Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Jose J. Canals-Cerda"'
Autor:
Jose J. Canals-Cerda, Brian J. Lee
Publikováno v:
Working paper (Federal Reserve Bank of Philadelphia).
We study the impact of the COVID-19 crisis on auto loan origination activity during 2020. We focus on the dynamic impact of the crisis across lending channels, Equifax Risk Score (Risk Score) segments, and relevant geographic characteristics such as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c426b9298c3bf633109784cfd64d12c
https://doi.org/10.21799/frbp.wp.2021.28
https://doi.org/10.21799/frbp.wp.2021.28
Autor:
Jose J. Canals-Cerda
Publikováno v:
SSRN Electronic Journal.
Financial firms, and banks in particular, rely heavily on complex suites of interrelated statistical models in their risk management and business reporting infrastructures. Statistical model infrastructures are often developed using a piecemeal appro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e49c543bee7327c94e75148e1f74f4b
https://doi.org/10.2139/ssrn.3775322
https://doi.org/10.2139/ssrn.3775322
Autor:
Jose J. Canals-Cerda
Publikováno v:
Working paper (Federal Reserve Bank of Philadelphia).
Financial firms, and banks in particular, rely heavily on complex suites of interrelated statistical models in their risk management and business reporting infrastructures. Statistical model infrastructures are often developed using a piecemeal appro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2dc2536becbe415285549cfbdd460492
https://doi.org/10.21799/frbp.wp.2021.01
https://doi.org/10.21799/frbp.wp.2021.01
Autor:
Jose J. Canals-Cerda
Publikováno v:
Working paper (Federal Reserve Bank of Philadelphia).
The Current Expected Credit Loss (CECL) framework represents a new approach for calculating the allowance for credit losses. Credit cards are the most common form of revolving consumer credit and are likely to present conceptual and modeling challeng
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0bdaf45694b649cffb049ce66d70ae40
https://doi.org/10.21799/frbp.wp.2019.08
https://doi.org/10.21799/frbp.wp.2019.08
Publikováno v:
Working paper (Federal Reserve Bank of Philadelphia).
We explore the role of consumer risk appetite in the initiation of credit cycles and as an early trigger of the U.S. mortgage crisis. We analyze a panel data set of mortgages originated between the years 2000 and 2009 and follow their performance up
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::acc7a9b09d08fb3308243fda13a224ac
https://doi.org/10.21799/frbp.wp.2016.05
https://doi.org/10.21799/frbp.wp.2016.05
Autor:
Shiferaw Gurmu, Jose J. Canals-Cerda
Publikováno v:
Atlantic Economic Journal. 36:421-440
The existing literature on welfare effects on marriage and fertility has largely focused on groups of white and black women. By contrast, Hispanic women have received little attention. This paper examines the effects of welfare generosity on a sample
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81f682598a051c750d9e702941d04242
https://doi.org/10.1007/s11293-008-9148-4
https://doi.org/10.1007/s11293-008-9148-4
Autor:
Shiferaw Gurmu, Jose J. Canals-Cerda
Publikováno v:
The Econometrics Journal. 10:193-215
Summary In this paper we analyse a semi-parametric estimation technique for competing risks models based on series expansion of the joint density of the unobserved heterogeneity components. This technique allows for unrestricted correlation among the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f362e48984e631d3ea032492cacc6eae
https://doi.org/10.1111/j.1368-423x.2007.00205.x
https://doi.org/10.1111/j.1368-423x.2007.00205.x
Autor:
Sougata Kerr, Jose J. Canals-Cerda
The Great Recession offers a unique opportunity to analyze the performance of credit risk models under conditions of economic stress. We focus on the performance of models of credit risk applied to risk-segmented credit card portfolios. Specifically,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c4233c9c876c0775b0f47660f702c42
http://www.philadelphiafed.org/research-and-data/publications/working-papers/2015/wp15-08.pdf
http://www.philadelphiafed.org/research-and-data/publications/working-papers/2015/wp15-08.pdf
Autor:
Jose J. Canals-Cerda, Sougata Kerr
Publikováno v:
Working paper (Federal Reserve Bank of Philadelphia).
The Great Recession offers a unique opportunity to analyze the performance of credit risk models under conditions of economic stress. We focus on the performance of models of credit risk applied to risk-segmented credit card portfolios. Specifically,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48f1dcebef51426f93510f013e6910cc
https://doi.org/10.21799/frbp.wp.2015.08
https://doi.org/10.21799/frbp.wp.2015.08
Autor:
Jose J. Canals-Cerda
Publikováno v:
Revolution in Marketing: Market Driving Changes ISBN: 9783319117607
Internet markets are usually under the command of a market intermediary. The market intermediary acts as a necessary catalyst for the transactions to occur, and for this reason it can charge fees for its services. In particular, it is likely that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a7e7019d810ace278dfed720e3d2d8d
https://doi.org/10.1007/978-3-319-11761-4_62
https://doi.org/10.1007/978-3-319-11761-4_62