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 | 0 | 2 | 3 | 145 |
| A hierarchical model of tail dependent asset returns for assessing portfolio credit risk | 0 | 0 | 0 | 19 | 0 | 2 | 2 | 65 |
| M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements | 0 | 0 | 0 | 59 | 0 | 2 | 3 | 118 |
| Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options | 0 | 0 | 4 | 138 | 1 | 4 | 18 | 433 |
| Systemic risk contributions: a credit portfolio approach | 0 | 0 | 1 | 150 | 0 | 3 | 4 | 364 |
| Total Working Papers | 0 | 0 | 5 | 395 | 1 | 13 | 30 | 1,125 |
| 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 | 96 | 0 | 1 | 2 | 305 |
| M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress | 0 | 0 | 1 | 11 | 0 | 0 | 5 | 43 |
| Systemic risk contributions: A credit portfolio approach | 0 | 0 | 0 | 40 | 0 | 2 | 3 | 158 |
| Total Journal Articles | 0 | 0 | 1 | 147 | 0 | 3 | 10 | 506 |
1 registered items for which data could not be found
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