Details about Matias Alfredo Gutierrez Girault

Access statistics for papers by Matias Alfredo Gutierrez Girault.

Last updated 2020-05-04. Update your information in the RePEc Author Service.

Short-id: pgu218

Working Papers

2010

1. Public credit registries as a tool for bank regulation and supervision
   Policy Research Working Paper Series, The World Bank View citations (1)

2008

2. Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System
   MPRA Paper, University Library of Munich, Germany View citations (3)

2007

3. Modelos de credit scoring: qué, cómo, cuándo y para qué
   (Credit scoring models: what, how, when and for what purposes)
   MPRA Paper, University Library of Munich, Germany
4. Non – parametric estimation of conditional and unconditional loan portfolio loss distributions with public credit registry data
   MPRA Paper, University Library of Munich, Germany View citations (4)

2006

5. Credit Scoring Models with Truncated Samples and Their Validation
   BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department

2002

6. Aplicación de la teoría de valores extremos al gerenciamiento del riesgo
   CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA View citations (5)

Journal Articles

2020

1. The Costs and Benefits of Bank Capital—A Review of the Literature
   JRFM, 2020, 13, (4), 1-25 View citations (4)

2008

2. Anatomy of Credit Scoring Models
   Ensayos Económicos, 2008, 1, (50), 61-96