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 0 29 1 2 4 146
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk 0 0 0 19 0 1 2 65
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements 0 0 0 59 0 1 3 118
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 0 0 4 138 1 2 17 434
Systemic risk contributions: a credit portfolio approach 0 0 0 150 0 0 3 364
Total Working Papers 0 0 4 395 2 6 29 1,127


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 0 96 0 0 2 305
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress 0 0 0 11 0 0 4 43
Systemic risk contributions: A credit portfolio approach 0 0 0 40 0 0 2 158
Total Journal Articles 0 0 0 147 0 0 8 506
1 registered items for which data could not be found


Statistics updated 2025-06-06