Bank loans pricing and Basel II: a multi-period risk-adjusted methodology under the new regulatory constraints

by Domenico Curcio, Igor Gianfrancesco
Published 2009-12-01

Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system

by Domenico Curcio, Igor Gianfrancesco, Antonella Malinconico
Published 2011-07-01

FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS

by DOMENICO CURCIO, NICOLA BORRI, ROSARIA CERRONE, ROSA COCOZZA
Published 2019-06-01