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Immigration, uncertainty and macroeconomic dynamics
Donadelli, Michael; Gerotto, Luca; Lucchetta, Marcella; … - In: The World Economy 43 (2019) 2, pp. 326-354
Persistent link: https://www.econbiz.de/10012097892
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Catch the heterogeneity: The new bank-tailored integrated rating
Arzu, Daniela; Lucchetta, Marcella; Mantovani, Guido Max - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-25
The purpose of this article is to develop a bank-oriented rating approach, tailored by incorporating the various heterogeneity dimensions characterizing financial institutions, named "Bank-Tailored Integrated Rating" (BTIR). BTIR is able to catch the financial cycle, including the pandemic...
Persistent link: https://www.econbiz.de/10013200996
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Catch the Heterogeneity : The New Bank Tailored Integrated Rating
Arzu, Daniela - 2018
We develop a banks' specific integrated rating approach, tailored incorporating the various heterogeneity dimensions characterizing financial institutions (see Mantovani et al., 2013 and 2014 regarding the heterogeneity risk analysis in corporate firms), named “bank tailored integrated...
Persistent link: https://www.econbiz.de/10012928843
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Catch the heterogeneity : the new bank-tailored integrated rating
Arzu, Daniela; Lucchetta, Marcella; Mantovani, Guido Max - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-25
The purpose of this article is to develop a bank-oriented rating approach, tailored by incorporating the various heterogeneity dimensions characterizing financial institutions, named "Bank-Tailored Integrated Rating" (BTIR). BTIR is able to catch the financial cycle, including the pandemic...
Persistent link: https://www.econbiz.de/10012622816