PEDERZOLI CHIARA

Ruolo:

Ricercatore

Settore scientifico disciplinare:

METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)

Afferenza:

E-mail:

Telefono:

0264483184

Stanza:

U07, Piano: P04, Stanza: 4125
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO

Pederzoli, C., & Torricelli, C. (In corso di stampa). An assessment of the Fundamental Review of the Trading Book: the capital requirement impact on a stylised financial portfolio. INTERNATIONAL JOURNAL OF BANKING, ACCOUNTING AND FINANCE. Dettaglio
Pederzoli, C., & Torricelli, C. (2019). The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio [Working paper]. Dettaglio
Clemente, G., Grassi, R., & Pederzoli, C. (2019). Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, 15(1), 159-181. Dettaglio
Pederzoli, C., & Torricelli, C. (2017). Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. ANNALS OF FINANCE, 13(3), 237-251. Dettaglio
Pederzoli, C., Thoma, G., & Torricelli, C. (2013). Modelling Credit Risk for Innovative SMEs: The Role of Innovation Measures. JOURNAL OF FINANCIAL SERVICES RESEARCH. Dettaglio

Futuri studenti - Iscrizioni