Articoli pubblicati da:
Di Clemente, AnnalisaRisultato della ricerca: (11 titoli )
| Approcci avanzati di stima del capitale totale bancario = Advanced approaches for measuring total banking capital |
Bancaria - 2010
| Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk: an experimental analysis |
Studi economici [1950] - 2013
| The credit securitisation process as a tool of portfolio credit risk managing |
Studi economici [1950] - 2011
| The empirical frontier for value-at-risk: a useful tool for market risk managing |
Rivista italiana di economia demografia e statistica - 2002
| Estimating the Marginal Contribution to Systemic Risk by A CoVaR-model Based on Copula Functions and Extreme Value Theory |
Economic notes - 2018
| Hedge accounting and risk management: an advanced prospective model for testing hedge effectiveness |
Economic notes - 2015
| L'impatto di Basilea II sulle opportunità di finanziamento delle piccole e medie imprese italiane |
Rassegna economica [1955] - 2005
| Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books |
Economic notes - 2014
| Measuring portfolio value-at-risk by a copula-evt based approach |
Studi economici [1950] - 2005
| La misurazione integrata dei rischi bancari: uno studio simulativo |
Studi economici [1950] - 2009
| New Market Risk Management Techniques: a Corporative and Empirical Analysis |
Rassegna economica [1955] - 2006
