Concepedia

Marcos Souto

MS

Statistics

Publications

10

Citations

200

H-Index

10

Active since

2006

Affiliations

International Monetary Fund(Current)

George Washington University

Marcos Souto is an author at International Monetary Fund specializing in business, finance, and financial economics.

Publications per year

2006–2010

10

Publications

10

An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks

Theodore M. Barnhill, Marcos Souto, Benjamin Miranda Tabak · RePEc: Research Papers in Economics · 2006 · 32 citations

, , +16

A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

Francisco Vázquez, Benjamin Miranda Tabak, Marcos Souto · SSRN Electronic Journal · 2010 · 30 citations · Full text

, , +17

Measuring Sovereign Risk in Turkey: An Application of the Contingent Claims Approach

Christian Keller, Peter Kunzel, Marcos Souto · IMF Working Paper · 2007 · 25 citations · Full text

, , +17

Testing for Structural Breaks in Small Samples

Marcos Souto, Sergei Antoshin, Andrew Berg · IMF Working Paper · 2008 · 24 citations · Full text

, , +13

Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector

Marcos Souto, Rodolphe Blavy · IMF Working Paper · 2009 · 18 citations · Full text

, , +11

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