Andre Oliveira Santos

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 27,709

SSRN RANKINGS

Top 27,709

in Total Papers Downloads

1,675

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (12)

1.
Downloads 676 ( 37,742)
Citation 2

Recent Advances in Credit Risk Modeling

IMF Working Paper No. 09/162
Number of pages: 32 Posted: 19 Aug 2009
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 (56,327)

Abstract:

Loading...

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

Recent Advances in Credit Risk Modeling

International Monetary Funds Working Paper No. 09/162
Number of pages: 32 Posted: 26 Aug 2009
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 affiliation not provided to SSRN
Downloads 184 (165,005)
Citation 6

Abstract:

Loading...

credit risk models

2.

Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications

IMF Working Paper No. 06/269
Number of pages: 32 Posted: 12 Jan 2007
Jorge A. Chan-Lau and Andre Oliveira Santos
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Downloads 244 (126,134)

Abstract:

Loading...

Credit risk, Currencies, Financial crisis, Dollarization, Economic models

3.

Assessing the Cost of Financial Regulation

IMF Working Paper No. 12/233
Number of pages: 83 Posted: 20 Oct 2012
Douglas Elliott, Suzanne Salloy and Andre Oliveira Santos
Brookings Institution, affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 208 (147,299)

Abstract:

Loading...

Banking sector, Banking systems, Capital controls, Europe, Financial system stability assessment, Interest costs, Japan, Liquidity controls, United States, Basel III, Financial Regulation, Systemically Important Institutions, Banks

4.

Puttable and Extendible Bonds: Developing Interest Rate Derivatives for Emerging Markets

IMF Working Paper No. 03/201
Number of pages: 30 Posted: 14 Feb 2006
Andre Oliveira Santos and Salih N. Neftci
International Monetary Fund (IMF) and CUNY Baruch College
Downloads 183 (165,855)

Abstract:

Loading...

Fixed income securities, option pricing theory, financial markets

5.

Subsidiaries and Branches: Does One Size Fit All?

Number of pages: 29 Posted: 18 May 2011
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 101 (265,091)

Abstract:

Loading...

Cross-Border Banking, Financial Stability, Financial Regulation, Stand-Alone Subsidiarization, Ring Fencing, Subsidiaries, Branches, Resolution

6.

Public Debt Sustainability and Management in a Compound Option Framework

IMF Working Paper WP/10/2
Number of pages: 30 Posted: 16 Jan 2010 Last Revised: 28 Jan 2010
Jorge A. Chan-Lau and Andre Oliveira Santos
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Downloads 74 (321,565)
Citation 1

Abstract:

Loading...

Asset-liability management, debt management, default risk, Australia

7.

Are Mexican Business Cycles Asymmetrical?

IMF Working Paper No. 02/150
Number of pages: 34 Posted: 31 Jan 2006
Andre Oliveira Santos
International Monetary Fund (IMF)
Downloads 69 (334,137)

Abstract:

Loading...

Regime-switching models, Mexican business cycles, Markov models

8.

The Impact of Oil Prices on the Banking System in the GCC

IMF Working Paper No. 16/161
Number of pages: 24 Posted: 09 Dec 2016
Padamja Khandelwal, Ken Miyajima and Andre Oliveira Santos
International Monetary Fund (IMF) - Policy Development and Review Department, Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF)
Downloads 47 (401,305)

Abstract:

Loading...

Oil prices, Cooperation Council for the Arab States of the Gulf, Banking sector, Bank capital, Non-performing loans, Panel analysis, Vector autoregression, Econometric models, Macro-financial linkages, nonperforming loans, panel vector autoregression

9.

Public Debt Sustainability and Management in a Compound Option Framework

IMF Working Paper No. 10/2
Number of pages: 30 Posted: 18 Jan 2010
Andre Oliveira Santos and Jorge A. Chan-Lau
International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 40 (427,302)

Abstract:

Loading...

Asset management, Australia, Credit risk, Debt management, Debt sustainability, Economic models, Group of Twenty, Public debt, Public sector, Risk management

10.

Integrated Ownership and Control in the GCC Corporate Sector

IMF Working Paper No. 15/184
Number of pages: 25 Posted: 14 Sep 2015
Andre Oliveira Santos
International Monetary Fund (IMF)
Downloads 24 (502,453)

Abstract:

Loading...

GCC countries, network analysis, integreated ownership, concentration, shareholders, shares, debt, stock, shareholder, Government Policy and Regulation,

11.

Can Contingent Convertibles Help Private Asset Managers Fund Their Acquisition of Non-Performing Loans from Portuguese Banks?

IMF Working Paper No. 19/99
Number of pages: 31 Posted: 14 Jun 2019
Andre Oliveira Santos
International Monetary Fund (IMF)
Downloads 9 (593,042)

Abstract:

Loading...

Financial soundness indicators, Bank capital, Financial crises, Credit, Interest rates, Asset managers, contingent convertibles, asset pricing, nonperforming loans, AMs, recovery rate, write-downs, write-up, NPL

12.

The Asset-Liability Management Compound Option Model: A Public Debt Management Tool

THE VaR MODELING HANDBOOK, Chapter 6, G. Gregoriou, ed., McGraw-Hill, 2009
Posted: 03 Jul 2009
Jorge A. Chan-Lau and Andre Oliveira Santos
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)

Abstract:

Loading...

Asset-liability management, public debt management, compound option model, New Zealand