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Paper / 2022SMQ / 161931864154751
Financial Inclusion, Economic Development, and Inequality: Evidence from Brazil
Adrien Matray / Julia Fonseca
banking / economic policyResource overview

Financial Inclusion, Economic Development, and Inequality: Evidence from Brazil

Paper2022

by Adrien Matray, Julia Fonseca

Tags
bankingeconomic policyfinancial economics

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Suggested foundations for asset pricing and factor research and credit and counterparty risk. Specialist prerequisites vary by paper.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

  3. Credit Instruments, PD/LGD/EAD, and Rating Migration

    Separate default probability, loss severity and exposure.

  4. Conditional Expectation

    Read conditional default and exposure quantities.

Go further

  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

  3. Threshold Models and the Gaussian Copula for Portfolio Default

    Study dependence between defaults.

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Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Empirical Asset Pricing and Factor Investing Explore Counterparty Credit Risk and CVA

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