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Jorge Chan-Lau

Personal Details

First Name:Jorge
Middle Name:
Last Name:Chan-Lau
RePEc Short-ID:pch49
International Monetary Fund 700 19th St NW Washington DC 20431
(202) 623-4271


International Monetary Fund (IMF)

Washington, District of Columbia (United States)

: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Jorge A Chan-Lau, 2013. "Market-Based Structural Top-Down Stress Tests of the Banking System," IMF Working Papers 13/88, International Monetary Fund.
  2. Jorge A Chan-Lau & Estelle X Liu & Jochen M. Schmittmann, 2012. "Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis," IMF Working Papers 12/174, International Monetary Fund.
  3. Jorge A Chan-Lau, 2012. "Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System," IMF Working Papers 12/124, International Monetary Fund.
  4. Torsten Wezel & Jorge A Chan-Lau & Francesco Columba, 2012. "Dynamic Loan Loss Provisioning; Simulationson Effectiveness and Guide to Implementation," IMF Working Papers 12/110, International Monetary Fund.
  5. G. Terrier & Rodrigo O. Valdes & Camilo E Tovar Mora & Jorge A Chan-Lau & Carlos Fernandez Valdovinos & Mercedes Garcia-Escribano & Carlos I. Medeiros & Man-Keung Tang & Mercedes Vera Martin & W. Chri, 2011. "Policy Instruments to Lean Against the Wind in Latin America," IMF Working Papers 11/159, International Monetary Fund.
  6. International Monetary Fund, 2011. "Fat-Tails and their (Un)Happy Endings; Correlation Bias and its Implications for Systemic Risk and Prudential Regulation," IMF Working Papers 11/82, International Monetary Fund.
  7. Jorge A Chan-Lau & Andre O Santos, 2010. "Public Debt Sustainability and Management in a Compound Option Framework," IMF Working Papers 10/2, International Monetary Fund.
  8. Jorge A Chan-Lau, 2010. "Regulatory Capital Charges for Too-Connected-to-Fail Institutions; A Practical Proposal," IMF Working Papers 10/98, International Monetary Fund.
  9. Jorge A Chan-Lau, 2010. "Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.
  10. Jorge A Chan-Lau, 2010. "The Global Financial Crisis and its Impact on the Chilean Banking System," IMF Working Papers 10/108, International Monetary Fund.
  11. Jose Giancarlo Gasha & Andre O Santos & Jorge A Chan-Lau & Carlos I. Medeiros & Marcos R Souto & Christian Capuano, 2009. "Recent Advances in Credit Risk Modeling," IMF Working Papers 09/162, International Monetary Fund.
  12. Hemant Shah & Jorge A Chan-Lau & Geoffrey J Bannister & Ana Carvajal & Ivan S Guerra, 2007. "Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic," IMF Working Papers 07/288, International Monetary Fund.
  13. Jorge A Chan-Lau & Srobona Mitra & Li L Ong, 2007. "Contagion Risk in the International Banking System and Implications for London As a Global Financial Center," IMF Working Papers 07/74, International Monetary Fund.
  14. Yinqiu Lu & Jorge A Chan-Lau, 2006. "Idiosyncratic and Systemic Risk in the European Corporate Sector; A CDO Perspective," IMF Working Papers 06/107, International Monetary Fund.
  15. Jorge A Chan-Lau, 2006. "Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices," IMF Working Papers 06/148, International Monetary Fund.
  16. Jorge A Chan-Lau, 2006. "Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance," IMF Working Papers 06/104, International Monetary Fund.
  17. Andre O Santos & Jorge A Chan-Lau, 2006. "Currency Mismatches and Corporate Default Risk; Modeling, Measurement, and Surveillance Applications," IMF Working Papers 06/269, International Monetary Fund.
  18. Jorge A Chan-Lau, 2006. "Fundamentals-Based Estimation of Default Probabilities - A Survey," IMF Working Papers 06/149, International Monetary Fund.
  19. Li L Ong & Jorge A Chan-Lau, 2006. "The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions," IMF Working Papers 06/139, International Monetary Fund.
  20. Amadou N Sy & Jorge A Chan-Lau, 2006. "Distance-to-Default in Banking; A Bridge Too Far?," IMF Working Papers 06/215, International Monetary Fund.
  21. Jorge A Chan-Lau, 2005. "Hedging Foreign Exchange Risk in Chile; Markets and Instruments," IMF Working Papers 05/37, International Monetary Fund.
  22. Jorge A Chan-Lau & Li L Ong, 2005. "U.S. Mutual Fund Retail Investors in International Equity Markets; Is the Tail Wagging the Dog?," IMF Working Papers 05/162, International Monetary Fund.
  23. Jorge A Chan-Lau & Toni Gravelle, 2005. "The END; A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability," IMF Working Papers 05/231, International Monetary Fund.
  24. Arnaud Jobert & Janet Kong & Jorge A Chan-Lau, 2004. "An Option-Based Approach to Bank Vulnerabilities in Emerging Markets," IMF Working Papers 04/33, International Monetary Fund.
  25. Jorge A Chan-Lau & Yoon Sook Kim, 2004. "Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets," IMF Working Papers 04/27, International Monetary Fund.
  26. William Lee & Jorge A Chan-Lau & Dora M Iakova & Papa M N'Diaye & Tao Wang & Ida Liu & Hong Liang & Eswar S Prasad, 2004. "Hong Kong SAR; Meeting the Challenges of Integration with the Mainland," IMF Occasional Papers 226, International Monetary Fund.
  27. Jorge A Chan-Lau, 2004. "Pension Funds and Emerging Markets," IMF Working Papers 04/181, International Monetary Fund.
  28. Jorge A Chan-Lau & Armando Méndez Morales, 2003. "Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies," IMF Working Papers 03/1, International Monetary Fund.
  29. Jorge A Chan-Lau, 2003. "Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises," IMF Working Papers 03/106, International Monetary Fund.
  30. James Y. Yao & Jorge A Chan-Lau & Donald J Mathieson, 2002. "Extreme Contagion in Equity Markets," IMF Working Papers 02/98, International Monetary Fund.
  31. Jorge A Chan-Lau & Iryna V. Ivaschenko, 2002. "Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia," IMF Working Papers 02/154, International Monetary Fund.
  32. Jorge A Chan-Lau & Iryna V. Ivaschenko, 2002. "The Corporate Spread Curve and Industrial Production in the United States," IMF Working Papers 02/8, International Monetary Fund.
  33. Jorge A Chan-Lau, 2001. "Corporate Restructuring in Japan; An Event-Study Analysis," IMF Working Papers 01/202, International Monetary Fund.
  34. Iryna V. Ivaschenko & Jorge A Chan-Lau, 2001. "Corporate Bond Risk and Real Activity; An Empirical Analysis of Yield Spreads and Their Systematic Components," IMF Working Papers 01/158, International Monetary Fund.
  35. Jorge A Chan-Lau, 2001. "The Impact of Corporate Governance Structures on the Agency Cost of Debt," IMF Working Papers 01/204, International Monetary Fund.
  36. Martin D. Cerisola & Jorge A Chan-Lau, 2000. "Tales From Two Neighbors; Productivity Growth in Canada and the United States," IMF Working Papers 00/169, International Monetary Fund.
  37. Jorge A Chan-Lau & Stephen Tokarick, 1999. "Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports," IMF Working Papers 99/149, International Monetary Fund.
  38. Jorge A Chan-Lau & Peter B. Clark, 1998. "Fixed Investment and Capital Flows ; A Real Options Approach," IMF Working Papers 98/125, International Monetary Fund.
  39. Jorge A Chan-Lau, 1998. "Monetary Policy in a Small Open Economy with Credit Goods Production," IMF Working Papers 98/153, International Monetary Fund.
  40. Jorge A. Chan-Lau & Zhaohui Chen, 1998. "Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis," International Finance 9804001, University Library of Munich, Germany, revised 22 Sep 1998.


  1. Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015. "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, vol. 16(C), pages 164-172.
  2. Jorge A. Chan-Lau, 2008. "The globalisation of finance and its implications for financial stability: an overview of the issues," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 3-29.
  3. Chan-Lau, Jorge A. & Clark, P.B., 2006. "Fixed Investments and Capital Flows: A Real Options Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 21, pages 816-836.
  4. Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004. "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 1-8.
  5. Chan-Lau, Jorge, 2003. "Corporate restructuring in Japan," Journal of Financial Transformation, Capco Institute, vol. 7, pages 85-92.
  6. Chan-Lau, Jorge A. & Ivaschenko, Iryna, 2003. "Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 303-322, December.
  7. Chan-Lau, Jorge A., 2002. "Corporate restructuring in Japan: an event-study analysis," Japan and the World Economy, Elsevier, vol. 14(4), pages 367-377, December.
  8. Chan-Lau, Jorge A & Chen, Zhaohui, 2002. "A Theoretical Model of Financial Crisis," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 53-63, February.
  9. By Jorge A. Chan-Lau & Zhaohui Chen, 2001. "Crash-Free Sequencing Strategies for Financial Development and Liberalization," IMF Staff Papers, Palgrave Macmillan, vol. 48(1), pages 1-7.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 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-FMK: Financial Markets (16) 1998-10-08 2001-11-27 2002-08-19 2004-05-02 2005-10-22 2005-10-22 2005-10-22 2005-10-22 2005-10-22 2006-03-05 2006-08-05 2006-08-05 2006-08-05 2006-08-05 2010-05-29 2013-10-11. Author is listed
  2. NEP-RMG: Risk Management (14) 2006-08-05 2006-08-05 2006-08-05 2006-11-25 2007-01-06 2007-05-04 2009-10-10 2010-01-30 2010-05-02 2010-05-29 2011-05-14 2011-08-22 2012-07-08 2013-09-24. Author is listed
  3. NEP-BAN: Banking (12) 2006-08-05 2006-11-25 2007-05-04 2010-05-02 2010-05-29 2010-05-29 2011-05-14 2011-08-22 2012-05-15 2012-08-23 2013-09-24 2013-10-11. Author is listed
  4. NEP-FIN: Finance (5) 2002-08-19 2005-10-22 2005-10-22 2005-10-22 2005-10-22. Author is listed
  5. NEP-CBA: Central Banking (4) 2011-08-22 2012-05-15 2012-07-08 2013-09-24
  6. NEP-SEA: South East Asia (4) 2002-04-03 2006-03-05 2006-08-05 2006-11-25
  7. NEP-CFN: Corporate Finance (3) 2005-10-22 2006-03-05 2009-10-10
  8. NEP-IFN: International Finance (3) 1998-10-02 2005-10-22 2007-01-06
  9. NEP-ACC: Accounting & Auditing (2) 2007-01-06 2010-05-29
  10. NEP-CMP: Computational Economics (2) 2012-05-15 2012-07-08
  11. NEP-EEC: European Economics (2) 2006-08-05 2013-10-11
  12. NEP-REG: Regulation (2) 2010-05-02 2011-05-14
  13. NEP-EFF: Efficiency & Productivity (1) 2013-10-11
  14. NEP-MAC: Macroeconomics (1) 2011-08-22
  15. NEP-PUB: Public Finance (1) 2005-10-22


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