors, loan purposes

17.

On the Rise of the FinTechs - Credit Scoring using Digital Footprints

FDIC Center for Financial Research Paper No. 2018-04
Number of pages: 51 Posted: 16 Oct 2018
Manju Puri, Tobias Berg, Valentin Burg and Ana Gombović
Duke University - Fuqua School of Business, Frankfurt School of Finance & Management, Humboldt University of Berlin and Frankfurt School of Finance & Management
Downloads 120 (275,117)

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18.

An Analysis of the Consistency of Banks' Internal Ratings

Journal of Banking and Finance, Forthcoming
Number of pages: 41 Posted: 25 Jan 2017
Tobias Berg and Philipp Koziol
Frankfurt School of Finance & Management and European Central Bank (ECB)
Downloads 110 (292,510)
Citation 4

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Internal Ratings, Basel Minimum Capital Requirements, IRB Approach, Bank Incentives, Bank Regulation

19.

The Total Costs of Corporate Borrowing in the Loan Market: Don't Ignore the Fees

ZEW - Centre for European Economic Research Discussion Paper No. 17
Number of pages: 51 Posted: 14 Sep 2018
Tobias Berg, Anthony Saunders and Sascha Steffen
Frankfurt School of Finance & Management, New York University (NYU) - Leonard N. Stern School of Business and Frankfurt School of Finance & Management
Downloads 81 (355,919)
Citation 31

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20.

Online Appendix to 'Brexit' and the Contraction of Syndicated Lending

NYU Stern School of Business
Number of pages: 42 Posted: 22 Jun 2020
Tobias Berg, Anthony Saunders, Larissa Schäfer and Sascha Steffen
Frankfurt School of Finance & Management, New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads 23 (589,456)
Citation 5

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Brexit, Syndicated Loans, Banks, Financial Centers

21.

Spillover Effects in Empirical Corporate Finance

CEPR Discussion Paper No. DP15549
Number of pages: 68 Posted: 23 Dec 2020
Tobias Berg, Markus Reisinger and Daniel Streitz
Frankfurt School of Finance & Management, Frankfurt School of Finance & Management - Economics Department and Copenhagen Business School
Downloads 3 (733,667)
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