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 | 6 | 149 |
| A hierarchical model of tail dependent asset returns for assessing portfolio credit risk | 0 | 0 | 0 | 19 | 0 | 0 | 3 | 66 |
| M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements | 0 | 0 | 0 | 59 | 1 | 1 | 3 | 119 |
| Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options | 0 | 1 | 3 | 139 | 3 | 5 | 16 | 441 |
| Systemic risk contributions: a credit portfolio approach | 0 | 0 | 0 | 150 | 0 | 0 | 4 | 365 |
| Total Working Papers | 0 | 1 | 3 | 396 | 5 | 8 | 32 | 1,140 |
| 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 | 1 | 1 | 1 | 97 | 2 | 3 | 5 | 308 |
| M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress | 0 | 1 | 1 | 12 | 0 | 1 | 2 | 44 |
| Systemic risk contributions: A credit portfolio approach | 0 | 0 | 0 | 40 | 1 | 1 | 6 | 162 |
| Total Journal Articles | 1 | 2 | 2 | 149 | 3 | 5 | 13 | 514 |
1 registered items for which data could not be found
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail