Details about Veronica Balzarotti

Access statistics for papers by Veronica Balzarotti.

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

Short-id: pba1009

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

2011

2. 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

2008

3. 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

2006

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

2004

6. 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 View citations (5)

2002

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

2001

8. 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

1997

9. 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 View citations (2)
   Also in Research Department Publications, Inter-American Development Bank, Research Department (1997)
10. 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

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
   See also Working Paper Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach, BCRA Working Paper Series (2015) (2015)

2012

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

2009

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

2007

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

2002

5. 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 (7)