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 1 1 1 66
Comparing Different Systemic Risk Measures for European Banking System 0 0 0 43 0 0 0 117
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 2 2 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 2 42
Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness 0 0 1 6 0 1 4 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 1 1 1 68 1 2 11 157
Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio 0 1 2 15 0 1 4 56
The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing 0 0 0 16 0 0 0 116
Total Journal Articles 1 2 4 191 4 7 26 758


Statistics updated 2025-03-03