2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.AP2014★ 2 cited
Recovery Risk: Application of the Latent Competing Risks Model to Non performing Loans
Mauro R. Oliveira, Francisco Louzada
This article proposes a method for measuring the latent risks involved in the recovery process of non performing loans in financial institutions and business firms that deal with c…
q-fin.RM2014
Downturn LGD: A More Conservative Approach for Economic Decline Periods
Mauro R. Oliveira, Armando Chinelatto Neto
The purpose of this paper is to identify a relevant statistical correlation between rate of default, RD, and loss given default, LGD, in a major Brazilian financial institution Ret…