Stress tests and debt risk

Adverse selection, loan choice and default in the Chilean consumer debt market”, Financial Innovation, 2023, 9, 49. Research Digest of the Central Bank of Chile (December 2019, in English, in Spanish). Codes. Preprint (DTBC). Codes for the Preprint.

The double impact of deep social unrest and a pandemic: Evidence from Chile”, Canadian Journal of Economics, 2022, 55(S1), 135-171. Online appendix. Preprint. Codes, Faculti interview. Mentioned in Diario Financiero.

Measuring the covariance risk of consumer debt portfolios”, Journal of Economic Dynamics and Control, 2019, 104, 21-38. Codes. Codes RG.

Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile”, Journal of Financial Stability, 2018,  39,  209-220. Research Digest of the Central Bank of Chile (March 2016, pdf). Codes. Codes RG.

Repayment prioritization of consumer loans in ChilePriorización de pago de deudas de consumo en Chile: el caso de Bancos y Casas Comerciales”, Economía Chilena, 2018, 21(1), 118-132. Codes.

Motivations of households’ indebtedness in Chile / Motivaciones del endeudamiento en las familias chilenas”, Economía Chilena, 2015, 18(1), 90-106. Codes.

The impact of indebtedness and unemployment risk on the loan delinquency of Chilean families / El Impacto del Endeudamiento y Riesgo de Desempleo en la Morosidad de las Familias Chilenas”, Economía Chilena, 2014, 17(1), 88-102. Research Digest of the Central Bank of Chile (June 2014, pdf). Codes.