Francesca Campolongo

Europoean Commission - Joint Reserach Centre

Rue de la Loi 200

Brussels, B-1049

Belgium

European Commission Joint Research Center

1049

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 33,673

in Total Papers Downloads

1,300

CITATIONS
Rank 40,528

SSRN RANKINGS

Top 40,528

in Total Papers Citations

8

Scholarly Papers (4)

1.

Contingent Conversion Convertible Bond: New Avenue to Raise Bank Capital

Number of pages: 22 Posted: 05 Jan 2013
Joint Research Centre, Italy, Europoean Commission - Joint Reserach Centre, RiskConcile and KU Leuven - Department of Mathematics
Downloads 724 (33,583)
Citation 2

Abstract:

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G13, G18, G21, C15

2.

Global Sensitivity Analysis for Latent Factor Credit Risk Models

Number of pages: 29 Posted: 03 Jan 2005
Dirk G. Baur, Jessica Cariboni and Francesca Campolongo
University of Western Australia - Business School, European Commission Joint Research Center and Europoean Commission - Joint Reserach Centre
Downloads 315 (94,335)

Abstract:

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Credit risk model, latent factor model, copula, global sensitivity analysis

3.

Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework

Number of pages: 34 Posted: 04 Feb 2009 Last Revised: 11 Sep 2010
Universita di Cagliari, Universita di Cagliari, University of Leeds - Division of Accounting and Finance, Europoean Commission - Joint Reserach Centre and European Union - European Commission
Downloads 232 (130,071)
Citation 6

Abstract:

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Deposit Insurance, Basel 2, Monte Carlo Techniques

4.

Sense and Sensitivity: An Input Space Odyssey for ABS Ratings

Number of pages: 36 Posted: 13 Dec 2012
Joint Research Centre, Italy, European Commission - Joint Research Centre, Europoean Commission - Joint Reserach Centre and KU Leuven - Department of Mathematics
Downloads 29 (465,869)

Abstract:

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G21, G13, C15, C00