PEDERZOLI CHIARA

Pederzoli, C., Torricelli, C. (2021). 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, 12(4), 389-403 [10.1504/IJBAAF.2021.118588]. Dettaglio

Clemente, G., Grassi, R., Pederzoli, C. (2020). 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 [10.1007/s11403-019-00247-4]. 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

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 [10.1007/s10436-017-0294-z]. Dettaglio

Pederzoli, C., Torricelli, C. (2013). Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis. APPLIED FINANCIAL ECONOMICS, 23(24), 1853-1863 [10.1080/09603107.2013.856997]. Dettaglio