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Rubén García-Céspedes

Observed name: Rubén García Céspedes
ORCID: 0000-0002-0288-2807
Observed ORCID: 0000-0002-0288-2807
OpenAlex ID: A5040898063
An Approximate Multi-Period Vasicek Credit Risk Model
2016 · Rubén García-Céspedes, Manuel Moreno · Journal of Banking & Finance · 11
On Machine Learning models explainability in the banking sector: the case of SHAP
2025 · Rubén García-Céspedes, Francisco J. Alias-Carrascosa, et al. · Journal of the Operational Research Society · 10
The Vasicek credit risk model: A Machine Learning approach
2021 · Rubén García-Céspedes, Manuel Moreno · Finance research letters · 4
Random LGD Adjustments in the Vasicek Credit Risk Model
2016 · Rubén García-Céspedes, Manuel Moreno · European Journal of Finance · 4
Estimating the distribution of total default losses on the Spanish financial system
2014 · Rubén García-Céspedes, Manuel Moreno · Journal of Banking & Finance · 3
Determinants of internal ratings-based credit risk-weighted assets in Europe: 2015-23
2025 · Juan Carlos García-Céspedes, Rubén García-Céspedes · Revista de Estabilidad Financiera · 1
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Extended saddlepoint methods for credit risk measurement
2016 · Rubén García-Céspedes, Manuel Moreno · The Journal of Computational Finance · 1
Monotonicity and Heteroskedasticity in Machine Learning Models: An Application to Credit Risk
2023 · Rubén García-Céspedes, Manuel Moreno Fuentes, et al. · SSRN Electronic Journal
Three essays on computational finance and credit risk measurement and management.
2014 · Rubén García Céspedes · RUIdeRA - Institutional University Repository (University of Castilla-La Mancha)
Works count: 9
Citation count: 34
H-index: 4
I10-index: 2
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