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Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework

Pederzoli, Chiara; Torricelli, Costanza; Tsomocos, … - In: Annals of finance 6 (2010) 1, pp. 33-49

Persistent link: https://www.econbiz.de/10003939546

A parsimonious default prediction model for Italian SMEs

Pederzoli, Chiara; Torricelli, Costanza - In: Banks and bank systems : international research journal 5 (2010) 4, pp. 5-9

Persistent link: https://www.econbiz.de/10008806496

Capital requirements and business cycle regimes : forward-looking modelling of default probabilities

Pederzoli, Chiara; Torricelli, Costanza - In: Journal of banking & finance 29 (2005) 12, pp. 3121-3140

Persistent link: https://www.econbiz.de/10003203855

An assessment of the Fundamental Review of the Trading Book : the capital requirement impact on a stylised financial portfolio

Pederzoli, Chiara; Torricelli, Costanza - In: International journal of banking, accounting and … 12 (2021) 4, pp. 389-403

Persistent link: https://www.econbiz.de/10012694431

Modelling credit risk for innovative SMEs : the role of innovation measures

Pederzoli, Chiara; Thoma, Grid; Torricelli, Costanza - In: Journal of financial services research : JFSR 44 (2013) 1, pp. 111-129

Persistent link: https://www.econbiz.de/10009777928

Systemic risk measures and macroprudential stress tests : an assessment over the 2014 EBA exercise

Pederzoli, Chiara; Torricelli, Costanza - In: Annals of finance 13 (2017) 3, pp. 237-251

Persistent link: https://www.econbiz.de/10011945440

Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities

Pederzoli, Chiara; Torricelli, Costanza - In: Journal of Banking & Finance 29 (2005) 12, pp. 3121-3140

Persistent link: https://www.econbiz.de/10005213711

Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures

Pederzoli, Chiara; Thoma, Grid; Torricelli, Costanza - In: Journal of Financial Services Research 44 (2013) 1, pp. 111-129

Small-medium enterprises (SMEs) encounter financial constraints when they try to obtain credit from banks. These constraints are particularly severe for innovative SMEs. Thus, developing models for innovative SMEs that provide reliable estimates of their probabilities of default (PD) is...

Persistent link: https://www.econbiz.de/10010863574

Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures

Pederzoli, Chiara; Thoma, Grid; Torricelli, Costanza - In: Journal of financial services research : JFSR 44 (2013) 1, pp. 111-129

Persistent link: https://www.econbiz.de/10010152093

A parsimonious default prediction model for Italian SMEs

Pederzoli, Chiara; Torricelli, Costanza - In: Banks and bank systems : international research journal 5 (2010) 4, pp. 5-9

Persistent link: https://www.econbiz.de/10009912864