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Christian Macaro

4 papers; 4 titles; 4 coauthors.

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Conference × Year × Title × Co-authors Extras Pages
SGF 2020 Modernizing Credit Risk Analytics: From Risk Management for Banking into Stress Testing source 9
SGF 2019 Generating Synthetic Instruments for Stress Testing: Machine Learning and Econometrics in SAS Viya Rocco Cannizzaro source 8
SGF 2015 Incorporating External Economic Scenarios into Your CCAR Stress Testing Routines Kenneth Sanford source 10
SGF 2013 Estimating Censored Price Elasticities Using SAS/ETS: Frequentist and Bayesian Approaches James Lemieux,
Jan Chvosta,
Kenneth Sanford		 source 14

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