ALFONSO SANTIAGO
NOVALES CINCA
Researcher in the period 1987-2018
Álvaro
Chamizo
Publications by the researcher in collaboration with Álvaro Chamizo (4)
2019
-
Forward-looking asset correlations in the estimation of economic capital
Documentos de Trabajo (ICAE)
-
Looking through systemic credit risk: determinants, stress testing and market value
Documentos de Trabajo (ICAE)
-
Market risk when hedging a global credit portfolio
Documentos de Trabajo (ICAE)
-
Splitting credit risk into systemic, sectorial and idiosyncratic components
Documentos de Trabajo (ICAE)