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Mr. Jorge A. Chan-Lau

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Regulatory Capital Charges For Too-connected-to-fail Institutions
Systemic Risk Assessment and Oversight
Pension Funds and Emerging Markets
Variance Decomposition Networks: Potential Pitfalls and a Simple Solution
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System
Lasso Regressions and Forecasting Models in Applied Stress Testing
Abba
Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems
Market-based Structural Top-down Stress Tests Of The Banking System
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System
Is Systematic Default Risk Priced in Equity Returns? a Cross-Sectional Analysis Using Credit Derivatives Prices
Global Financial Crisis and Its Impact on the Chilean Banking System
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance
The Global Financial Crisis and its Impacton the Chilean Banking System
Public Debt Sustainability And Management In A Compound Option Framework

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