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 1 1 30 0 1 12 157
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk 0 0 0 19 1 3 15 80
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements 0 0 0 59 4 5 16 134
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options 1 2 3 141 5 9 23 456
Systemic risk contributions: a credit portfolio approach 0 0 0 150 2 10 25 389
Total Working Papers 1 3 4 399 12 28 91 1,216


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 3 3 11 316
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress 0 1 3 14 2 5 12 55
Systemic risk contributions: A credit portfolio approach 0 0 1 41 1 2 9 167
Total Journal Articles 0 1 6 153 6 10 32 538
1 registered items for which data could not be found


Statistics updated 2026-05-06