Jorge A. Chan-Lau

Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises

Jorge A. Chan-Lau, 2003 .

Fundamentals-Based Estimation of Default Probabilities: A Survey

Jorge A. Chan-lau, Jorge A. Chan-Lau, 2006, SSRN Electronic Journal.

The Global Financial Crisis and its Impact on the Chilean Banking System

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2010, SSRN Electronic Journal.

Regulatory Capital Charges for Too-Connected-To-Fail Institutions: A Practical Proposal

Jorge A. Chan-Lau, 2009 .

Lasso Regressions and Forecasting Models in Applied Stress Testing

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2015, SSRN Electronic Journal.

Assessing the Systemic Implications of Financial Linkages

Kay Giesecke, Jorge A. Chan-Lau, K. Giesecke, 2009 .

Regulatory Capital Charges for Too-Connected-To-Fail Institutions: A Practical Proposal

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2009, SSRN Electronic Journal.

Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2004, SSRN Electronic Journal.