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 1 1 1 30 1 8 13 157
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk 0 0 0 19 1 12 14 78
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements 0 0 0 59 1 11 13 130
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 1 1 2 140 2 8 17 449
Systemic risk contributions: a credit portfolio approach 0 0 0 150 7 21 22 386
Total Working Papers 2 2 3 398 12 60 79 1,200


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 1 2 98 0 5 8 313
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress 1 2 3 14 2 8 9 52
Systemic risk contributions: A credit portfolio approach 0 1 1 41 0 3 7 165
Total Journal Articles 1 4 6 153 2 16 24 530
1 registered items for which data could not be found


Statistics updated 2026-03-04