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


Statistics updated 2020-09-04