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Veronica Balzarotti

Personal Details

First Name:Veronica
Middle Name:
Last Name:Balzarotti
Suffix:
RePEc Short-ID:pba1009

Affiliation

Banco Central de la República Argentina

Buenos Aires, Argentina
http://www.bcra.gov.ar/
RePEc:edi:bcraaar (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Verónica Balzarotti & Alejandra Anastasi, 2015. "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," BCRA Working Paper Series 201562, Central Bank of Argentina, Economic Research Department.
  2. Verónica Balzarotti & Alejandra Anastasi, 2011. "Regulatory Solutions to Bank Loans Pro-Cyclicality. Is the Cure Worse than the Illness?," BCRA Working Paper Series 201154, Central Bank of Argentina, Economic Research Department.
  3. Verónica Balzarotti & Fernando Castelpoggi, 2008. "Credit Scoring Models: Lack of Information and the Use of Data from a Credit Risk Register," BCRA Working Paper Series 200837, Central Bank of Argentina, Economic Research Department.
  4. Verónica Balzarotti, 2006. "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," BCRA Working Paper Series 200606, Central Bank of Argentina, Economic Research Department.
  5. Verónica Balzarotti & Matías Gutiérrez Girault & Verónica Vallés, 2006. "Credit Scoring Models with Truncated Samples and Their Validation," BCRA Working Paper Series 200604, Central Bank of Argentina, Economic Research Department.
  6. Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.
  7. Andrew Powell & Verónica Balzarotti & Christian Castro, 2002. "Reforming Capital Requirements in Emerging Countries," Business School Working Papers diecinueve, Universidad Torcuato Di Tella.
  8. Delfiner, Miguel & Balzarotti, Verónica & del Canto, Angel, 2001. "Backtesting: Performance of capital requirements for market risk in the BCRA [Backtesting: Funcionamiento de los requisitos de capital por riesgo de mercado del BCRA]," MPRA Paper 10231, University Library of Munich, Germany.
  9. Andrew Powell & Veronica Balzarotti, 1997. "Requisitos de capital de los bancos latinoamericanos en relación con sus niveles de riesgo de mercado: importancia de la Enmienda de Basilea de 1996 para América Latina," Research Department Publications 4073, Inter-American Development Bank, Research Department.
  10. Andrew Powell & Veronica Balzarotti, 1997. "Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America," Research Department Publications 4072, Inter-American Development Bank, Research Department.

Articles

  1. Verónica Balzarotti & Alejandra Anastasi, 2013. "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(69), pages 101-149, December.
  2. Alejandra Anastasi & Verónica Balzarotti, 2012. "Accounting or Liquidity Buffers? The Risks of Overlooking Financial Aspects of Counter-Cyclical Rules," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(67), pages 73-120, December.
  3. Verónica Balzarotti & Fernando Castelpoggi, 2009. "Credit Scoring Models: Missing Information and the Use of Data from a Credit Register," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(56), pages 95-156, October -.
  4. Verónica Balzarotti, 2007. "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(46), pages 7-61, January -.
  5. Veronica Balzarotti & Michael Falkenheim & Andrew Powell, 2002. "On the Use of Portfolio Risk Models and Capital Requirements in Emerging Markets: The Case of Argentina," The World Bank Economic Review, World Bank, vol. 16(2), pages 197-212, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.

    Cited by:

    1. Powell, Andrew & Mylenko, Nataliya & Miller, Margaret & Majnoni, Giovanni, 2004. "Improving credit information, bank regulation, and supervision : on the role and design of public credit registries," Policy Research Working Paper Series 3443, The World Bank.
    2. Cristina Betancour & José De Gregorio & Alejandro Jara, 2006. "Improving the banking system: the Chilean experience," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 163-80, Bank for International Settlements.
    3. Majnoni, Giovanni & Miller, Margaret & Powell, Andrew, 2004. "Bank capital and loan loss reserves under Basel II - implications for emerging countries," Policy Research Working Paper Series 3437, The World Bank.
    4. Kiguel, Miguel A. & Levy Yeyati, Eduardo & Galindo, Arturo & Panizza, Ugo & Miller, Margaret & Rojas-Suárez, Liliana & Bebczuk, Ricardo N. & López-de-Silanes, Florencio & Bernal, Olver & Auerbach, Pau, 2005. "Unlocking Credit: The Quest for Deep and Stable Bank Lending. Economic and Social Progress in Latin America. 2005 Report," IDB Publications (Books), Inter-American Development Bank, number 416.

  2. Andrew Powell & Verónica Balzarotti & Christian Castro, 2002. "Reforming Capital Requirements in Emerging Countries," Business School Working Papers diecinueve, Universidad Torcuato Di Tella.

    Cited by:

    1. Powell, Andrew & Mylenko, Nataliya & Miller, Margaret & Majnoni, Giovanni, 2004. "Improving credit information, bank regulation, and supervision : on the role and design of public credit registries," Policy Research Working Paper Series 3443, The World Bank.
    2. Cristina Betancour & José De Gregorio & Alejandro Jara, 2006. "Improving the banking system: the Chilean experience," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 163-80, Bank for International Settlements.

  3. Andrew Powell & Veronica Balzarotti, 1997. "Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America," Research Department Publications 4072, Inter-American Development Bank, Research Department.

    Cited by:

    1. Fabio Sabatini, 2005. "Measuring Social Capital in Italy. An Exploratory Analysis," Development and Comp Systems 0504003, University Library of Munich, Germany.
    2. Gellynck, Xavier & Kuhne, Bianka & Van Wezemael, Lynn & Verbeke, Wim, 2010. "Translating Latent Trends In Food Consumer Behavior Into New Products," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116422, European Association of Agricultural Economists.

Articles

  1. Veronica Balzarotti & Michael Falkenheim & Andrew Powell, 2002. "On the Use of Portfolio Risk Models and Capital Requirements in Emerging Markets: The Case of Argentina," The World Bank Economic Review, World Bank, vol. 16(2), pages 197-212, August.

    Cited by:

    1. Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.
    2. Reinhart, Carmen & Levich, Richard & Majoni, Giovanni, 2002. "Ratings, rating agencies and the global financial system: Summary and policy implications," MPRA Paper 13249, University Library of Munich, Germany.
    3. Mr. Jorge A Chan-Lau, 2006. "Fundamentals-Based Estimation of Default Probabilities - A Survey," IMF Working Papers 2006/149, International Monetary Fund.
    4. International Association of Deposit Insurers, 2011. "Evaluation of Deposit Insurance Fund Sufficiency on the Basis of Risk Analysis," IADI Research Papers 11-11, International Association of Deposit Insurers.
    5. Divino, Jose Angelo & Rocha, Líneke Clementino Sleegers, 2013. "Probability of default in collateralized credit operations," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 276-292.
    6. Socol Adela, 2008. "Capital Adequacy In The Romanian Banking System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-42.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2015-09-05
  2. NEP-FIN: Finance (1) 2004-07-26
  3. NEP-MFD: Microfinance (1) 2015-09-05

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