A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

By Francisco Vázquez, Benjamin Miranda Tabak, M. Souto. 2010

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1c719360d3ef4b1798ab2024223e532f964c6846

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. A. Messai
2. Fathi Jouini

In Finance

1. A. Messai
2. Fathi Jouini

Citations in the corpus

• Micro and Macro Determinants of Non-performing Loan (2013, background): “Similarly, Vazquez et al. (2012) were interested in the Brazilian case.”