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

SCHOLARLY PAPERS

1

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471

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0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

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
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
Downloads 471 (86,183)
Citation 1

Abstract:

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Basel II Accord, Capital requirements, Credit risk modeling, Public Credit Register, Bank regulation, Brazil

Other Papers (1)

Total Downloads: 71
1.

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
Downloads 71

Abstract:

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macro stress test, credit risk, financial system, quantile regression