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 3 6 19 166
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk 0 0 0 19 1 3 17 83
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements 0 0 0 59 0 0 16 134
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 1 1 5 143 2 6 30 466
Systemic risk contributions: a credit portfolio approach 0 0 0 150 1 3 27 392
Total Working Papers 1 1 6 401 7 18 109 1,241


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 0 11 316
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress 1 1 4 15 2 2 15 58
Systemic risk contributions: A credit portfolio approach 0 0 1 41 1 3 9 170
Total Journal Articles 1 1 7 154 3 5 35 544
1 registered items for which data could not be found


Statistics updated 2026-09-10