2 citations · 2 across the 3 of their papers we have counts for
3 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…
stat.AP2014
An Evidence of Link between Default and Loss of Bank Loans from the Modeling of Competing Risks
Mauro R. Oliveira, Francisco Louzada
In this paper, we propose a method that provides a useful technique to compare relationship between risks involved that takes customer become defaulter and debt collection process…
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…