Mario Onorato

Algorithmics

Director, Global Solution Director ALM

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 24,388

in Total Papers Downloads

1,938

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

An Integrated Pricing Model for Defaultable Loans and Bonds

Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21 Posted: 23 May 2003
Edward I. Altman and Mario Onorato
New York University (NYU) - Salomon Center and Algorithmics
Downloads 989 (21,806)

Abstract:

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statistical simulation methods, financial risk management, credit risk measurement model, pricing models, debt & debt management, portfolio choice

An Integrated Pricing Model for Defaultable Loans and Bonds

NYU Working Paper No. S-CDM-03-05
Number of pages: 21 Posted: 05 Nov 2008
Mario Onorato and Edward I. Altman
Algorithmics and New York University (NYU) - Salomon Center
Downloads 112 (248,213)

Abstract:

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statistical simulation methods, financial risk management, credit risk measurement model, asset pricing, debt & debt management

2.

Apples and Pears: The Comparison of Risk Capital and Required Return in Financial Institutions

Number of pages: 42 Posted: 11 Feb 2007
Alistair Milne and Mario Onorato
Loughborough University - School of Business and Economics and Algorithmics
Downloads 524 (52,687)
Citation 1

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RAROC, Risk Management, Economic Capital, Performance Measurement, Financial Regulation

Risk-Adjusted Measures of Value Creation in Financial Institutions

Bank of Finland Research Discussion Paper No. 25/2009
Number of pages: 40 Posted: 28 Nov 2009
Alistair Milne and Mario Onorato
Loughborough University - School of Business and Economics and Algorithmics
Downloads 313 (96,508)
Citation 1

Abstract:

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asset pricing, banking, capital allocation, capital budgeting, capital management, corporate finance, downside risk, economic capital, performance measurement, RAROC, risk management, value creation, hurdle rate, value at risk