Marcos Rietti Souto

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

608

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

Recent Advances in Credit Risk Modeling

International Monetary Funds Working Paper No. 09/162
Number of pages: 32 Posted: 26 Aug 2009
Swiss Financial Market Supervisory Authority (FINMA), International Monetary Fund (IMF) - International Capital Markets Department, affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 190 (193,668)

Abstract:

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credit risk models

2.

A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

Number of pages: 36 Posted: 30 Nov 2010
Francisco Vazquez, Benjamin M. Tabak and Marcos Rietti Souto
International Monetary Fund, FGV/EPPG and affiliation not provided to SSRN
Downloads 299 (124,499)
Citation 3

Abstract:

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banking system, stress tests, financial crisis, credit risk

3.

Linking Financial and Macroeconomic Factors to Stress-Test Credit Risk Indicators for Brazilian Banks

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 25 Aug 2008
Marcos Rietti Souto, Benjamin M. Tabak and Francisco Vazquez
affiliation not provided to SSRN, FGV/EPPG and International Monetary Fund
Downloads 119 (283,475)

Abstract:

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structural models, credit risk indicators, stress tests, macrofinancial links