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Mr.Jorge A. Chan-Lau

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Market-Based Structural Top-Down Stress Tests of the Banking System
Lasso Regressions and Forecasting Models in Applied Stress Testing
Corporate Restructuring in Japan An Event-Study Analysis
Regulatory Capital Charges for Too-Connected-to-Fail Institutions A Practical Proposal
ABBA: An Agent-Based Model of the Banking System
Lasso Regressions and Forecasting Models in Applied Stress Testing
Fundamentals-Based Estimation of Default Probabilities - A Survey
The Impact of Corporate Governance Structures on the Agency Cost of Debt
The Global Financial Crisis and its Impact on the Chilean Banking System
Hedging Foreign Exchange Risk in Chile Markets and Instruments
Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
Monetary Policy in a Small Open Economy with Credit Goods Production
Idiosyncratic and Systemic Risk in the European Corporate Sector A CDO Perspective
The END A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

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