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Riesgo de crédito de la banca

Alfaro, Rodrigo; Calvo, Daniel; Oda, Daniel - 2008

Persistent link: https://www.econbiz.de/10003868007

Riesgo de crédito de la banca de consumo

Alfaro, Rodrigo; Calvo C., Daniel; Oda Z., Daniel - In: Economía chilena 12 (2009) 3, pp. 59-77

Persistent link: https://www.econbiz.de/10003933312

The impact of persistence in volatility over the probability of default

Alfaro, Rodrigo; Golberger, Natán - 2013

Persistent link: https://www.econbiz.de/10009782440

How capital inflows translate into new bank lending : tracing the mechanism in Latin America

Cantú, Carlos; Casanova, Catherine; Alfaro, Rodrigo; … - 2022

Persistent link: https://www.econbiz.de/10013454020

El impacto integrado del riesgo de crédito y de tasa de interés bancarios : una perspectiva de valor económico y suficiencia de capital

Drehmann, Mathias; Sorensen, Steffen; Stringer, Marco - In: Monetaria 32 (2009) 1, pp. 63-115

Persistent link: https://www.econbiz.de/10003947891

The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application

Drehmann, Mathias; Sorensen, Steffen; Stringa, Marco - In: Journal of banking & finance 34 (2010) 4, pp. 713-729

Persistent link: https://www.econbiz.de/10003966040

An economic capital model integrating credit and interest rate risk in the banking book

Alessandri, Piergiorgio; Drehmann, Mathias - In: Journal of banking & finance 34 (2010) 4, pp. 730-742

Persistent link: https://www.econbiz.de/10003966042

Evaluación del riesgo de crisis bancarias : una revisión

Borio, Claudio E. V.; Drehmann, Mathias - In: Boletín / Centro de Estudios Monetarios Latinoamericanos 55 (2009) 3, pp. 139-153

Persistent link: https://www.econbiz.de/10008650809

An economic capital model integrating credit and interest rate risk in the banking book

Alessandri, Piergiorgio; Drehmann, Mathias - 2009

Banks typically determine their capital levels by separately analysing credit and interest rate risk, but the interaction between the two is significant and potentially complex. We develop an integrated economic capital model for a banking book where all exposures are held to maturity. Our...

Persistent link: https://www.econbiz.de/10003832599

Measuring the systemic importance of interconnected banks

Drehmann, Mathias; Tarashev, Nikola A. - 2011

Persistent link: https://www.econbiz.de/10008903833