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 2 3 4 69
Comparing Different Systemic Risk Measures for European Banking System 0 1 2 45 0 3 6 123
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 3 5 43
Estimating the Marginal Contribution to Systemic Risk by A CoVaR†model Based on Copula Functions and Extreme Value Theory 0 0 0 9 4 6 7 49
Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness 0 0 0 6 3 4 4 40
Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books 0 0 0 4 4 5 5 45
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 1 3 159
Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio 0 0 0 15 4 6 10 66
The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing 0 0 1 17 2 2 4 120
Total Journal Articles 0 1 4 194 21 33 48 802


Statistics updated 2026-02-12