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 3 3 69
Comparing Different Systemic Risk Measures for European Banking System 0 0 2 45 1 3 7 124
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 3 3 43
Estimating the Marginal Contribution to Systemic Risk by A CoVaR†model Based on Copula Functions and Extreme Value Theory 0 0 0 9 2 7 9 51
Hedge Accounting and Risk Management: An Advanced Prospective Model for Testing Hedge Effectiveness 0 0 0 6 2 6 6 42
Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books 0 0 0 4 1 5 6 46
La misurazione integrata dei rischi bancari: uno studio simulativo 0 0 0 8 1 1 1 89
Measuring Portfolio value-at-risk by a copula-evt based approach 0 0 0 68 1 2 3 160
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 7 11 67
The Credit Securitisation Process as a Tool of Portfolio Credit Risk Managing 0 0 1 17 0 2 4 120
Total Journal Articles 0 0 3 194 9 39 53 811

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Statistics updated 2026-03-04