Project Portfolio

Selected Works from Quant Finance, Risk Management & Academia

Quant Finance and Risk Management

  • [PT-BR] Casting lots and placing bets: decision making under uncertainty and risk management - Talking/Presentation for the master’s program in economics (UFMT). April 16, 2024.

  • Foundations of Risk Management (Working in Progress)

  • Cycle Theory and Risk Management (Working in Progress)

  • {crmvR} - A Practical R package for IFRS 9 and CECL Credit Risk Modelling and Validation. (Working in Progress)

Papers & Research (Working in Progress)

  • [PT-BR] COSTA, Henrique & SOARES, Jadson. “Avaliação espacial da inadimplência (Non-Performing Loans) dos estados brasileiros baseado nos indicadores locais de associações espaciais (LISA)”. (Working in Progress)

  • COSTA, Henrique. “Vintage Analysis: a tool for risk management”. (Working in Progress)

  • COSTA, Henrique. “X-ray of credit default in Brazil”. (Working in Progress)