LANDINI, SIMONE
LANDINI, SIMONE
MANAGEMENT "VALTER CANTINO"
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Credit Risk Modelling: Migration Rates Systems with Renewal and an IFRS9-baseline
2019-01-01 Landini Simone ; Mariacristina Uberti; Simone Casellina
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
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Credit Risk Modelling: Migration Rates Systems with Renewal and an IFRS9-baseline | 2019 | Landini Simone ; Mariacristina Uberti; Simone Casellina | |
| Migration Rates Modeling as Open Systems II: Toward an IFRS9 Compliant ex-ante Assessment of Credit Risk with Microsimulation Modeling | 2018 | Simone Landini, Mariacristina Uberti, Simone Casellina | |
| Migration Rates Modeling with Renewal in Open Systems: A Montecarlo Approach | 2016 | Casellina, S.; Landini, S.; Uberti, M. | |
| The estimation error in the Basel II IRB approach and the PD floor | 2022 | Casellina Simone, Landini Simone, Uberti Mariacristina | |
| The estimation error in the Basel II IRB approach: floors to the estimated parameters | 2022 | Uberti Mariacristina, Casellina Simone, Landini Simone |