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author_facet:"Chan-Lau, Jorge"
dewey-ones:"330 - Economics"
language:"English"
product_txtF_mv:"International Monetary Fund"
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1
The
Global
Financial Crisis and its Impact on the Chilean Banking System
by
Chan-Lau, Jorge
Published 2010
International Monetary Fund
“
...This paper explores how the
global
turmoil affected the risk of banks operating in Chile...
”
Read Now
2
Contagion Risk in the International Banking System and Implications for London As a
Global
Financial Center
by
Chan-Lau, Jorge
Published 2007
International Monetary Fund
“
... several key trends among major
global
banks: contagion risk among banks exhibits "home bias"; individual...
”
Read Now
3
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in
Global
and Domestic Banking Systems
by
Chan-Lau, Jorge
Published 2010
International Monetary Fund
Read Now
4
Recent Advances in Credit Risk Modeling
by
Gasha, Jose
Published 2009
International Monetary Fund
“
... of the
global
financial crisis. In this context, financial industry representatives, regulators and academics...
”
Read Now
5
Extreme Contagion in Equity Markets
by
Yao, James
Published 2002
International Monetary Fund
“
... in other regions; (c)
global
increases in contagion following the 1998 financial crises; and (d...
”
Read Now
6
Assessing Corporate Vulnerabilities in Indonesia : A Bottom-Up Default Analysis
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
“
... the probabilities of default (PDs) in the corporate sector to the high levels observed during the
Global
Financial...
”
Read Now
7
Variance Decomposition Networks : Potential Pitfalls and a Simple Solution
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
“
... decomposition methods, I analyzed the
global
financial system during 2001 – 2016. The analysis shows...
”
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International Monetary Fund
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Chan-Lau, Jorge
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