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 | 28 | 2 | 6 | 16 | 132 |
| A hierarchical model of tail dependent asset returns for assessing portfolio credit risk | 0 | 0 | 1 | 18 | 0 | 2 | 8 | 58 |
| Basel III D: Swiss Finish to Basel III | 0 | 0 | 0 | 14 | 1 | 4 | 10 | 80 |
| European Banking Union C: Cross-Border Resolution–Fortis Group | 0 | 0 | 5 | 19 | 1 | 2 | 13 | 47 |
| European Banking Union D: Cross-Border Resolution—Dexia Group | 0 | 1 | 3 | 14 | 3 | 4 | 11 | 68 |
| M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements | 0 | 0 | 3 | 56 | 4 | 6 | 26 | 94 |
| Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options | 5 | 11 | 48 | 48 | 16 | 34 | 110 | 110 |
| Systemic risk contributions: a credit portfolio approach | 0 | 2 | 2 | 146 | 0 | 4 | 12 | 338 |
| Total Working Papers | 5 | 14 | 63 | 343 | 27 | 62 | 206 | 927 |
| 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 | 90 | 1 | 2 | 12 | 291 |
| Default dependence among corporate bond issuers: empirical evidence from time series data | 0 | 0 | 1 | 42 | 0 | 0 | 3 | 176 |
| M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress | 0 | 0 | 4 | 4 | 1 | 1 | 19 | 19 |
| Systemic risk contributions: A credit portfolio approach | 0 | 0 | 4 | 31 | 0 | 3 | 21 | 117 |
| Total Journal Articles | 0 | 0 | 9 | 167 | 2 | 6 | 55 | 603 |
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