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The Withdrawal of Correspondent Banking Relationships : A Case for Policy Action

Author/Editor: Michaela Erbenova, Yan Liu, Nadim Kyriakos-Saad, Aledjandro Lopez Mejia, Jose Giancarlo Gasha, Emmanuel Mathias, Mohamed Norat, Francisca Fernando, Yasmin Almeida.

Release Date:June, 2016

This paper focuses on the withdrawal of correspondent banking relationships (CBRs) in some jurisdictions post-global financial crisis. It describes existing evidence and consequences of the more...



Price: $10.00
Recent Advances in Credit Risk Modeling

Author/Editor: Jose Giancarlo Gasha, Andre Santos, Jorge A. Chan-Lau, Carlos I. Medeiros, Marcos Souto, Christian Capuano.

Release Date:August, 2009

As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and more...



Price: $18.00
Identifying Threshold Effects in Credit Risk Stress Testing

Author/Editor: Armando Méndez Morales, Jose Giancarlo Gasha.

Release Date:August, 2004

Using data from Argentina, Australia, Colombia, El Salvador, Peru, and the United States, we identify three types of threshold effects when assessing the impact of economic activity on nonperforming more...



Price: $15.00
Angola's Fragile Stabilization

Author/Editor: Jose Giancarlo Gasha, Gonzalo C Pastor.

Release Date:May, 2004

This paper discusses the nature of Angola's disinflation strategy in recent years, with special emphasis on the most recent efforts by the Angolan authorities to stabilize the economy. Looking to the more...



Price: $15.00