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David Dias

Santander Brazil

Sao Paulo

Brazil

University of São Paulo (USP)

Rua Luciano Gualberto, 315

São Paulo, São Paulo 14800-901

Brazil

Federal University of Sao Carlos (UFSCar)

Rodovia Washington Luis, 310, Sao Carlos - SP

Brazil

  • Santander Brazil

  • University of São Paulo (USP)

  • Federal University of Sao Carlos (UFSCar)

SCHOLARLY PAPERS

2

DOWNLOADS

216

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

Transmission of Macroeconomic Shocks to Risk Parameters: Their Uses in Stress Testing

Number of pages: 34 Posted: 22 Oct 2018 Last Revised: 28 Jun 2019
Helder Rojas and David Dias
University of São Paulo (USP) and Santander Brazil
Downloads 135 (540,814)
Citation 1

Abstract:

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Transmission of Shocks; Stress Testing; Risk Parameters; General Transfer Function Models; Bayesian Approach

2.

Stress Testing Network Reconstruction via Graphical Causal Model

Number of pages: 13 Posted: 28 Jun 2019 Last Revised: 14 Apr 2020
Helder Rojas and David Dias
University of São Paulo (USP) and Santander Brazil
Downloads 81 (796,622)

Abstract:

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Stress Testing, Network Reconstruction, Graphical Causality, Regularization Methods