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Information about:
Simone Varotto

Personal Details | Affiliation | Works
This is information that was supplied by Simone Varotto in registering through RePEc. If you are Simone Varotto , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Simone
Middle Name:
Last Name: Varotto
Suffix:

RePEc Short-ID: pva329

Email:
Homepage: http://www.icmacentre.ac.uk/index.php?id=127
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jianming Kou & Dr Simone Varotto, 2005. "Predicting Agency Rating Migrations with Spread Implied Ratings," ICMA Centre Discussion Papers in Finance icma-dp2005-06, Henley Business School, Reading University. [Downloadable!]

  2. Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance 0518, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
    Other versions:

  3. Simonne Varotto, 2001. "Credit Risk Diversification," ICMA Centre Discussion Papers in Finance icma-dp2001-07, Henley Business School, Reading University. [Downloadable!]

  4. Pamela Nickell & William Perraudin & Simone Varotto, . "Ratings versus equity-based credit risk modelling: an empirical analysis," Bank of England working papers 132, Bank of England. [Downloadable!]

  5. Simone Varotto, . "Credit risk diversification: evidence from the eurobond market," Bank of England working papers 199, Bank of England. [Downloadable!]

  6. Pamela Nickell & William Perraudin & Simone Varotto, . "Stability of ratings transitions," Bank of England working papers 133, Bank of England. [Downloadable!]
    Published as:

  7. Arupratan Daripa & Simone Varotto, . "Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk," Bank of England working papers 69, Bank of England. [Downloadable!]

Articles

  1. Jianming Kou & Simone Varotto, 2008. "Timeliness of Spread Implied Ratings," European Financial Management, Blackwell Publishing Ltd, vol. 14(3), pages 503-527. [Downloadable!] (restricted)

  2. Nickell, Pamela & Perraudin, William & Varotto, Simone, 2007. "Ratings-based credit risk modelling: An empirical analysis," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 434-451. [Downloadable!] (restricted)

  3. Nickell, Pamela & Perraudin, William & Varotto, Simone, 2000. "Stability of rating transitions," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 203-227, January. [Downloadable!] (restricted)
    Other versions:

  4. Arupratan Daripa & Simone Varotto, 1998. "Value at risk and precommitment: approaches to market risk regulation," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 137-143. [Downloadable!]

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (2) 2005-11-19 2005-12-01 Author is listed
  2. NEP-FMK: Financial Markets (3) 2003-10-05 2005-11-19 2005-12-01 Author is listed
  3. NEP-REG: Regulation (1) 2005-12-01 Author is listed
  4. NEP-RMG: Risk Management (1) 2003-10-05 Author is listed
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This page was last updated on 2009-11-14.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.