Gabriele Sabato

Risk Management

Head of Risk Appetite Portfolio Decisioning

280 Bishopsgate

London, EC2M 4RB

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 1,631

SSRN RANKINGS

Top 1,631

in Total Papers Downloads

15,738

CITATIONS
Rank 5,634

SSRN RANKINGS

Top 5,634

in Total Papers Citations

91

Scholarly Papers (11)

1.

Financial Crisis: Where did Risk Management Fail?

Number of pages: 17 Posted: 24 Aug 2009
Gabriele Sabato
Risk Management
Downloads 3,369 (1,898)
Citation 2

Abstract:

Financial crisis, Capital allocation, Enterprise risk management, Banks’ governance structure

2.

Credit Risk Scoring Models

Number of pages: 15 Posted: 03 Feb 2010
Gabriele Sabato
Risk Management
Downloads 2,318 (2,967)
Citation 1

Abstract:

Credit scoring models, Basel II, Retail banking, Model lifecycle, Risk management, Model assessment, Model implementation, Model validation

3.

Modeling Credit Risk for SMEs: Evidence from the US Market

Number of pages: 48 Posted: 27 Dec 2005
Edward I. Altman and Gabriele Sabato
New York University (NYU) - Salomon Center and Risk Management
Downloads 2,148 (3,609)
Citation 28

Abstract:

SME finance, Modeling credit risk, Basel II, Bank capital requirements

4.

Effects of the New Basel Capital Accord on Bank Capital Requirement for SMEs

Journal of Financial Services Research, Forthcoming
Number of pages: 41 Posted: 11 May 2005
Edward I. Altman and Gabriele Sabato
New York University (NYU) - Salomon Center and Risk Management
Downloads 1,714 (6,724)
Citation 16

Abstract:

SME finance, basel II, bank capital requirements, retail banking

5.

Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis

Number of pages: 45 Posted: 13 Oct 2011
Markus Schmid, Gabriele Sabato and Vincent Aebi
University of St. Gallen - Swiss Institute of Banking and Finance, Risk Management and University of St. Gallen
Downloads 1,240 (8,060)
Citation 10

Abstract:

Chief risk officer, Corporate governance, Risk governance, Bank performance, Financial Crisis

6.

Managing Credit Risk for Retail Low-Default Portfolios

Number of pages: 40 Posted: 15 Jun 2006
Gabriele Sabato
Risk Management
Downloads 1,009 (14,760)
Citation 2

Abstract:

Low-Default portfolios, Basel II, Retail banking, Credit risk

7.

Estimating Conservative Loss Given Default

Number of pages: 26 Posted: 26 May 2008 Last Revised: 15 Jun 2013
Gabriele Sabato and Markus Schmid
Risk Management and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 892 (17,900)
Citation 1

Abstract:

Loss given default, Basel II, Bank capital requirements, Credit risk, Recovery rate

8.

The Value of Non-Financial Information in SME Risk Management

Number of pages: 40 Posted: 27 Dec 2008 Last Revised: 12 Mar 2014
Edward I. Altman, Gabriele Sabato and Nick Wilson
New York University (NYU) - Salomon Center, Risk Management and University of Leeds - Credit Management Research Centre
Downloads 576 (25,028)
Citation 6

Abstract:

SME lending, Credit Risk Modeling, Bankruptcy, Small Business failure

9.

Setting Acquisition Strategy for Retail Customers

Number of pages: 19 Posted: 23 Jan 2011
Gabriele Sabato
Risk Management
Downloads 163 (130,950)

Abstract:

Acquisition strategy, Cut-off; Scoring models, Credit approval, Risk Management

10.

Modelling Credit Risk for SMEs: Evidence from the U.S. Market

Abacus, Vol. 43, No. 3, pp. 332-357, September 2007
Number of pages: 26 Posted: 17 Aug 2007
Edward I. Altman and Gabriele Sabato
New York University (NYU) - Salomon Center and Risk Management
Downloads 14 (480,468)
Citation 25
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Abstract:

11.

Assessing the Quality of Retail Customers: Credit Risk Scoring Models

The IUP Journal of Financial Risk Management, Vol. 7, Nos. 1 & 2, pp. 35-43, March & June 2010
Posted: 25 May 2010
Gabriele Sabato
Risk Management

Abstract: