Access Statistics for Annalisa Di Clemente

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advanced approaches for measuring total banking capital 0 0 0 13 0 0 1 66
Comparing Different Systemic Risk Measures for European Banking System 0 1 1 44 0 1 1 118
Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk: an experimental analysis 0 0 0 9 0 0 4 40
Estimating the Marginal Contribution to Systemic Risk by A CoVaR†model Based on Copula Functions and Extreme Value Theory 0 0 0 9 0 0 0 42
Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness 0 0 0 6 0 0 2 36
Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books 0 0 0 4 0 0 0 40
La misurazione integrata dei rischi bancari: uno studio simulativo 0 0 0 8 0 0 0 88
Measuring Portfolio value-at-risk by a copula-evt based approach 0 0 1 68 0 0 7 157
Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio 0 0 2 15 0 1 4 57
The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing 0 0 0 16 0 0 0 116
Total Journal Articles 0 1 4 192 0 2 19 760


Statistics updated 2025-06-06