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Giovanni Tessiore
Cerved Group
Italy
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Scholarly Papers (1)
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1.
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
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Abstract:
Bank Capital, Regulation, Basel 2, Credit Risk, Asset Correlation, Value-at-Risk
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