José J. Canals-Cerda

Federal Reserve Bank of Philadelphia

Supervisory Economic Analys

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

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SCHOLARLY PAPERS

19

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20

Scholarly Papers (19)

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1.

Forecasting Credit Card Portfolio Losses in the Great Recession: A Study in Model Risk

Journal of Credit Risk, 2015, FRB of Philadelphia Working Paper No. 14-10
Number of pages: 38 Posted: 01 Apr 2014
José J. Canals-Cerda and Sougata Kerr
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 512 (62,533)
Citation 3

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credit cards, credit risk, stress test, regulatory capital

2.

Credit Risk Analysis of Credit Card Portfolios Under Economic Stress Conditions

FRB of Philadelphia Working Paper No. 12-18
Number of pages: 46 Posted: 29 Jul 2012
Piu Banerjee and José J. Canals-Cerda
affiliation not provided to SSRN and Federal Reserve Bank of Philadelphia
Downloads 348 (98,983)
Citation 8

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credit risk, unemployment

3.

Arriving in Time: Estimation of English Auctions with a Stochastic Number of Bidders

Journal of Business & Economic Statistics, Vol. 31, No. 2, pp. 125-135, April 2013
Number of pages: 26 Posted: 01 Dec 2006 Last Revised: 09 May 2014
José J. Canals-Cerda and Jason Pearcy
Federal Reserve Bank of Philadelphia and Montana State University - Bozeman - Department of Agricultural Economics and Economics
Downloads 206 (169,482)
Citation 3

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English Auctions, Internet markets, Structural estimation

4.

Advertising as a Signal in an Internet Auctions Market

Number of pages: 54 Posted: 06 Oct 2006
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 198 (175,895)
Citation 2

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Advertising, English Auctions, Internet markets, Structural Estimation

5.

From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Card Portfolios

Federal Reserve Bank of Philadelphia, WP 19-08, January 2019
Number of pages: 41 Posted: 12 Feb 2019
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 195 (178,385)

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expected credit losses, allowances, unconditionally cancelable, revolving credit, credit loss

6.

Credit Risk Modeling in Segmented Portfolios: An Application to Credit Cards

FRB of Philadelphia Working Paper No. 15-08
Number of pages: 25 Posted: 08 Feb 2015
José J. Canals-Cerda and Sougata Kerr
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 176 (195,336)

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Credit Cards, Credit Risk, Stress Test, Risk Segmentation

7.

The Value of a Good Reputation Online: An Application to Art Auctions

Number of pages: 27 Posted: 22 Apr 2008
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 175 (196,260)
Citation 1

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Reputation, eCommerce, English Auctions, Internet markets

8.

Congestion Pricing in an Internet Market

Downloads 163 (208,539)
Citation 3

Congestion Pricing in an Internet Market

NET Institute Working Paper No. 05-10
Number of pages: 43 Posted: 16 Nov 2005
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 145 (230,258)
Citation 3

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English Auctions, Internet markets, Structural estimation

Congestion Pricing in an Internet Market

TPRC 2006
Number of pages: 36 Posted: 29 Jul 2012
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 18 (626,037)

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9.

Credit Risk Modeling in Segmented Portfolios: An Application to Credit Cards

FRB of Philadelphia Working Paper No. 15-8
Number of pages: 25 Posted: 19 Aug 2015
José J. Canals-Cerda and Sougata Kerr
Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 119 (267,726)

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Credit cards, Credit risk, Stress test, Risk segmentation

10.

Consumer Risk Appetite, the Credit Cycle, and the Housing Bubble

Downloads 100 (302,045)
Citation 1

Consumer Risk Appetite, the Credit Cycle, and the Housing Bubble

FRB of Philadelphia Working Paper No. 16-5
Number of pages: 34 Posted: 22 Feb 2016
Joseph Breeden and José J. Canals-Cerda
Prescient Models LLC and Federal Reserve Bank of Philadelphia
Downloads 100 (304,085)
Citation 1

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Credit risk, Credit cycle, Mortgages, Lending standards, Financial crisis

Consumer Risk Appetite, the Credit Cycle and the Housing Bubble

Journal of Credit Risk, Forthcoming
Number of pages: 30 Posted: 16 May 2018
Joseph Breeden and José J. Canals-Cerda
Prescient Models LLC and Federal Reserve Bank of Philadelphia
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credit risk, credit cycle, mortgages, lending standards, financial crisis

11.

The Dynamics of School and Work in Rural Bangladesh

Number of pages: 49 Posted: 20 Apr 2016
José J. Canals-Cerda and Cristobal Ridao-Cano
Federal Reserve Bank of Philadelphia and World Bank - Development Research Group (DECRG)
Downloads 96 (310,097)

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Dynamics of school and work, Dynamic evaluation, selection

12.

Charity Art Auctions

Number of pages: 27 Posted: 12 Aug 2008
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 96 (310,097)
Citation 1

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Philanthropy, Charity Auctions, eCommerce, English Auctions, Internet markets

13.

From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Card Portfolios

FRB of Philadelphia Working Paper No. 20-09
Number of pages: 49 Posted: 29 Apr 2020
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 63 (395,575)

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allowances, unconditionally cancellable, expected credit losses, credit loss, revolving credit

14.

From Incurred Loss to Current Expected Credit Loss (Cecl): Forensic Analysis of the Allowance for Loan Losses in Nconditionally Cancelable Credit Card Portfolios

FRB of Philadelphia Working Paper No. 19-8
Number of pages: 41 Posted: 01 Feb 2019 Last Revised: 21 Feb 2019
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 45 (460,237)

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expected credit losses, allowances, unconditionally cancelable, revolving credit, credit loss

15.

Endogenous/Exogenous Segmentation in the A-Irb Framework and the Pro-Cyclicality of Capital: An Application to Mortgage Portfolios

FRB of Philadelphia Working Paper No. 17-9
Number of pages: 36 Posted: 20 Apr 2017
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 34 (509,485)

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Basel Accord, credit risk, regulatory capital, mortgages

16.

Semiparametric Competing Risks Analysis

Econometrics Journal, Vol. 10, No. 2, pp. 193-215, July 2007
Number of pages: 23 Posted: 28 Jun 2007
José J. Canals-Cerda and Shiferaw Gurmu
Federal Reserve Bank of Philadelphia and Georgia State University - Department of Economics
Downloads 17 (611,459)
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17.

Identification in Empirical Search Models When Wages are Measured with Errors

Posted: 11 Mar 2016
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia

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Identification, Job Search, Duration Analysis

18.

Empirical Search Models

Posted: 11 Mar 2016
José J. Canals-Cerda and Steven N. Stern
Federal Reserve Bank of Philadelphia and Stony Brooke University

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structural models, labor search, survival analysis

19.

Multi-Level Evolution in Population Games

Posted: 02 Sep 1998
José J. Canals-Cerda and Fernando Vega-Redondo
Federal Reserve Bank of Philadelphia and Universidad de Alicante - Department of Economic Analysis

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