 | An Assessment of Estimates of Term Structure Models for the United States Author/Editor: Carlos I. Medeiros, Ying He. Release Date:October, 2011 The paper assesses estimates of term structure models for the United States. To this end, this paper first describes the mathematics underlying two types of term structure models, namely the more...
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| | Policy Instruments to Lean Against the Wind in Latin America Author/Editor: G. Terrier, Rodrigo O. Valdes, Camilo Ernesto Tovar Mora, Jorge A. Chan-Lau, Carlos Fernandez Valdovinos, Mercedes Garcia-Escribano, Carlos I. Medeiros, Man-Keung Tang, Mercedes Vera Martin, W. Christopher Walker. Release Date:July, 2011 This paper reviews policy tools that have been used and/or are available for policy makers in the region to lean against the wind and review relevant country experiences using them. The instruments more...
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| | The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-2010 Author/Editor: Marco Rodriguez Waldo, Carlos I. Medeiros. Release Date:April, 2011 This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term more...
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| | 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...
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