Marcos Souto

George Washington University - School of Business

Washington, DC 20052

United States

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

  • George Washington University - School of Business

  • International Monetary Fund (IMF)

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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1.

Recent Advances in Credit Risk Modeling

Downloads 492 ( 37,501)
Citation 2

Recent Advances in Credit Risk Modeling

IMF Working Paper No. 09/162
Number of pages: 32 Posted: 19 Aug 2009
Christian Capuano, Jorge A. Chan-Lau, Jose Giancarlo Gasha, Carlos I. Medeiros, Andre Oliveira Santos and Marcos Souto
Swiss Financial Market Supervisory Authority (FINMA), International Monetary Fund (IMF) - International Capital Markets Department, affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF) and George Washington University - School of Business
Downloads 492 (55,954)

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Asset prices, Bankruptcy, Bonds, Credit risk, Currencies, Economic models, External debt, Financial crisis, Financial risk, Financial sector, Sovereign debt

2.

Testing for Structural Breaks in Small Samples

IMF Working Paper No. 08/75
Number of pages: 29 Posted: 02 Apr 2008
Sergei Antoshin, Andrew Berg and Marcos Souto
George Washington University, School of Business, International Monetary Fund (IMF) - Developing Country Studies Division and George Washington University - School of Business
Downloads 205 (148,414)

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Structural breaks, small samples, Monte Carlo simulation

3.

Measuring Sovereign Risk in Turkey: An Application of the Contingent Claims Approach

IMF Working Paper No. 07/233
Number of pages: 29 Posted: 28 Nov 2007
Christian Keller, Peter Kunzel and Marcos Souto
International Monetary Fund (IMF), International Monetary Fund (IMF) and George Washington University - School of Business
Downloads 204 (149,106)

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Working Paper, Public debt, Turkey, Credit risk, Economic indicators, Economic models

4.

Bubbles, Crashes, and Sterilized Central Bank Intervention

Number of pages: 39 Posted: 20 Mar 2005
Martin D.D. Evans and Marcos Souto
Georgetown University - Department of Economics and George Washington University - School of Business
Downloads 122 (230,458)

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5.

Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector

IMF Working Paper No. 09/109
Number of pages: 33 Posted: 02 Jun 2009
Rodolphe Blavy and Marcos Souto
International Monetary Fund (IMF) - African Department and George Washington University - School of Business
Downloads 90 (284,083)

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Bank soundness, Banking sector, Banks, Credit risk, Data analysis, Economic models, Mexico

6.

Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate

IMF Working Paper No. 07/290
Number of pages: 54 Posted: 27 Dec 2007
Theodore Barnhill and Marcos Souto
George Washington University - Department of Finance and George Washington University - School of Business
Downloads 90 (284,083)

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Emerging markets, Brazil, Banks, Interest rates, Credit risk

7.

Macro-Financial Implications of Corporate (De)Leveraging in the Euro Area Periphery

IMF Working Paper No. 13/154
Number of pages: 26 Posted: 11 Jul 2013
Manuela Goretti and Marcos Souto
International Monetary Fund (IMF) and George Washington University - School of Business
Downloads 40 (424,899)

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Corporate sector, Europe, Debt burden, Euro Area, Financial crisis, Debt restructuring, Corporate Investment, Debt overhang, Deleveraging, Crisis, debt overhang, debt restructuring, crisis episodes, corporate sector, competitiveness, debt burden, recession, pre-crisis, crisis countries, banking crisis, banking crises, external financing, international lending, debt thresholds, asset management companies, financial restructuring, contingent liabilities, financial crises, global recession, government debt, systemic banking crises, asset management, debt problems, sovereign debt crisis, debt obligations, financial crisis, european financial crisis, prudential supervision, financial deepening