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Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis. (2004). Schechtman, Ricardo ; Koyama, Sérgio ; Parente, Guilherme Cronemberger ; Garcia, Valeria Salomo.
In: Working Papers Series.
RePEc:bcb:wpaper:91.

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Cited: 23

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Citations received by this document

  1. Public credit registries as a tool for bank regulation and supervision. (2010). Gutierrez Girault, Matias ; Hwang, Jane .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5489.

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  2. Joint Validation of Credit Rating PDs under Default Correlation. (2007). Schechtman, Ricardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:149.

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  3. Price Rigidity in Brazil: Evidence from CPI Micro Data. (2007). Gouvea, Solange .
    In: Working Papers Series.
    RePEc:bcb:wpaper:143.

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  4. Evaluation of Default Risk for The Brazilian Banking Sector. (2007). Tabak, Benjamin ; Takami, Marcelo Y..
    In: Working Papers Series.
    RePEc:bcb:wpaper:135.

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  5. A New Proposal for Collection and Generation of Information on Financial Institutions Risk: the case of derivatives. (2007). Tabak, Benjamin ; Gilneu F. A. Vivan, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:133.

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  6. Long-Range Dependence in Exchange Rates: the case of the European Monetary System. (2007). Tabak, Benjamin ; Cajueiro, Daniel ; Sergio Rubens Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:131.

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  7. Herding Behavior by Equity Foreign Investors on Emerging Markets. (2006). ORNELAS, JOSE ; Alemanni, Barbara.
    In: Working Papers Series.
    RePEc:bcb:wpaper:125.

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  8. The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. (2006). Tabak, Benjamin.
    In: Working Papers Series.
    RePEc:bcb:wpaper:124.

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  9. A Neoclassical Analysis of the Brazilian Lost-Decades. (2006). Graminho, Flavia Mouro .
    In: Working Papers Series.
    RePEc:bcb:wpaper:123.

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  10. Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil. (2006). Minella, André ; Correa, Arnildo ; Arnildo da Silva Correa, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:122.

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  11. Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint. (2006). Vicente, José Valentim ; Araujo, Aloisio.
    In: Working Papers Series.
    RePEc:bcb:wpaper:118.

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  12. Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling. (2006). Marins, Jaqueline ; Saliby, Eduardo ; Josete Florencio do Santos, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:116.

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  13. The Inequality Channel of Monetary Transmission. (2006). Areosa, Waldyr.
    In: Working Papers Series.
    RePEc:bcb:wpaper:114.

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  14. Interdependence and Contagion: an Analysis of Information Transmission in Latin Americas Stock Markets. (2006). Fasolo, Angelo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:112.

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  15. The Recent Brazilian Disinflation Process and Costs. (2006). Alves, Sergio ; Tombini, Alexandre A..
    In: Working Papers Series.
    RePEc:bcb:wpaper:109.

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  16. Demand for Bank Services and Market Power in Brazilian Banking. (2006). Nakane, Marcio ; Kanczuk, Fabio ; Alencar, Leonardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:107.

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  17. The Effect of Adverse Supply Shocks on Monetary Policy and Output. (2006). Jose Ricardo C. Silva, ; Bugarin, Mirta ; Maria da Gloria D. S. Araujo, ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:103.

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  18. Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans. (2006). De Mello, Joao ; Ana Carla A. Costa, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:102.

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  19. Comparing equilibrium real interest rates: different approaches to measure Brazilian rates. (2006). Nakane, Marcio ; Muinhos, Marcelo Kfoury .
    In: Working Papers Series.
    RePEc:bcb:wpaper:101.

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  20. Corporate Governance Country Assessment : Brazil. (2005). Bank, World.
    In: World Bank Other Operational Studies.
    RePEc:wbk:wboper:8273.

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  21. Comment on Market Discipline and Monetary Policy by Carl Walsh. (2005). Carvalho, Fabia ; Bugarin, Mauricio S..
    In: Working Papers Series.
    RePEc:bcb:wpaper:95.

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  22. Steady State Analysis of an Open Economy General Equilibrium Model for Brazil. (2005). Gomes, Victor ; Ellery, Roberto ; Muinhos, Marcelo Kfoury ; Silva, Victor Gomes ; Mirta Noemi Sataka Bugarin, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:92.

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  23. Improving credit information, bank regulation, and supervision : on the role and design of public credit registries. (2004). Powell, Andrew ; Majnoni, Giovanni ; Mylenko, Nataliya ; Miller, Margaret .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3443.

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References

References cited by this document

  1. Credit Suisse Financial Products (1997), CreditRisk+: A Credit Risk Management Framework, Technical document Crouhy M., Galai D., Mark R., (2000), A Comparative Analysis of Current Credit Risk Models, Journal of Banking and Finance 24, 119-149.

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  2. Comparative credit risk in Islamic and conventional bank. (2015). Worthington, Andrew ; Gupta, Rakesh ; Nurul, MD.
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