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1
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
Saved in:
2
Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003354354
Saved in:
3
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
Saved in:
4
Regulatory capital charges for too-connected-to-fail institutions : a practical proposal
Chan-Lau, Jorge A.
-
2010
Persistent link: https://www.econbiz.de/10003973001
Saved in:
5
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
Saved in:
6
The global financial crisis and its impact on the Chilean banking system
Chan-Lau, Jorge A.
-
2010
Persistent link: https://www.econbiz.de/10003973126
Saved in:
7
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
Saved in:
8
Market-based structural top-down stress tests of the banking system
Chan-Lau, Jorge A.
-
2013
Persistent link: https://www.econbiz.de/10009747237
Saved in:
9
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
Saved in:
10
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
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