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Jenni van Dyk, Jaun Lange, Gary van Vuuren
Empirical studies have demonstrated that loan default probabilities (PD) and loss given defaults (LGD) are positively correlated because of a common, business cycle, dependency. Regulatory capital requirements demand that banks use downturn LGD estimates...
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Jauhari Dahalan,Mohammed Umar,Hussin Abdullah
Pág. 1665 - 1676
To evaluate the existence of possible over and under valuation of exchange rate for Malaysia, the study examines the nature of misalignment in the equilibrium real exchange rate and its systemic and structural changes in the fundamentals. We account for ...
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Fernando da Silva Vinhado,José Angelo Divino
Pág. 691 - 731
The objective of this paper is to investigate the relationship between monetary and macroprudential policies and the banking sector of the Brazilian economy, exploiting its cross-section structure as a source of interrelations between systemic aspects of...
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Jahir Alexander Gutiérrez Ossa,Edgar Varela Barrios
Pág. 115 - 140
The structure of the article is directed to evaluate the provision of the services public home of energy by the municipal public enterprises EPM of Bogotá and the Atlantic coast from the address and the presence of Chilean and Spanish, capital throu...
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Aléssio Tony Cavalcanti de Almeida,Bruno Ferreira Frascaroli,Danilo Regis da Cunha
Pág. 551 - 584
The main point of this work is to assess how a financial distress in return series of the major Brazilian companies assets and relevant domestic market (Ibovespa) and main international index (Dow Jones) interact with each other, in an attempt to capture...
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