Access Statistics for Natalia Tente

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	5	9	152
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk	0	0	0	19	1	1	4	67
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements	0	0	0	59	4	5	7	123
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options	0	1	2	139	2	6	16	443
Systemic risk contributions: a credit portfolio approach	0	0	0	150	4	4	8	369
Total Working Papers	0	1	2	396	14	21	44	1,154

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	2	98	2	5	6	310
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress	0	0	1	12	2	2	4	46
Systemic risk contributions: A credit portfolio approach	0	0	0	40	1	2	7	163
Total Journal Articles	1	2	3	150	5	9	17	519

1 registered items for which data could not be found

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Statistics updated 2026-01-09