Marcos Rietti Souto

Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks

Benjamin M. Tabak, Francisco Vazquez, Marcos Rietti Souto, 2009 .

Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations

Marcos Rietti Souto, Theodore M. Barnhill, T. Barnhill, 2008 .