Výsledky vyhledávání - "Giuseppe Cascarino"

Public Guarantees and Credit Additionality During the Covid-19 Pandemic

Autor: Giuseppe Cascarino, Raffaele Gallo, Francesco Palazzo, Enrico Sette

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::170f3d532ead96077b62fa4482b63bfb
https://doi.org/10.2139/ssrn.4110071

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Explainable Artificial Intelligence: Interpreting Default Forecasting Models Based on Machine Learning

Autor: Giuseppe Cascarino, Mirko Moscatelli, Fabio Parlapiano

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b02230a470552b6470711261cf991d1d
https://doi.org/10.2139/ssrn.4090707

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Credit risk in banks’ exposures to non-financial firms

Autor: Roberto Felici, Alberto Maria Sorrentino, Giuseppe Cascarino, Matteo Accornero, Fabio Parlapiano

Publikováno v: European Financial Management. 24:775-791

This paper outlines a framework based on microdata and a structural model to gauge credit risk in banks’ exposures to non-financial firms. Sectoral risk factors are accounted for using a multi-factor model. We use expected and unexpected losses as

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::66a6b1895c15bba9e1daf6c826a0bcf1
https://doi.org/10.1111/eufm.12138

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The Management of Non-Performing Loans: A Survey Among the Main Italian Banks

Autor: Luisa Carpinelli, Giuseppe Cascarino, Valerio Vacca, Silvia Giacomelli

Publikováno v: SSRN Electronic Journal.

This study presents the results of a survey carried out by the Bank of Italy in 2015 on the efficiency of credit recovery procedures undertaken by the main Italian banking groups. The recovery rate for liquidations in the years 2011-2014 was slightly

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a72995138f420de52812add3ced40030
https://doi.org/10.2139/ssrn.2838708

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La Gestione Dei Crediti Deteriorati: UnnIndagine Presso Le Maggiori Banche (The Management of Non-Performing Loans: A Survey Among the Main Italian Banks)

Autor: Valerio Vacca, Silvia Giacomelli, Luisa Carpinelli, Giuseppe Cascarino

Publikováno v: SSRN Electronic Journal.

Italian Abstract: Questo studio illustra i risultati di un’indagine sull’efficacia delle procedure di recupero dei crediti alle imprese condotta dalla Banca d’Italia nel 2015 presso i maggiori gruppi bancari. Il tasso di recupero delle liquidaz

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fb70187aff9be0d07cb07153a9f6221a
https://doi.org/10.2139/ssrn.2765373

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