Veronica Balzarotti
Personal Details
First Name: | Veronica |
Middle Name: | |
Last Name: | Balzarotti |
Suffix: | |
RePEc Short-ID: | pba1009 |
| |
Affiliation
Banco Central de la República Argentina
Buenos Aires, Argentinahttp://www.bcra.gov.ar/
RePEc:edi:bcraaar (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Verónica Balzarotti & Alejandra Anastasi, 2015.
"Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach,"
BCRA Working Paper Series
201562, Central Bank of Argentina, Economic Research Department.
- Verónica Balzarotti & Alejandra Anastasi, 2013. "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(69), pages 101-149, December.
- Verónica Balzarotti & Alejandra Anastasi, 2011. "Regulatory Solutions to Bank Loans Pro-Cyclicality. Is the Cure Worse than the Illness?," BCRA Working Paper Series 201154, Central Bank of Argentina, Economic Research Department.
- Verónica Balzarotti & Fernando Castelpoggi, 2008. "Credit Scoring Models: Lack of Information and the Use of Data from a Credit Risk Register," BCRA Working Paper Series 200837, Central Bank of Argentina, Economic Research Department.
- Verónica Balzarotti & Matías Gutiérrez Girault & Verónica Vallés, 2006. "Credit Scoring Models with Truncated Samples and Their Validation," BCRA Working Paper Series 200604, Central Bank of Argentina, Economic Research Department.
- Verónica Balzarotti, 2006.
"Real Interest Rate Risk in the Argentine Banking System. A Measuring Model,"
BCRA Working Paper Series
200606, Central Bank of Argentina, Economic Research Department.
- Verónica Balzarotti, 2007. "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(46), pages 7-61, January -.
- Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.
- Andrew Powell & Verónica Balzarotti & Christian Castro, 2002. "Reforming Capital Requirements in Emerging Countries," Business School Working Papers diecinueve, Universidad Torcuato Di Tella.
- Delfiner, Miguel & Balzarotti, Verónica & del Canto, Angel, 2001. "Backtesting: Performance of capital requirements for market risk in the BCRA [Backtesting: Funcionamiento de los requisitos de capital por riesgo de mercado del BCRA]," MPRA Paper 10231, University Library of Munich, Germany.
- Andrew Powell & Veronica Balzarotti, 1997.
"Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America,"
Research Department Publications
4072, Inter-American Development Bank, Research Department.
- Powell, Andrew & Balzarotti, Verónica, 1997. "Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America," IDB Publications (Working Papers) 6065, Inter-American Development Bank.
- Andrew Powell & Veronica Balzarotti, 1997. "Requisitos de capital de los bancos latinoamericanos en relación con sus niveles de riesgo de mercado: importancia de la Enmienda de Basilea de 1996 para América Latina," Research Department Publications 4073, Inter-American Development Bank, Research Department.
Articles
- Verónica Balzarotti & Alejandra Anastasi, 2013.
"Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach,"
Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(69), pages 101-149, December.
- Verónica Balzarotti & Alejandra Anastasi, 2015. "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," BCRA Working Paper Series 201562, Central Bank of Argentina, Economic Research Department.
- Alejandra Anastasi & Verónica Balzarotti, 2012. "Accounting or Liquidity Buffers? The Risks of Overlooking Financial Aspects of Counter-Cyclical Rules," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(67), pages 73-120, December.
- Verónica Balzarotti & Fernando Castelpoggi, 2009. "Credit Scoring Models: Missing Information and the Use of Data from a Credit Register," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(56), pages 95-156, October -.
- Verónica Balzarotti, 2007.
"Real Interest Rate Risk in the Argentine Banking System. A Measuring Model,"
Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(46), pages 7-61, January -.
- Verónica Balzarotti, 2006. "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," BCRA Working Paper Series 200606, Central Bank of Argentina, Economic Research Department.
- Veronica Balzarotti & Michael Falkenheim & Andrew Powell, 2002. "On the Use of Portfolio Risk Models and Capital Requirements in Emerging Markets: The Case of Argentina," The World Bank Economic Review, World Bank, vol. 16(2), pages 197-212, August.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Verónica Balzarotti & Christian Castro & Andrew Powell, 2004.
"Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+,"
Business School Working Papers
capitalreqemerging, Universidad Torcuato Di Tella.
Cited by:
- Powell, Andrew & Mylenko, Nataliya & Miller, Margaret & Majnoni, Giovanni, 2004. "Improving credit information, bank regulation, and supervision : on the role and design of public credit registries," Policy Research Working Paper Series 3443, The World Bank.
- Kiguel, Miguel A. & Levy Yeyati, Eduardo & Galindo, Arturo & Panizza, Ugo & Miller, Margaret & Rojas-Suárez, Liliana & Bebczuk, Ricardo N. & López-de-Silanes, Florencio & Bernal, Olver & Auerbach, Pau, 2005. "Unlocking Credit: The Quest for Deep and Stable Bank Lending. Economic and Social Progress in Latin America. 2005 Report," IDB Publications (Books), Inter-American Development Bank, number 416, November.
- Majnoni, Giovanni & Miller, Margaret & Powell, Andrew, 2004. "Bank capital and loan loss reserves under Basel II - implications for emerging countries," Policy Research Working Paper Series 3437, The World Bank.
- Cristina Betancour & José De Gregorio & Alejandro Jara, 2006.
"Improving the banking system: the Chilean experience,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 163-80,
Bank for International Settlements.
- José De Gregorio & Alejandro Jara & Cristina Betancour, 2006. "Improving the Banking System: The Chilean Experience," Economic Policy Papers Central Bank of Chile 16, Central Bank of Chile.
- Andrew Powell & Verónica Balzarotti & Christian Castro, 2002.
"Reforming Capital Requirements in Emerging Countries,"
Business School Working Papers
diecinueve, Universidad Torcuato Di Tella.
Cited by:
- Powell, Andrew & Mylenko, Nataliya & Miller, Margaret & Majnoni, Giovanni, 2004. "Improving credit information, bank regulation, and supervision : on the role and design of public credit registries," Policy Research Working Paper Series 3443, The World Bank.
- Cristina Betancour & José De Gregorio & Alejandro Jara, 2006.
"Improving the banking system: the Chilean experience,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 163-80,
Bank for International Settlements.
- José De Gregorio & Alejandro Jara & Cristina Betancour, 2006. "Improving the Banking System: The Chilean Experience," Economic Policy Papers Central Bank of Chile 16, Central Bank of Chile.
- Andrew Powell & Veronica Balzarotti, 1997.
"Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America,"
Research Department Publications
4072, Inter-American Development Bank, Research Department.
- Powell, Andrew & Balzarotti, Verónica, 1997. "Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America," IDB Publications (Working Papers) 6065, Inter-American Development Bank.
Cited by:
- Fabio Sabatini, 2005. "Measuring Social Capital in Italy. An Exploratory Analysis," Development and Comp Systems 0504003, University Library of Munich, Germany.
- Gellynck, Xavier & Kuhne, Bianka & Van Wezemael, Lynn & Verbeke, Wim, 2010. "Translating Latent Trends In Food Consumer Behavior Into New Products," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116422, European Association of Agricultural Economists.
Articles
- Veronica Balzarotti & Michael Falkenheim & Andrew Powell, 2002.
"On the Use of Portfolio Risk Models and Capital Requirements in Emerging Markets: The Case of Argentina,"
The World Bank Economic Review, World Bank, vol. 16(2), pages 197-212, August.
Cited by:
- Mr. Jorge A Chan-Lau, 2006. "Fundamentals-Based Estimation of Default Probabilities - A Survey," IMF Working Papers 2006/149, International Monetary Fund.
- Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.
- Reinhart, Carmen, 2002.
"Sovereign Credit Ratings Before and After Financial Crises,"
MPRA Paper
7410, University Library of Munich, Germany.
- Reinhart, Carmen & Levich, Richard & Majoni, Giovanni, 2002. "Ratings, rating agencies and the global financial system: Summary and policy implications," MPRA Paper 13249, University Library of Munich, Germany.
- Reinhart, Carmen, 2002. "Financial crises, credit ratings, and bank failures: An introduction," MPRA Paper 13247, University Library of Munich, Germany.
- Carmen M. Reinhart, 2002. "An Introduction," The World Bank Economic Review, World Bank, vol. 16(2), pages 149-150, August.
- Socol Adela, 2008. "Capital Adequacy In The Romanian Banking System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 1-42.
- International Association of Deposit Insurers, 2011. "Evaluation of Deposit Insurance Fund Sufficiency on the Basis of Risk Analysis," IADI Research Papers 11-11, International Association of Deposit Insurers.
- Divino, Jose Angelo & Rocha, Líneke Clementino Sleegers, 2013. "Probability of default in collateralized credit operations," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 276-292.
- Correa, Patricia & Brock, Philip, 2005. "Comments," LSE Research Online Documents on Economics 123175, London School of Economics and Political Science, LSE Library.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (1) 2015-09-05
- NEP-FIN: Finance (1) 2004-07-26
- NEP-MFD: Microfinance (1) 2015-09-05
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Veronica Balzarotti should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.