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~accessRights:"restricted"
~person:"Mayordomo, Sergio"
~subject:"Credit risk"
~subject:"Derivat"
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A Simple Credit Risk Model wit...
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Mayordomo, Sergio
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1
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities
Gálvez, Julio
;
Gambacorta, Leonardo
;
Mayordomo, Sergio
; …
- In:
The journal of corporate finance : contracting, …
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012585788
Saved in:
2
Bank capital requirements, loan guarantees and firm performance
Mayordomo, Sergio
;
Moreno, Antonio
;
Ongena, Steven
; …
- In:
Journal of financial intermediation
45
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012656587
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3
Does central clearing benefit risky dealers?
Mayordomo, Sergio
;
Posch, Peter N.
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 91-100
Persistent link: https://www.econbiz.de/10011673419
Saved in:
4
Disentangling the effects of household financial constraints and risk profile on mortgage rates
Carbó Valverde, Santiago
;
Mayordomo, Sergio
; …
- In:
The journal of real estate finance and economics
56
(
2018
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10011966495
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5
When does relationship lending start to pay?
López-Espinosa, Germán
;
Mayordomo, Sergio
;
Moreno, Antonio
- In:
Journal of financial intermediation
31
(
2017
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011822425
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6
Distressed firms, zombie firms and zombie lending : a taxonomy
Álvarez, Laura
;
García-Posada, Miguel
;
Mayordomo, Sergio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462445
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7
Bank regulatory capital arbitrage : evidence from housing overappraisals
Mayordomo, Sergio
;
Rachedi, Omar
;
Rodríguez Moreno, María
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2255-2271
Persistent link: https://www.econbiz.de/10014519938
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8
A new estimation of default probabilities based on non-performing loans
Blanco, Roberto
;
Fernández-Ortiz, Elena
; …
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530975
Saved in:
9
Climate risk, soft information, and credit supply
Álvarez-Román, Laura
;
Mayordomo, Sergio
;
Vives, Xavier
-
2023
Persistent link: https://www.econbiz.de/10014435473
Saved in:
10
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo
;
Mayordomo, Sergio
;
Serena, José …
-
2020
Persistent link: https://www.econbiz.de/10012210605
Saved in:
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