PEDERZOLI CHIARA

Ruolo: 
Ricercatore
Settore scientifico disciplinare: 
METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)
Telefono: 
0264483184
Stanza: 
U07, Piano: P04, Stanza: 4125
Via Bicocca degli Arcimboldi, 8 - 20126 MILANO

Pubblicazioni

  • 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
  • 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 [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., Thoma, G., & Torricelli, C. (2013). Modelling Credit Risk for Innovative SMEs: The Role of Innovation Measures. JOURNAL OF FINANCIAL SERVICES RESEARCH, 44(1), 111-129 [10.1007/s10693-012-0152-0]. Dettaglio