Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Modelling credit risk for innovative SMEs : the role of innovation measures
Pederzoli, Chiara; Thoma, Grid; Torricelli, Costanza - In: Journal of financial services research : JFSR 44 (2013) 1, pp. 111-129
Persistent link: https://www.econbiz.de/10009777928
Cover Image
Systemic risk measures and macroprudential stress tests : an assessment over the 2014 EBA exercise
Pederzoli, Chiara; Torricelli, Costanza - In: Annals of finance 13 (2017) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10011945440