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Anticipating credit events using credit default swaps : an application to sovereign debt crises
Chan-Lau, Jorge A. - In: Credit risk : models, derivatives, and management, (pp. 139-154). 2008
Persistent link: https://www.econbiz.de/10003718345
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Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A. - 2006
Persistent link: https://www.econbiz.de/10003354354
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The globalisation of finance and its implications for financial stability : an overview of the issues
Chan-Lau, Jorge A. - In: International journal of banking, accounting and finance 1 (2008) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10003837849
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Regulatory capital charges for too-connected-to-fail institutions : a practical proposal
Chan-Lau, Jorge A. - 2010
Persistent link: https://www.econbiz.de/10003973001
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Balance sheet network analysis of too-connected-to-fail risk in global and domestic banking systems
Chan-Lau, Jorge A. - 2010
Persistent link: https://www.econbiz.de/10003973123
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The global financial crisis and its impact on the Chilean banking system
Chan-Lau, Jorge A. - 2010
Persistent link: https://www.econbiz.de/10003973126
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Fat tails and their (un)happy endings : correlation bias and its implications for systemic risk and prudential regulation
Chan-Lau, Jorge A. - 2011
Persistent link: https://www.econbiz.de/10009486263
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Market-based structural top-down stress tests of the banking system
Chan-Lau, Jorge A. - 2013
Persistent link: https://www.econbiz.de/10009747237
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Do dynamic provisions enhance bank solvency and reduce credit procyclicality? : a study of the Chilean Banking system
Chan-Lau, Jorge A. - In: Journal of banking regulation 13 (2012) 3, pp. 178-188
Persistent link: https://www.econbiz.de/10009670470
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Fat tails and (un)happy endings : correlation bias, systemic risk and prudential regulation
Chan-Lau, Jorge A. - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 49-57
Persistent link: https://www.econbiz.de/10009629251