Bebczuk, Ricardo N. - In: Ensayos Económicos 1 (2007) 49, pp. 139-155
The main purpose of our work is to construct portfolio loss distributions of small and large loans in Argentina using bootstrapping techniques. Annual data (covering the 1999-2005 period) from the Debtors Register of the Central Bank of Argentina over 580.000 records have been used. The work has...