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Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J.; Kerr, Sougata - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10011298501
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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
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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
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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