Jorge A. Chan-Lau

Hang in There

UnFEAR

Variance Decomposition Networks

Lasso Regressions and Forecasting Models in Applied Stress Testing

Bottom-Up Default Analysis of Corporate Solvency Risk

Assessing Corporate Vulnerabilities in Indonesia

ABBA

Market-Based Structural Top-Down Stress Tests of the Banking System

Systemic risk assessment and oversight

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality?

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System

Fat Tails and Their Happy Endings

Public Debt Sustainability and Management in a Compound Option Framework

Global Financial Crisis and Its Impact on the Chilean Banking System

Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems

Regulatory Capital Charges for Too-Connected-to-Fail Institutions

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center

End

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports

Hong Kong SAR

Determinants of Credit Growth and Interest Margins in the Philippines and Asia

Recent Advances in Credit Risk Modeling

Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic

Option-Based Approach to Bank Vulnerabilities in Emerging Markets

Hong Kong Sar

Tales from Two Neighbors