Working Papers

Customer Profitability Analysis of a Colombian Microcredit Program

Year of publication: 2014

Author(s): Andreeva, Ansell and Barrios

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Working Papers

Estimation of Joint Credit Losses Based on Poisson Processes and a Suggestion for Basel Accords

Year of publication: 2012

Author(s): Moreira

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Working Papers

Data Frequency and Dependence Structure in Stock Markets

Year of publication: 2012

Author(s): Moreira

Working Papers

Estimating Portfolio Credit Losses in Downturns

Year of publication: 2012

Author(s): Moreira

Working Papers

Asset Correlations for Credit Card Defaults

Year of publication: 2010

Author(s): Bellotti and Crook

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Working Papers

Retail Credit Stress Testing Using a Discrete Hazard Model with Macroeconomic Factors

Year of publication: 2010

Author(s): Bellotti and Crook

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Working Papers

The Effects of Health Shocks on Debt Holdings by Older American Households

Year of publication: 2010

Author(s): Crook and Hochguertel

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Working Papers

Forecasting and Stress Testing Credit Card Default Using Dynamic Models

Year of publication: 2009

Author(s): Bellotti and Crook

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Working Papers

Loss Given Default models for UK retail credit cards

Year of publication: 2009

Author(s): Bellotti and Crook

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Working Papers

Bank Rating Assignments: Rocket Science or a Crystal Ball? International Evidence

Year of publication: 2009

Author(s): Bellotti

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