Ricardo Schechtman

Central Bank of Brazil - Research Department

P.O. Box 08670

SBS Quadra 3 Bloco B - Edificio-Sede

Brasilia, Distr. Federal 70074-900

Brazil

  • Central Bank of Brazil - Research Department

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Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - a Corporate Analysis

Banco Central do Brasil Working Paper No. 91
Number of pages: 47 Posted: 15 Sep 2006
Ricardo Schechtman, Valéria Salomão Garcia, Sérgio Mikio Koyama and Guilherme Cronemberg Parente
Central Bank of Brazil - Research Department, Government of the Federative Republic of Brazil - Central Bank of Brazil, Government of the Federative Republic of Brazil - Central Bank of Brazil and Government of the Federative Republic of Brazil - Central Bank of Brazil
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Basel II Accord, Capital requirements, Credit risk modeling, Public Credit Register, Bank regulation, Brazil

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Macro Stress Testing of Credit Risk Focused on the Tails

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 22 Aug 2010 Last Revised: 07 Aug 2011
Ricardo Schechtman and Wagner Piazza Gaglianone
Central Bank of Brazil - Research Department and Central Bank of Brazil - Research Department
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macro stress test, credit risk, financial system, quantile regression