LANDINI, SIMONE
LANDINI, SIMONE
MANAGEMENT "VALTER CANTINO"
Adjustable and fixed interest rates mortgage markets modelling
2014-01-01 Uberti M., Landini S., Casellina S.
Credit risk migration rates modeling as open systems: A micro-simulation approach
2018-01-01 Landini S., Uberti M., Casellina S.
Credit risk migration rates modelling as open systems II: A Simulation Model and IFRS9-baseline principles
2019-01-01 S. Landini, M. Uberti, S. Casellina
Credit Risk Modelling: Migration Rates Systems with Renewal and an IFRS9-baseline
2019-01-01 Landini Simone ; Mariacristina Uberti; Simone Casellina
Estimation Error in IRB Models: An Analytic Solution to the Margin of Conservatism
2024-01-01 Casellina Simone, Landini Simone, Uberti Mariacristina, Zoi Patrick
Financial fragility and credit risk: A simulation model
2023-01-01 Cafferata, Alessia; Casellina, Simone; Landini, Simone; Uberti, Mariacristina
Migration Rates Modeling as Open Systems II: Toward an IFRS9 Compliant ex-ante Assessment of Credit Risk with Microsimulation Modeling
2018-01-01 Simone Landini, Mariacristina Uberti, Simone Casellina
Migration Rates Modeling with Renewal in Open Systems: A Montecarlo Approach
2016-01-01 Casellina, S.; Landini, S.; Uberti, M.
The estimation error in the Basel II IRB approach and the PD floor
2022-01-01 Casellina Simone, Landini Simone, Uberti Mariacristina
The estimation error in the Basel II IRB approach: floors to the estimated parameters
2022-01-01 Uberti Mariacristina, Casellina Simone, Landini Simone
The estimation risk under the IRB approach: an analytic way-out
2024-01-01 Simone Casellina, Simone Landini, Mariacristina Uberti, Patrick Zoi
The Impact of the Extra-Costs on the Global Cost of Credit
2020-01-01 Simone Landini, Luisa Tibiletti, Mariacristina Uberti