Doriana Cucinelli

University of Parma - Dipartimento di Scienze Economiche e Aziendali

via Kennedy 6

Parma, 43125

Italy

  • University of Parma - Dipartimento di Scienze Economiche e Aziendali

SCHOLARLY PAPERS

4

DOWNLOADS

111

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Credit Risk in European Banks: The Bright Side of the Internal Ratings Based Approach

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Credit Risk in European Banks: The Bright Side of the Internal Ratings Based Approach

(2018). Journal of Banking & Finance, 93, pp. 213-229. doi:10.1016/j.jbankfin.2018.06.014
Number of pages: 57 Posted: 20 Mar 2020
Doriana Cucinelli, Maria Luisa Di Battista, malvina marchese and Laura Nieri
University of Parma - Dipartimento di Scienze Economiche e Aziendali, Catholic University of the Sacred Heart of Milan - Catholic University of the Sacred Heart of Piacenza, Cass Business School, City, University of london and University of Genova - Department of Economics
Downloads 96 (433,531)
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Internal Ratings Based approach; credit risk; prudential regulation; dynamic panels; state dependent endogenous dummy; System GMM

Credit Risk in European Banks: The Bright Side of the Internal Ratings Based Approach

Journal of Banking and Finance, doi: 10.1016/j.jbankfin.2018.06.014, Forthcoming
Posted: 22 Feb 2017 Last Revised: 18 Jul 2018
Doriana Cucinelli, Maria Luisa Di Battista, Malvina Marchese and Laura Nieri
University of Parma - Dipartimento di Scienze Economiche e Aziendali, Catholic University of the Sacred Heart of Milan - Catholic University of the Sacred Heart of Piacenza, Università degli Studi di Genova and University of Genova - Department of Economics

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Internal Ratings Based Model; Credit Risk; Non-Performing Loans; Prudential Regulation; Dynamic Panels; System GMM; Roodman's Overfitting Test

2.

Investor Preferences, Financial Literacy and Intermediary Choice Towards Sustainability

Number of pages: 29 Posted: 15 Feb 2023
Maria Gaia Soana and Doriana Cucinelli
SDA Bocconi and University of Parma - Dipartimento di Scienze Economiche e Aziendali
Downloads 15 (855,098)

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SRI, financial literature, financial knowledge, retail investor, SR financial intermediaries

3.

The Relationship between Liquidity Risk and Probability of Default: Evidence from the Euro Area

Risk Governance & Control: Financial Markets & Institutions, Volume 3, Issue 1, 2013
Posted: 27 May 2013
Doriana Cucinelli
University of Parma - Dipartimento di Scienze Economiche e Aziendali

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Liquidity Risk, Probability of Default, Banks, LCR, NSFR

4.

The Impact of Board Diversity on Operating Performance and Firm Risk: Evidence from the Italian Market

Corporate Ownership and Control, Volume 10, Issue 2, 2013
Posted: 27 May 2013
Doriana Cucinelli
University of Parma - Dipartimento di Scienze Economiche e Aziendali

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Board Diversity, Board of Directors, Audit Committee, Risk, Corporate Governance