Chapter 29. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector
- Li Ong
- Published Date:
- December 2014
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- Francisco Vazquez, Benjamin M. Tabak and Marcos Souto This chapter was previously published in the Journal of Financial Stability (2012), Vol. 8, No. 2, pp. 69—83 (Vazquez, Tabak, and Souto, 2012). The authors would like to thank Pedro Rodriguez, Rafael Romeu, Gilneu Vivan, seminar participants at the Central Bank of Brazil and IMF, two anonymous reviewers, and the journal editor Iftekhar Hasan for useful comments. Benjamin M. Tabak gratefully acknowledges financial support from the CNPQ Foundation.