Narrow search
Showing 1 - 10 of 34
Cover Image
Do bank risk management and regulatory policy reduce risk in banking?
Pelizzon, Loriana (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765978
Cover Image
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati
Bison, Gianluca; Pelizzon, Loriana; Sartore, Domenico - In: Moneta e credito 55 (2002), pp. 55-75
Persistent link: https://www.econbiz.de/10001682239
Cover Image
Liquidity coinsurance and bank capital
Castiglionesi, Fabio; Feriozzi, Fabio; Lóránth, Gyöngyi - 2012
Persistent link: https://www.econbiz.de/10009664300
Cover Image
Dynamic risk exposure in hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2007
Persistent link: https://www.econbiz.de/10003912061
Cover Image
Crises and hedge fund risk
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912698
Cover Image
Phase-locking and switching volatility in hedge funds
Billio, Monica (contributor); Getmansky, Mila (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397556
Cover Image
Pillar 1 versus Pillar 2 under risk management
Pelizzon, Loriana; Schaefer, Stephen M. - In: The risks of financial institutions : [...papers and …, (pp. 377-415). 2006
Persistent link: https://www.econbiz.de/10003445593
Cover Image
Pillar 1 vs. pillar 2 under risk management
Pelizzon, Loriana; Schaefer, Stephen M. - 2005
Persistent link: https://www.econbiz.de/10003144919
Cover Image
The pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian; Pelizzon, Loriana; Getmansky, Mila - 2018
Through the lens of market participants' objective to minimize counterparty risk, we provide an explanation for the reluctance to clear derivative trades in the absence of a central clearing obligation. We develop a comprehensive understanding of the benefits and potential pitfalls with respect...
Persistent link: https://www.econbiz.de/10011923506
Cover Image
The pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian; Pelizzon, Loriana; Getmansky, Mila - 2018 - This version: November 2018
Through the lens of market participants' objective to minimize counterparty risk, we provide an explanation for the reluctance to clear derivative trades in the absence of a central clearing obligation. We develop a comprehensive understanding of the benefits and potential pitfalls with respect...
Persistent link: https://www.econbiz.de/10011932176