M
Miguel A. Segoviano Basurto
8 works on record
Works
Portfolio Credit Risk and Macroeconomic Shocks
Portfolio Credit Risk and Macroeconomic Shocks
Banking Stability Measures
Banking Stability Measures
Counterparty Risk in the over-The-Counter Derivatives Market
Counterparty Risk in the over-The-Counter Derivatives Market
Securitization
Securitization
Optimal Bank Recovery
Optimal Bank Recovery
Default, Credit Growth, and Asset Prices
Default, Credit Growth, and Asset Prices
Sovereign Spreads
Sovereign Spreads
Probabilities of Default and the Market Price of Risk in a Distressed Economy
Probabilities of Default and the Market Price of Risk in a Distressed Economy