PEDERZOLI CHIARA

Torricelli, C., Pederzoli, C., Ferrari, F. (2025). Climate stress test: bad (or good) news for the market? An event study analisys on euro zone banks. ANNALS OF FINANCE, 21(1 (March 2025)), 1-17 [10.1007/s10436-024-00459-0]. Dettaglio

Avellone, A., Foroni, I., Pederzoli, C. (2025). Minimum capital requirement portfolios according to the new Basel framework for market risk. FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT, 39(2), 171-192 [10.1007/s11408-024-00454-5]. Dettaglio

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