Details about Ricardo Schechtman

Access statistics for papers by Ricardo Schechtman.

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

Short-id: psc247

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

2013

2. Loan Pricing Following a Macro Prudential Within-Sector Capital Measure
   Working Papers Series, Central Bank of Brazil, Research Department View citations (20)
3. Too Rich to Let Me Fail?
   Documentos de Investigación - Research Papers, CEMLA

2011

4. Macro Stress Testing of Credit Risk Focused on the Tails
   Working Papers Series, Central Bank of Brazil, Research Department View citations (10)
   See also Journal Article Macro stress testing of credit risk focused on the tails, Journal of Financial Stability, Elsevier (2012) View citations (15) (2012)

2009

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

2007

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

2006

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

2004

9. 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 View citations (23)

Journal Articles

2017

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

2013

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

2012

3. Macro stress testing of credit risk focused on the tails
   Journal of Financial Stability, 2012, 8, (3), 174-192 View citations (15)
   See also Working Paper Macro Stress Testing of Credit Risk Focused on the Tails, Working Papers Series (2011) View citations (10) (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 View citations (5)