Papers & Reviews

  • 20 Septiembre 2017
Political distribution risk and aggregate fluctuations

Keywords: Political redistribution risk, bargaining shocks, aggregate fluctuations, partial filter, historical narrative.

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  • 18 Septiembre 2017
Forward-looking and incentive-compatible operational risk capital framework

Keywords: Banking Regulation, Operational Risk, Regulatory Capital, Incentive Compatibility.

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  • 15 Septiembre 2017
Bank credit allocation and sectorial concentration in Mexico: Some empirical evidence

Keywords: Credit, Concentration, Productivity, Mexico.

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  • 13 Septiembre 2017
Managing counterparty risk in OTC markets

Study how banks manage their default risk before bilaterally negotiating the quantities and prices of over-the-counter (OTC) contracts resembling credit default swaps (CDSs).

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  • 11 Septiembre 2017
Identifying contagion in a banking network

Keywords: Contagion, counterparty risk, credit default swaps, networks.

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