via Vivaldi, 5
Genova, GE 16126
Italy
University of Genova - Department of Economics
SSRN RANKINGS
in Total Papers Citations
relationship lending, financial crisis, soft information
systemic risk; insurance companies; event study; regulatory reforms; loss absorbency requirements
Internal Ratings Based approach; credit risk; prudential regulation; dynamic panels; state dependent endogenous dummy; System GMM
Internal Ratings Based Model; Credit Risk; Non-Performing Loans; Prudential Regulation; Dynamic Panels; System GMM; Roodman's Overfitting Test
SIFIs, systemic risk, regulation