Malvina Marchese

Università degli Studi di Genova

Via Vivaldi 5

GENOVA, 16126

Italy

  • Università degli Studi di Genova

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

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

Downloads 0 (431,523)

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

Abstract:

Loading...

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