Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Pietro Vozzella"'
Publikováno v:
Risks, Vol 7, Iss 4, p 109 (2019)
The misestimation of rating transition probabilities may lead banks to lend money incoherently with borrowers’ default trajectory, causing both a deterioration in asset quality and higher system distress. Applying a Mover-Stayer model to determine
Externí odkaz:
https://doaj.org/article/20b6921ba9574b80a9daf601a041e7e7
Publikováno v:
PLoS ONE, Vol 10, Iss 9, p e0136767 (2015)
We analysed a multiplex of financial and environmental networks between OECD countries from 2002 to 2010. Foreign direct investments and portfolio investment showing the flows in equity securities, short-term, long-term and total debt, these securiti
Externí odkaz:
https://doaj.org/article/05fecdea8df545a8afbd65313c699b47
Autor:
Giampaolo Gabbi, Pietro Vozzella
Publikováno v:
The European Journal of Finance. 28:1383-1398
Banking regulations have often been viewed as possible sources of procyclicality. We aim to provide a critical assessment of the risk-weighted asset estimates through the relationship between asset...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8cc1bc1a4f929c1b9b1cbbf2bfa65584
https://doi.org/10.1080/1351847x.2020.1857290
https://doi.org/10.1080/1351847x.2020.1857290
Autor:
Giampaolo Gabbi, Pietro Vozzella
Publikováno v:
Journal of Financial Regulation and Compliance. 28:569-586
PurposeThis analysis asks whether regulatory capital requirements capture differences in systematic risk for large firms and micro-, small- and medium-sized enterprises (MSMEs). The authors explore whether bank capital regulations intended to support
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb4fdebdc6b9c8c03935024f2a5fc1ea
https://doi.org/10.1108/jfrc-10-2019-0132
https://doi.org/10.1108/jfrc-10-2019-0132
Publikováno v:
The Quarterly Journal of Finance. 12
Credit risk involves not only the complexity of screening but also monitoring and estimating rating transition. The adoption of inadequate transition matrices causes a misevaluation of credit risk, a consequent misallocation of capital, with the pros
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4d8d8ffe095339711a5574cf283d012
https://doi.org/10.1142/s2010139222400031
https://doi.org/10.1142/s2010139222400031
Publikováno v:
Risks
Volume 7
Issue 4
Risks, Vol 7, Iss 4, p 109 (2019)
Volume 7
Issue 4
Risks, Vol 7, Iss 4, p 109 (2019)
The misestimation of rating transition probabilities may lead banks to lend money incoherently with borrowers&rsquo
default trajectory, causing both a deterioration in asset quality and higher system distress. Applying a Mover-Stayer model to de
default trajectory, causing both a deterioration in asset quality and higher system distress. Applying a Mover-Stayer model to de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::616f851e77dc98ede025fa9d1d24b286
https://hdl.handle.net/10419/257947
https://hdl.handle.net/10419/257947
Autor:
Daniel Detzer, Costanza Consolandi, Patricia Peinado, Mimoza Shabani, Jérôme Creel, Jan Toporowski, Carlos Rodríguez González, Judith Tyson, Fabien Labondance, Pietro Vozzella, Massimo Matthias, Sandrine Levasseur, Carlos A. Carrasco, Giampaolo Gabbi
Publikováno v:
Intereconomics. 49:56-87
This Forum aims to systematically describe and analyse the evolution of national financial systems within the EU over the past three decades. It analyses the processes of financialisation that have dominated this period as well as the causes and cons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e4cee4d9d2fdef73a868f960431ce00
https://doi.org/10.1007/s10272-014-0489-8
https://doi.org/10.1007/s10272-014-0489-8
Autor:
Pietro Vozzella, Giampaolo Gabbi
Publikováno v:
Access to Bank Credit and SME Financing ISBN: 9783319413624
We address the estimation of asset correlation for credit risk assessment in the Italian market and its impact on SME credit access. The empirical evidence demonstrates that assumptions underlying the regulatory capital formula are not substantiated,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66dd5f094ba401aa2a5ecfe33fe34f03
https://doi.org/10.1007/978-3-319-41363-1_8
https://doi.org/10.1007/978-3-319-41363-1_8
Publikováno v:
Sustainability, 11(13):3736. MDPI AG
Sustainability
Volume 11
Issue 13
Sustainability, Vol 11, Iss 13, p 3736 (2019)
Sustainability
Volume 11
Issue 13
Sustainability, Vol 11, Iss 13, p 3736 (2019)
The literature dedicated to the problems of transboundary pollution often aims to verify what the environmental and energy interactions between countries are. Little attention is paid to the financial relations of the phenomenon. We analyze how finan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::28b68242c8946d6524e99c9abb61f298
https://doi.org/10.3390/su11133736
https://doi.org/10.3390/su11133736
Autor:
Giampaolo Gabbi, Pietro Vozzella
Publikováno v:
The European Journal of Finance. 19:55-74
This paper addresses the estimation of confidence sets for asset correlations used in credit risk portfolio models. Research on the estimation of asset correlations using endogenous probabilities of default estimations has focused on the impact of co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0504f9c65d788ccff59d7cb5ecd6dc2
https://doi.org/10.1080/1351847x.2012.659266
https://doi.org/10.1080/1351847x.2012.659266