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 1 5 71
Comparing Different Systemic Risk Measures for European Banking System 0 0 2 46 1 4 12 130
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 2 9 49
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 12 54
Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness 0 0 0 6 0 0 11 47
Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books 0 0 0 4 0 1 8 48
La misurazione integrata dei rischi bancari: uno studio simulativo 0 0 0 8 1 2 3 91
Measuring Portfolio value-at-risk by a copula-evt based approach 0 0 0 68 0 2 10 167
Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio 0 0 0 15 1 1 10 69
The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing 0 0 1 17 0 0 5 121
Total Journal Articles 0 0 3 195 3 13 85 847

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Statistics updated 2026-09-10