Martin Saldias

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

404

SSRN CITATIONS
Rank 40,668

SSRN RANKINGS

Top 40,668

in Total Papers Citations

9

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Systemic Risk Analysis Using Forward-Looking Distance-to-Default Series

FRB of Cleveland Working Paper No. 2010-05
Number of pages: 62 Posted: 11 Aug 2010 Last Revised: 30 Jan 2014
Martin Saldias
European Central Bank (ECB)
Downloads 163 (183,848)
Citation 2

Abstract:

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Contingent Claims Analysis, Systemic Risk, Banking Crises

2.

Financial Dollarization and Currency Substitution: An Empirical Study for Bolivia

Kiel Advanced Studies Working Paper No. 432
Number of pages: 33 Posted: 11 Nov 2006
Martin Saldias and Salvatore Dell'Erba
European Central Bank (ECB) and University of Geneva - Graduate Institute of International Studies (HEI)
Downloads 102 (264,008)

Abstract:

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Dollarization, Exchange rate regimes, Inflation, Bolivia

A Market-Based Approach to Sector Risk Determinants and Transmission in the Euro Area

Journal of Banking and Finance, Forthcoming, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 59 Posted: 21 Aug 2011 Last Revised: 24 Feb 2013
Martin Saldias
European Central Bank (ECB)
Downloads 53 (388,089)
Citation 5

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Macro-prudential Analysis, Portfolio Credit Risk Measurement, Common Correlated E ffects, Contingent Claims Analysis

A Market-Based Approach to Sector Risk Determinants and Transmission in the Euro Area

ECB Working Paper No. 1574
Number of pages: 54 Posted: 24 Aug 2013
Martin Saldias
European Central Bank (ECB)
Downloads 16 (571,213)

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Macro-prudential Analysis, Portfolio Credit Risk Measurement, Common Correlated Effects, Contingent Claims Analysis

Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador

IMF Working Paper No. 16/236
Number of pages: 29 Posted: 07 Mar 2017
Francesco Grigoli, Mario Mansilla and Martin Saldias
International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 20 (545,082)

Abstract:

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Non-performing loans, Ecuador, Banks, Interconnectedness, Credit risk, Systemic risk, Stress testing, Econometric models, banks; cross-sectional dependence; heterogeneity; macro-financial linkages; non-performing loans; stress test

Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador

International Monetary Fund Working Paper No. WP/16/236
Number of pages: 28 Posted: 12 Dec 2016 Last Revised: 08 Mar 2018
Francesco Grigoli, Mario Mansilla and Martin Saldias
International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 15 (577,820)

Abstract:

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banks, cross-sectional dependence, macro-financial linkages, non-performing loans, credit stress test

Spatial Dependence and Data-Driven Networks of International Banks

FRB of Cleveland Working Paper No. 16-27
Number of pages: 46 Posted: 05 Dec 2016
Ben R. Craig and Martin Saldias
Federal Reserve Bank of Cleveland and European Central Bank (ECB)
Downloads 18 (558,067)

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Network analysis, spatial dependence, banking

Spatial Dependence and Data-Driven Networks of International Banks

IMF Working Paper No. 16/184
Number of pages: 35 Posted: 09 Dec 2016
Ben R. Craig and Martin Saldias
Federal Reserve Bank of Cleveland and European Central Bank (ECB)
Downloads 17 (564,656)

Abstract:

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International banking, International banks, Econometric models, Time series, Network analysis, spatial dependence, banking.

Spatial Dependence and Data-Driven Networks of International Banks

IMF Working Papers WP/16/184
Posted: 22 Oct 2016
Martin Saldias and Ben R. Craig
European Central Bank (ECB) and Federal Reserve Bank of Cleveland

Abstract:

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Network analysis, spatial dependence, banking