Scott D. Aguais

Point-in-time loss-given default rates and exposures at default models for IFRS 9/CECL and stress testing

Gaurav Chawla, Lawrence R. Forest, Scott D. Aguais, 2016 .

Some options for evaluating significant deterioration under IFRS 9

Scott D. Aguais, G. Chawla, L. Forest, 2016 .

Climate-change scenarios require volatility effects to imply substantial credit losses: shocks drive credit risk not changes in economic trends

Scott D. Aguais, L. Forest, 2023, Frontiers in Climate.

Enterprise Credit Risk Management

Scott D. Aguais, Dan Rosen, D. Rosen, 2001 .