Jorge A a Chan Chan Lau

Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation

Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America

Variance Decomposition Networks: Potential Pitfalls and a Simple Solution

ABBA: An Agent-Based Model of the Banking System

Lasso Regressions and Forecasting Models in Applied Stress Testing

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System

Market-Based Structural Top-Down Stress Tests of the Banking System

Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis