Narrow search
Showing 1 - 4 of 4
Cover Image
Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework : an application to mortgage portfolios
Canals-Cerdá, José J. - In: The journal of risk model validation 12 (2018) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011991951
Cover Image
Can we take the "stress" out of stress testing? : applications of generalized structural equation modeling to consumer finance
Canals-Cerdá, José J. - 2021
Persistent link: https://www.econbiz.de/10012431676
Cover Image
Consumer risk appetite, the credit cycle, and the housing bubble
Breeden, Joseph L.; Canals-Cerdá, José J. - 2016
Persistent link: https://www.econbiz.de/10011449437
Cover Image
Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital : an application to mortgage portfolios
Canals-Cerdá, José J. - 2017
Persistent link: https://www.econbiz.de/10011689295