Browsing All of EconStor by Author Casellina, Simone
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2020 | Time to go beyond RWA variability for IRB banks: An empirical analysis | Cannata, Francesco; Casellina, Simone; Chionsini, Gaetano |
2020 | Applying the pre-commitment approach to bottom up stress tests: A new old story | Casellina, Simone; Pandolfo, Giuseppe; Quagliariello, Mario |
2021 | The estimation risk and the IRB supervisory formula | Casellina, Simone; Landini, Simone; Uberti, Mariacristina |
2023 | The calibration of the IRB supervisory formula: A case study | Casellina, Simone; Salis, Fabio; Tessiore, Giovanni; Ugoccioni, Roberto; Varetto, Franco |