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Publications

Books

Libros
Libros
  • Chapter on “Derivatives” of the AAEP book: “Progresses in Finance” (2010)
  • Lambert Academic Publishing: “Commercial Banks and Microfinance” (2010)

Working Papers, Technical Notes & Articles

- UCEMA Magazine – Basel new standardised methodologies (2017).

- WP BCRA “Capital requirements for market risk. Technical Note” (2009).

- WP BCRA “Qualitative techniques for managing operational risk” (2008).

- WP BCRA “Capital requirements for IRR in the banking book. Technical Note” (2008).

- WP BCRA “Liquidity risk management in the Argentine financial system” (2007).

- WP BCRA “Sound practices for managing OR in financial institutions” (2007).

- WP BCRA “Liquidity risk management in banks. International best practices” (2006).

- Technical Note N.10 BCRA "Backtesting: Capital requirements for market risk” (2001). 

- BCBS “Microfinance activities and the Core Principles for Effective Banking Supervision” (coauthor) (2007).

- WP BCRA “Public Policy on Microfinance in South America” (2009).

- WP BCRA “Commercial banks and microfinance” (2007).

- WP BCRA “Credit Cooperatives: Overview of International Experiences” (2006).

- WP BCRA “Microfinance: Analysis of Practices and Regulations” (2006).

- WP 608 UCEMA: “Stress tests for financial institutions in volatile markets” (2017).

- WP 447 UCEMA: “Derivative financial instruments” (2014).

- WP BCRA “Hybrid instruments for bank capitalization” (2006).

- WP 259 UCEMA “Yield curve fluctuation in Argentina” (2005).

- WP217 UCEMA: “Applying extreme value theory to risk management” (2002).

- WP215 UCEMA: “Stock Price behaviour in the argentine stock market” (2002).

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