IMF Publications by Author
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Souto, R Marcos:
2013
Title: Macro-Financial Implications of Corporate (De)Leveraging in the Euro Area Periphery
Series: Working Paper No. 2013/154
Date: June 26, 2013
Subject: Asset and liability management Debt burden Debt restructuring External debt Financial crises Financial statements Public debt Public financial management (PFM)
2009
Title: Recent Advances in Credit Risk Modeling
Series: Working Paper No. 2009/162
Date: August 1, 2009
Subject: Asset prices Asset valuation Credit Credit risk Options
Title: Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector
Series: Working Paper No. 2009/109
Date: May 1, 2009
Subject: Bank soundness Banking Commercial banks Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial statements Nonperforming loans Public financial management (PFM)
2008
Title: Testing for Structural Breaks in Small Samples
Series: Working Paper No. 2008/075
Date: March 1, 2008
Subject: Data processing
2007
Title: Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Series: Working Paper No. 2007/290
Date: December 1, 2007
Subject: Banking Commodities Credit Credit risk Financial regulation and supervision Foreign exchange Gold Money Oil
Title: Measuring Sovereign Risk in Turkey: An Application of the Contingent Claims Approach
Series: Working Paper No. 2007/233
Date: October 1, 2007
Subject: Domestic debt External debt Financial statements Foreign exchange Public debt