Simone Casellina

European Banking Authority

20 avenue André Prothin CS 30154

One Canada Square, Canary Wharf

92927 Paris, La Défense CEDEX E14 5AA

France

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SCHOLARLY PAPERS

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Scholarly Papers (4)

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1.

Time to Go Beyond RWA Variability for IRB Banks: An Empirical Analysis

European Banking Authority Research Paper No. 10

Number of pages: 21 Posted: 17 Dec 2020

Francesco Cannata, Simone Casellina and Gaetano Chionsini

Bank of Italy, European Banking Authority and European Banking Authority

Downloads 199 (293,208)

Abstract:

2.

The Estimation Risk and the IRB Supervisory Formula

European Banking Authority Research Paper No. 11

Number of pages: 23 Posted: 26 Jan 2021

Simone Casellina, Simone Landini and Mariacristina Uberti

European Banking Authority, IRES Piemonte, Socio-Economic Research Institute of Piedmont and University of Turin

Downloads 190 (305,799)

Abstract:

3.

Applying the Pre-Commitment Approach to Bottom-Up Stress Tests: A New Old Story

European Banking Authority Research Paper No. 5

Number of pages: 22 Posted: 17 Dec 2020

Simone Casellina, Giuseppe Pandolfo and Mario Quagliariello

European Banking Authority, IVASS and European Central Bank (ECB)

Downloads 71 (625,761)

Citation 1

Abstract:

4.

The Calibration of the IRB Supervisory Formula – A Case Study

European Banking Authority Research Paper No. 17

Number of pages: 31 Posted: 10 Oct 2023

Simone Casellina, Fabio Salis, Giovanni Tessiore, Roberto Ugoccioni and Franco Varetto

European Banking Authority, Cerved Group, Cerved Group, Intesa SanPaolo Spa and Politecnico di Torino - Italy

Downloads 65 (655,173)

Abstract:

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