Vincenzo Tola

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

652

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (2)

Dynamic Provisioning: Rationale, Functioning, and Prudential Treatment

Bank of Italy Research Paper Series - Occasional Paper No. 57
Number of pages: 30 Posted: 26 Oct 2010
Bank of Italy, European Central Bank (ECB), Bank of Italy and Bank of Italy
Downloads 226 (254,070)
Citation 5

Abstract:

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dynamic provisions, capital buffers, Basel 2, credit risk, procyclicality

Dynamic Provisioning: Rationale, Functioning, and Prudential Treatment

Bank of Italy Occasional Paper No. 57
Number of pages: 30 Posted: 05 Jan 2010
Bank of Italy, European Central Bank (ECB), Bank of Italy and Bank of Italy
Downloads 184 (307,458)
Citation 5

Abstract:

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dynamic provisions, capital buffers, Basel 2, credit risk, procyclicality

2.

Measuring Sectoral/Geographic Concentration Risk

Bank of Italy Occasional Paper No. 72
Number of pages: 33 Posted: 08 Dec 2010
Vincenzo Tola
Bank of Italy
Downloads 242 (239,824)

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Basel 2, concentration risk, economic capital, VaR