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Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework
Pederzoli, Chiara; Torricelli, Costanza; Tsomocos, … - In: Annals of finance 6 (2010) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10003939546
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A parsimonious default prediction model for Italian SMEs
Pederzoli, Chiara; Torricelli, Costanza - In: Banks and bank systems : international research journal 5 (2010) 4, pp. 5-9
Persistent link: https://www.econbiz.de/10008806496
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A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
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Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara; Torricelli, Costanza - In: Journal of banking & finance 29 (2005) 12, pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
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An assessment of the Fundamental Review of the Trading Book : the capital requirement impact on a stylised financial portfolio
Pederzoli, Chiara; Torricelli, Costanza - In: International journal of banking, accounting and … 12 (2021) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10012694431