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 2 6 16 163
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk 0 0 0 19 1 2 17 82
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 0 1 4 142 2 8 30 464
Systemic risk contributions: a credit portfolio approach 0 0 0 150 0 2 27 391
Total Working Papers 0 1 5 400 5 18 106 1,234


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 0 0 3 14 0 1 13 56
Systemic risk contributions: A credit portfolio approach 0 0 1 41 2 2 10 169
Total Journal Articles 0 0 6 153 2 3 34 541
1 registered items for which data could not be found


Statistics updated 2026-08-07