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Mosconi, Paola's
Scholarly Papers
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Total Downloads
1,086 |
Total
Citations
4 |
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Castagna, Antonio Iason Ltd. Mercurio, Fabio Bloomberg L.P. Mosconi, Paola San Paolo IMI - Banca IMI
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02 Jun 09
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Last Revised:
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28 Aug 09
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737
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Basel II, second pillar, credit VaR, analytical formula, contagion risk, sectoral risk, stochastic default probability, stochastic recovery, scenario
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Bonollo, Michele affiliation not provided to SSRN Mercurio, Fabio Bloomberg L.P. Mosconi, Paola San Paolo IMI - Banca IMI
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349
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Basel II, second pillar, credit VaR, analytical formula, contagion, sectorial risk
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Bonollo, Michele Banco Popolare Mosconi, Paola San Paolo IMI - Banca IMI Mercurio, Fabio Bloomberg and Iason Ltd.
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4.
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Bonollo, Michele affiliation not provided to SSRN Mosconi, Paola San Paolo IMI - Banca IMI Pegorin, Marta affiliation not provided to SSRN
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Credit VaR, Concentration Risk, Basel II, Pillar II
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Records 1 -
4
of 4 matches
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