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Macro stress testing of credit risk focused on the tails
Schechtman, Ricardo; Gaglianone, Wagner Piazza - 2011
Persistent link: https://www.econbiz.de/10009009009
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Macro stress testing of credit risk focused on the tails
Schechtman, Ricardo; Gaglianone, Wagner Piazza - In: Journal of financial stability 8 (2012) 3, pp. 174-192
Persistent link: https://www.econbiz.de/10009655812
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Credit risk Monte Carlo simulation using simplified creditmetrics' model : the joint use of importance sampling and descriptive sampling
Marins, Jaqueline Terra Moura (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003443281
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Credit default and business cycles : an empirical investigation of Brazilian retail loans
Correa, Arnildo da Silva; Marins, Jaqueline Terra Moura; … - 2011
Persistent link: https://www.econbiz.de/10009531681
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Credit default and business cycles : an empirical investigation of Brazilian retail loans
Correa, Arnildo da Silva; Marins, Jaqueline Terra Moura; … - In: Revista brasileira de economia : RBE ; revista da … 68 (2014) 3, pp. 337-362
Persistent link: https://www.econbiz.de/10011446581
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Credit default and business cycles : an investigation of this relationship in the Brazilian corporate credit market
Marins, Jaqueline Terra Moura; Neves, Myrian B. Eiras das - 2013
Persistent link: https://www.econbiz.de/10009736785