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 65
Comparing Different Systemic Risk Measures for European Banking System 0 0 1 42 0 0 5 114
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 8 0 0 0 35
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 39
Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness 0 0 0 5 0 0 0 31
Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books 0 0 0 3 1 1 2 39
La misurazione integrata dei rischi bancari: uno studio simulativo 0 0 0 8 0 0 0 87
Measuring Portfolio value-at-risk by a copula-evt based approach 0 0 2 66 0 0 5 142
Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio 0 0 1 12 0 0 3 49
The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing 0 0 0 16 0 0 0 115
Total Journal Articles 0 0 4 182 1 1 16 716


Statistics updated 2023-06-05