Access Statistics for Natalia Tente

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hierarchical Archimedean copula for portfolio credit risk modelling 0 0 1 30 1 4 15 161
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk 0 0 0 19 1 2 16 81
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements 0 0 0 59 0 4 16 134
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 2 4 142 2 11 28 462
Systemic risk contributions: a credit portfolio approach 0 0 0 150 2 4 27 391
Total Working Papers 0 2 5 400 6 25 102 1,229


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology 0 0 2 98 0 3 11 316
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress 0 0 3 14 0 3 13 56
Systemic risk contributions: A credit portfolio approach 0 0 1 41 0 1 8 167
Total Journal Articles 0 0 6 153 0 7 32 539
1 registered items for which data could not be found


Statistics updated 2026-07-10