José J. Canals-Cerda

Federal Reserve Bank of Philadelphia

Senior Special Advisor

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

22

DOWNLOADS
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Top 23,096

in Total Papers Downloads

4,210

SSRN CITATIONS
Rank 29,902

SSRN RANKINGS

Top 29,902

in Total Papers Citations

20

CROSSREF CITATIONS

18

Scholarly Papers (22)

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 820 (57,253)
Citation 4

Abstract:

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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 520 (102,532)
Citation 8

Abstract:

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credit risk, unemployment

3.

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 279 (205,574)

Abstract:

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

4.

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 262 (219,045)

Abstract:

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Credit cards, Credit risk, Stress test, Risk segmentation

5.

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 253 (226,787)
Citation 2

Abstract:

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Advertising, English Auctions, Internet markets, Structural Estimation

Who Provides Credit in Times of Crisis? Evidence from the Auto Loan Market

Number of pages: 33 Posted: 05 Aug 2021 Last Revised: 30 Nov 2023
José J. Canals-Cerda and Brian Jonghwan Lee
Federal Reserve Bank of Philadelphia and Columbia University - Columbia Business School
Downloads 163 (339,359)
Citation 1

Abstract:

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nonbanks, auto loans, financial crisis, consumer credit

COVID-19 and Auto Loan Origination Trends

FRB of Philadelphia Working Paper No. 21-28
Number of pages: 37 Posted: 18 Aug 2021
José J. Canals-Cerda and Brian Jonghwan Lee
Federal Reserve Bank of Philadelphia and Columbia University - Columbia Business School
Downloads 79 (578,884)

Abstract:

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7.

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 238 (240,883)
Citation 6

Abstract:

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English Auctions, Internet markets, Structural estimation

8.

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 228 (250,934)

Abstract:

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Credit Cards, Credit Risk, Stress Test, Risk Segmentation

9.

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 218 (261,636)
Citation 2

Abstract:

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Reputation, eCommerce, English Auctions, Internet markets

10.
Downloads 215 (265,119)
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 171 (325,395)
Citation 3

Abstract:

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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 44 (778,298)

Abstract:

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11.

Charity Art Auctions

Number of pages: 27 Posted: 12 Aug 2008
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 170 (327,315)
Citation 1

Abstract:

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

12.

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 169 (328,984)
Citation 1

Abstract:

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Credit risk, credit cycles, Mortgages, Lending standards, Financial crisis

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 155 (354,241)

Abstract:

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

14.

Can We Take the 'Stress' Out of Stress Testing? Applications of Generalized Structural Equation Modeling to Consumer Finance

Federal Reserve Bank of Philadelphia, WP 21-01 January 2021 https://doi.org/10.21799/frbp.wp.2021.01
Number of pages: 33 Posted: 08 Feb 2021
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 146 (371,826)

Abstract:

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GSEM, Stress Test, CCAR, CECL, Credit Risk, Regulatory Capital, Allowances, Mortgages

15.

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 119 (435,288)

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Dynamics of school and work, Dynamic evaluation, selection

16.

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 Last Revised: 20 Jun 2017
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 75 (588,955)

Abstract:

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Basel accords, credit risks, regulatory capital, mortgages

17.

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 69 (616,297)

Abstract:

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

18.

CECL Implementation and Model Risk in Uncertain Times: An Application to Consumer Finance

FRB of Philadelphia Working Paper No. 24-3
Number of pages: 47 Posted: 14 Feb 2024
José J. Canals-Cerda
Federal Reserve Bank of Philadelphia
Downloads 32 (851,250)

Abstract:

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CECL, Allowance for Loan and Lease Losses, Accounting Regulations, Model Risk

Climate Change and Consumer Finance: A Very Brief Literature Review

Posted: 11 Oct 2021
José J. Canals-Cerda and Raluca Roman
Federal Reserve Bank of Philadelphia and affiliation not provided to SSRN

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climate change, natural disasters, sea-level rise, consumer finance, house prices, consumer delinquency, consumer credit, government assistance

Climate Change and Consumer Finance: A Very Brief Literature Review

FRB of Philadelphia Payment Cards Center Discussion Paper No. 21-4
Posted: 11 Oct 2021
José J. Canals-Cerda and Raluca A. Roman
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia

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climate change, natural disasters, sea-level rise, consumer finance, house prices

20.

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

21.

Empirical Search Models

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

Abstract:

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structural models, labor search, survival analysis

22.

Multi-Level Evolution in Population Games

Posted: 02 Sep 1998
Federal Reserve Bank of Philadelphia and Bocconi UniversityUniversidad de Alicante - Department of Economic AnalysisEuropean University Institute

Abstract:

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