Irina Barakova

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

400 7th Street SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

7

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CITATIONS
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31

Scholarly Papers (7)

1.

Modeling Corporate Exposure at Default

Number of pages: 35 Posted: 18 Mar 2013
Irina Barakova and Harini Parthasarathy
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 967 (22,393)
Citation 1

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exposure at default, EAD model, Basel II parameters, lines of credit, revolvers, syndicated credit, SNC

2.

Sample Selection Bias in Acquisition Credit Scoring Models: An Evaluation of the Supplemental-Data Approach

Journal of Credit Risk, (9.3 - 2013)
Number of pages: 43 Posted: 09 Dec 2010 Last Revised: 16 Jul 2014
Irina Barakova, Dennis Glennon and Ajay A. Palvia
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 355 (82,758)

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credit scoring, sample selection bias, reject inference, validation

3.

Does Credit Quality Matter for Homeownership?

U of Penn Law & Econ Research Paper 03-40
Number of pages: 32 Posted: 14 Dec 2003
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Federal Reserve Bank of Atlanta, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 270 (111,385)
Citation 25

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Credit quality, homeownership, barriers to homeownership, household credit rating, financial constraints and homeownership

4.

How Committed are Bank Corporate Line Commitments?

Number of pages: 50 Posted: 13 May 2012 Last Revised: 02 Aug 2012
Harini Parthasarathy and Irina Barakova
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 211 (142,551)
Citation 3

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5.

Do Banks’ Internal Basel Risk Estimates Reflect Risk?

Journal of Financial Stability, Forthcoming
Number of pages: 36 Posted: 19 Jan 2013 Last Revised: 22 May 2014
Irina Barakova and Ajay A. Palvia
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 208 (144,471)
Citation 3

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Basel II, Risk Weights, Capital

6.

Covenant Violations, Collateral and Credit Access: Public and Private Firms

Number of pages: 41 Posted: 03 May 2016 Last Revised: 15 Oct 2018
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Office of the Comptroller of the Currency - Risk Analysis Division and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 108 (248,292)
Citation 2

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Covenant Violations, Waiver, Private Firms, Collateral, Recession, Syndicated Loans, Limit Cut

7.

Borrowing Constraints during the Housing Bubble

Number of pages: 29 Posted: 07 Mar 2013 Last Revised: 21 Dec 2013
Irina Barakova, Paul Calem and Susan M. Wachter
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Board of Governors of the Federal Reserve System and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 57 (361,042)
Citation 13

Abstract:

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tenure choice, borrowing constraint, credit constraint, mortgage supply, homeownership, credit bubble