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Publications by Fernando F. Moreira

Copula-Based Formulas to Estimate Unexpected Credit Losses (The Future of Basel Accords?)

Financial Markets, Institutions and Instruments

English

Related publications

Corrigendum to “A Theoretical Argument Why the T-Copula Explains Credit Risk Contagion Better Than the Gaussian Copula”

Advances in Decision Sciences

Computational Mathematics

Applied Mathematics

Decision Sciences

English

Revision of the International Pharmaceutical Federations Basel Statements on the Future of Hospital Pharmacy: From Basel to Bangkok

American Journal of Health-System Pharmacy

English

Management and Disclosure of Operational Risk and the Basel Accords: The Case of the Largest Portuguese Banks

Revista Universo Contábil

English

Consequences of Basel Accords on Bank Risk-Taking and Profitability: Evidence From Asian Countries

Asian Economic and Financial Review

English

Credit Losses in Australasian Banking

SSRN Electronic Journal

English

The Effect of Stressed Economic Conditions on Credit Risk in Basel II

South African Journal of Economic and Management Sciences

English

Competitive Effects of Basel II on U.S. Bank Credit Card Lending

SSRN Electronic Journal

English

Cyclical Correlations, Credit Contagion, and Portfolio Losses

SSRN Electronic Journal

English

Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Different?

SSRN Electronic Journal

English