Browsing Universidad Torcuato Di Tella by Author "Balzarotti, Verónica"

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    • Reforming capital requirements in emerging countries 

      Powell, Andrew; Balzarotti, Verónica; Castro, Christian (Universidad Torcuato Di Tella. Escuela de Negocios. Centro de Investigaciones en Finanzas (CIF), 2002)
      This paper then attempts to show how a PCR, in this case from Argentina, can help to set capital and provisioning rules. In order to so this, we employ an econometric credit scoring model on the PCR data - an ordered probit ...