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Details about Ricardo Schechtman

Workplace:Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Ricardo Schechtman.

Last updated 2018-08-15. Update your information in the RePEc Author Service.

Short-id: psc247


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Working Papers

2018

  1. Capital (and Earnings) Incentives for Loan Loss Provisions in Brazil: evidence from a crisis-buffering regulatory intervention
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2013

  1. Loan Pricing Following a Macro Prudential Within-Sector Capital Measure
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (18)
  2. Too Rich to Let Me Fail?
    Documentos de Investigación - Research Papers, Centro de Estudios Monetarios Latinoamericanos, CEMLA Downloads

2011

  1. Macro Stress Testing of Credit Risk Focused on the Tails
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (10)
    See also Journal Article in Journal of Financial Stability (2012)

2009

  1. From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2007

  1. Joint Validation of Credit Rating PDs under Default Correlation
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article in International Journal of Central Banking (2017)

2006

  1. A Central de Risco de Crédito no Brasil: uma análise de utilidade de informação
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  2. Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (5)

2004

  1. Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (24)

Journal Articles

2017

  1. Joint Validation of Credit Rating PDs under Default Correlation
    International Journal of Central Banking, 2017, 13, (2), 235-282 Downloads
    See also Working Paper (2007)

2013

  1. Default matrices: A complete measurement of banks’ consumer credit delinquency
    Journal of Financial Stability, 2013, 9, (4), 460-474 Downloads

2012

  1. Macro stress testing of credit risk focused on the tails
    Journal of Financial Stability, 2012, 8, (3), 174-192 Downloads View citations (9)
    See also Working Paper (2011)

Books

2013

  1. Valoración de préstamos luego de una medida macroprudencial
    Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA Downloads View citations (5)
 
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