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Varotto, Simone's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,296 |
Total
Citations
19 |
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1.
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Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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05 Aug 08
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Last Revised:
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02 Oct 08
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587
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Basel II, Internal Rating Based Approach, Credit Rating, Credit Risk
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2.
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Nickell, Pamela
Moody's KMV - New York Office Perraudin, William
Imperial College London - Accounting, Finance, and Macroeconomics Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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543
(22,827)
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12
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Credit risk models, Value-at-Risk
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3.
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Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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505
(25,264)
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Liquidity Risk, Credit Risk, Market Risk, Financial Crisis, Basel III
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4.
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Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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406
(33,459)
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1
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Basel II, credit rating, credit risk
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5.
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Daripa, Arupratan
affiliation not provided to SSRN Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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341
(41,602)
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3
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6.
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Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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13 Mar 10
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Last Revised:
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01 Sep 11
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329
(43,271)
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Credit Risk, Financial Crisis, Stress Testing, Basel 3
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7.
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Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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20 Feb 07
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Last Revised:
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10 Jan 08
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268
(54,830)
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Diversification, Bonds, Currency risk, Country risk, Industry risk, Maturity, Seniority, Credit Rating, Credit Spreads
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8.
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Coro, Filippo
University of Reading Dufour, Alfonso
University of Reading - Henley Business School, ICMA Centre Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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26 Feb 12
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Last Revised:
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10 Aug 12
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129
(111,356)
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CDS, Liquidity, Credit Risk, Financial Crisis, Informed trading, Trade impact
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9.
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Avino, Davide
University of Reading - ICMA Centre Lazar, Emese
University of Reading - ICMA Centre Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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12 Jul 11
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Last Revised:
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08 Aug 12
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110
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credit spreads, price discovery, volatility spillovers, credit and equity derivatives, information flow
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10.
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Daripa, Arupratan
affiliation not provided to SSRN Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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74
(163,991)
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capital regulation
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11.
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Timeliness of Spread Implied Ratings
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
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Kou, Jianming
University of Reading - ICMA Centre Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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Posted:
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16 Oct 07
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Last Revised:
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13 May 08
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4
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3
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Kou, Jianming
University of Reading - ICMA Centre Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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Kou, Jianming
University of Reading - ICMA Centre Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
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0
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Credit rating, Spread implied rating, Credit risk
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Records 1 -
11
of 11 matches
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