Pablo Duran Santomil

Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies

Faculty of Economic Science and Business Studies

Av/Burgo das Nacións s/n

Santiago, A Coruña 15704

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

398

CITATIONS

0

Scholarly Papers (3)

1.

Banking Risk and Credit Derivatives

Number of pages: 28 Posted: 06 Jun 2012
Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies, Universidad de Santiago de Compostela - Faculty of Economic Science and Business Studies, Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies and Universidade de Santiago de Compostela
Downloads 279 (108,340)

Abstract:

Loading...

credit derivatives, credit risk, risk, Z-score, European banks

2.

Exchange Rate Hedging with Foreign Debt in the Spanish Market

Number of pages: 45 Posted: 26 Oct 2008
Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies, Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies, Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies and Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies
Downloads 119 (233,216)

Abstract:

Loading...

Exchange rate risk, hedging and capital theories, foreign debt, probit, logit, multinomial

3.

The Impact of Loan-to-Value on the Default Rate of Residential Mortgage-Backed Securities

Journal of Credit Risk, Forthcoming
Number of pages: 13 Posted: 28 Jul 2016
Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies, Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies, University of Coruña - Facultad de Ciencias Economicas y Empresariales and Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies
Downloads 0 (666,530)
  • Add to Cart

Abstract:

Loading...

securitization, subprime, loan-to-value, default, conditional probability