| Title | Other author(s) | |
|---|---|---|
Macro Stress Testing of Credit Risk Focused on the TailsCentral Bank of Brazil Working Papers [View] (Paper: 241, 18.05.2011) |
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Joint Validation of Credit Rating PDs under Default CorrelationCentral Bank of Brazil Working Papers [View] (Paper: 149, 16.11.2007) |
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Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no BrasilCentral Bank of Brazil Working Papers [View] (Paper: 127, 22.12.2006) |
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Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate AnalysisCentral Bank of Brazil Working Papers [View] (Paper: 091, 01.01.2005) |
