Sfoglia per Autore
Mostrati risultati da 1 a 18 di 18
An assessment of the Fundamental Review of the Trading Book: the capital requirement impact on a stylised financial portfolio
2021 Pederzoli, C; Torricelli, C
Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis
2020 Clemente, G; Grassi, R; Pederzoli, C
The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio
2019 Pederzoli, C; Torricelli, C
Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise
2017 Pederzoli, C; Torricelli, C
Modelling Credit Risk for Innovative SMEs: The Role of Innovation Measures
2013 Pederzoli, C; Thoma, G; Torricelli, C
Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis
2013 Pederzoli, C; Torricelli, C
Modelling credit risk for innovative firms: the role of innovation measures
2011 Pederzoli, C; Thoma, G; Torricelli, C
A parsimomious default prediction model for Italian SMEs
2010 Pederzoli, C; Torricelli, C
Rating systems, procyclicality and Basel II: An evaluation in a general equilibrium framework
2010 Pederzoli, C; Torricelli, C; Tsomocos, D
The Interaction of Financial Fragility and the Business Cycle in Determining Banks' Loan Losses: An Investigation of the Italian Case
2010 Pederzoli, C; Torricelli, C; Castellani, S
Indebtedness, macroeconomic conditions and banks' loan losses: evidence from Italy
2008 Castellani, S; Pederzoli, C; Torricelli, C
Indebtedness, macroeconomic conditions and banks' loan losses: evidence from Italy
2008 Castellani, S; Pederzoli, C; Torricelli, C
Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
2008 Pederzoli, C; Torricelli, C
Banks' optimal rating system and procyclicality
2007 Pederzoli, C; Torricelli, C
Forward-looking estimation of default probabilities with Italian data
2006 Marotta, G; Pederzoli, C; Torricelli, C
Default risk: Poisson mixture and the business cycle
2006 Pederzoli, C
Stochastic volatility and GARCH: A comparison based on UK stock data
2006 Pederzoli, C
Capital requirements and business cycle regimes: forward-looking modelling of default probabilities
2005 Pederzoli, C; Torricelli, C
Mostrati risultati da 1 a 18 di 18
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