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Ricardo Schechtman

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This is information that was supplied by Ricardo Schechtman in registering through RePEc. If you are Ricardo Schechtman , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ricardo
Middle Name:
Last Name: Schechtman
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RePEc Short-ID: psc247

Email: [This author has chosen not to make the email address public]
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Affiliation

Banco Central do Brasil
Location: Brasília, Brazil
Homepage: http://www.bcb.gov.br/
Email:
Phone: (061) 3414-2401
Fax: (061) 3414-2480
Postal: Caixa Postal 08670 - CEP 70074-900 - Brasília DF
Handle: RePEc:edi:bcbgvbr (more details at EDIRC)

Works

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Working papers

  1. Bruno Martins & Ricardo Schechtman, 2013. "Loan Pricing Following a Macro Prudential Within-Sector Capital Measure," Working Papers Series 323, Central Bank of Brazil, Research Department.
  2. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
  3. Ricardo Schechtman, 2009. "From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency," Working Papers Series 195, Central Bank of Brazil, Research Department.
  4. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
  5. Ricardo Schechtman, 2006. "Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil," Working Papers Series 127, Central Bank of Brazil, Research Department.
  6. Ricardo Schechtman, 2006. "A Central de Risco de Crédito no Brasil: uma análise de utilidade de informação," Working Papers Series 119, Central Bank of Brazil, Research Department.
  7. Ricardo Schechtman & Valéria Salomão Garcia & Sergio Mikio Koyama & Guilherme Cronemberger Parente, 2004. "Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis," Working Papers Series 91, Central Bank of Brazil, Research Department.

Articles

  1. Schechtman, Ricardo, 2013. "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, vol. 9(4), pages 460-474.
  2. Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012. "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, vol. 8(3), pages 174-192.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (6) 2007-06-02 2007-06-02 2007-12-01 2009-11-07 2011-05-30 2013-08-16. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-08-16
  3. NEP-ECM: Econometrics (1) 2007-12-01
  4. NEP-LAM: Central & South America (1) 2013-08-16
  5. NEP-RMG: Risk Management (3) 2007-12-01 2009-11-07 2011-05-30. Author is listed
  6. NEP-SPO: Sports & Economics (1) 2013-08-16

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