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~language:"eng"
~person:"Baviera, Roberto"
~subject:"Credit risk"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Baviera, Roberto
Rösch, Daniel
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Finance research letters
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International journal of financial engineering
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The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
2
Is the Comprehensive Assessment able to capture banks' risks?
Barucci, Emilio
;
Baviera, Roberto
;
Milani, Carlo
- In:
Finance research letters
19
(
2016
),
pp. 98-104
Persistent link: https://www.econbiz.de/10011657468
Saved in:
3
A note on CVA and wrong way risk
Baviera, Roberto
;
Bua, Gaetano La
;
Pellicioli, Paolo
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011577115
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