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Details about Veronica Balzarotti

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Workplace:Banco Central de la República Argentina (Central Bank of Argentina), (more information at EDIRC)

Access statistics for papers by Veronica Balzarotti.

Last updated 2021-08-13. Update your information in the RePEc Author Service.

Short-id: pba1009


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Working Papers

2015

  1. Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach
    BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department Downloads
    See also Journal Article in Ensayos Económicos (2013)

2011

  1. Regulatory Solutions to Bank Loans Pro-Cyclicality. Is the Cure Worse than the Illness?
    BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department Downloads

2010

  1. Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (2)
    Also in Research Department Publications, Inter-American Development Bank, Research Department (1997) Downloads

2008

  1. Credit Scoring Models: Lack of Information and the Use of Data from a Credit Risk Register
    BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department Downloads

2006

  1. Credit Scoring Models with Truncated Samples and Their Validation
    BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department Downloads
  2. Real Interest Rate Risk in the Argentine Banking System. A Measuring Model
    BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department Downloads
    See also Journal Article in Ensayos Económicos (2007)

2004

  1. Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+
    Business School Working Papers, Universidad Torcuato Di Tella Downloads View citations (5)

2002

  1. Reforming Capital Requirements in Emerging Countries
    Business School Working Papers, Universidad Torcuato Di Tella Downloads View citations (3)

2001

  1. Backtesting: Performance of capital requirements for market risk in the BCRA
    (Backtesting: Funcionamiento de los requisitos de capital por riesgo de mercado del BCRA)
    MPRA Paper, University Library of Munich, Germany Downloads

1997

  1. Requisitos de capital de los bancos latinoamericanos en relación con sus niveles de riesgo de mercado: importancia de la Enmienda de Basilea de 1996 para América Latina
    Research Department Publications, Inter-American Development Bank, Research Department Downloads

Journal Articles

2013

  1. Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach
    Ensayos Económicos, 2013, 1, (69), 101-149 Downloads
    See also Working Paper (2015)

2012

  1. Accounting or Liquidity Buffers? The Risks of Overlooking Financial Aspects of Counter-Cyclical Rules
    Ensayos Económicos, 2012, 1, (67), 73-120 Downloads

2009

  1. Credit Scoring Models: Missing Information and the Use of Data from a Credit Register
    Ensayos Económicos, 2009, 1, (56), 95-156 Downloads

2007

  1. Real Interest Rate Risk in the Argentine Banking System. A Measuring Model
    Ensayos Económicos, 2007, 1, (46), 7-61 Downloads
    See also Working Paper (2006)

2002

  1. On the Use of Portfolio Risk Models and Capital Requirements in Emerging Markets: The Case of Argentina
    The World Bank Economic Review, 2002, 16, (2), 197-212 View citations (6)
 
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