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 1 6 20 167
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk 0 0 0 19 0 2 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 0 1 5 143 0 4 29 466
Systemic risk contributions: a credit portfolio approach 0 0 0 150 0 1 27 392
Total Working Papers 0 1 6 401 1 13 109 1,242


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 1 1 12 317
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress 0 1 3 15 1 3 15 59
Systemic risk contributions: A credit portfolio approach 0 0 1 41 0 3 9 170
Total Journal Articles 0 1 6 154 2 7 36 546
1 registered items for which data could not be found


Statistics updated 2026-10-11