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Varotto, Simone
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Credit risk diversification : evidence from the eurobond market
Varotto, Simone
-
2003
Persistent link: https://www.econbiz.de/10001813942
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2
Credit risk diversification : evidence from the eurobond market
Varotto, Simone
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001837099
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3
Liquidity risk, credit risk, market risk and bank capital
Varotto, Simone
- In:
International journal of managerial finance : IJMF
7
(
2011
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10009125100
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4
Liquidity risk, credit risk, market risk and bank capital
Varotto, Simone
-
2011
Persistent link: https://www.econbiz.de/10009375599
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5
Stress testing credit risk : the great depression scenario
Varotto, Simone
-
2010
Persistent link: https://www.econbiz.de/10009375871
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6
Stress testing credit risk : the Great Depression scenario
Varotto, Simone
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3133-3149
Persistent link: https://www.econbiz.de/10009660520
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7
Tests on the accuracy of Basel II
Varotto, Simone
- In:
Credit risk : models, derivatives, and management
,
(pp. 289-313)
.
2008
Persistent link: https://www.econbiz.de/10003718515
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8
Stability of rating transitions
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10001432952
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9
Agency incentives and reputational distortions : a comparison of the effectiveness of value-at-risk and pre-commitment in regulating market risk
Daripa, Arupratan
;
Varotto, Simone
-
1997
Persistent link: https://www.econbiz.de/10000970112
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10
Value at risk and precommitment : approaches to market risk regulation
Daripa, Arupratan
- In:
Economic policy review
4
(
1998
)
3
,
pp. 137-143
Persistent link: https://www.econbiz.de/10001338726
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