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The impact of Basel 2 on cooperative baning

Cosma, Simona - In: Co-operative banking : innovations and developments, (pp. 159-190). 2009

Persistent link: https://www.econbiz.de/10003812384

Asset correlations and bank capital adequacy

Gabbi, Giampaolo; Vozzella, Pietro - In: The European journal of finance 19 (2013) 1/2, pp. 55-74

Persistent link: https://www.econbiz.de/10009733299

Financial regulations and bank credit to the real economy

Gabbi, Giampaolo; Iori, Giulia; Jafarey, Saqib; Porter, … - In: Journal of economic dynamics & control 50 (2015), pp. 117-143

Persistent link: https://www.econbiz.de/10010486951

SME credit access after Basel III : does size (and quality) matter?

Vozzella, Pietro; Gabbi, Giampaolo - In: Access to Bank Credit and Sme Financing, (pp. 203-224). 2017

Persistent link: https://www.econbiz.de/10011673300

Default and Asset Correlation : An Empirical Study for Italian SMEs

Vozzella, Piero - 2010

This paper addresses the estimation of confidence sets for asset correlation for credit risk assessment in the Italian market. Research on the estimation of asset correlation using endogenous default probabilities data has focused the impact of concentration risk factors, such as industry and...

Persistent link: https://www.econbiz.de/10013149398

Banking regulation, procyclicality, and asset correlations in the real economic environment

Vozzella, Pietro; Gabbi, Giampaolo - In: The European journal of finance 28 (2022) 13/15, pp. 1383-1398

Persistent link: https://www.econbiz.de/10013532218