Maria Elizabeth Cristofoli
(María Elizabeth Cristófoli)
Personal Details
First Name: | Maria Elizabeth |
Middle Name: | |
Last Name: | Cristofoli |
Suffix: | |
RePEc Short-ID: | pcr240 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión
Facultad de Ciencias Económicas
Universidad de Buenos Aires
Buenos Aires, Argentinahttp://www.econ.uba.ar/www/institutos/cma/
RePEc:edi:cmaubar (more details at EDIRC)
(50%) Banco de España
Madrid, Spainhttp://www.bde.es/
RePEc:edi:bdegves (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Cristófoli, María Elizabeth & García Fronti, Javier, 2019. "Macroeconomic Reverse Stress Testing: An Early-Warning System for Spanish Banking Regulators. Analysis Based on the 2008 Global Financial Crisis / Prueba de resistencia inversa Macroeconómica: una pru," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 9(2), pages 181-204, julio-dic.
- Pérez Montes, Carlos & Trucharte Artigas, Carlos & Cristófoli, María Elizabeth & Lavín San Segundo, Nadia, 2018. "The impact of the IRB approach on the risk weights of European banks," Journal of Financial Stability, Elsevier, vol. 39(C), pages 147-166.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Pérez Montes, Carlos & Trucharte Artigas, Carlos & Cristófoli, María Elizabeth & Lavín San Segundo, Nadia, 2018.
"The impact of the IRB approach on the risk weights of European banks,"
Journal of Financial Stability, Elsevier, vol. 39(C), pages 147-166.
Cited by:
- Raffaele Gallo, 2020. "The impact of the IRB approach on the relationship between the cost of credit for public companies and financial market conditions," Temi di discussione (Economic working papers) 1290, Bank of Italy, Economic Research and International Relations Area.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020.
"Are bank capital requirements optimally set? Evidence from researchers’ views,"
Journal of Financial Stability, Elsevier, vol. 50(C).
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Research Discussion Papers 10/2020, Bank of Finland.
- Merikas, Andreas & Merika, Anna & Penikas, Henry I. & Surkov, Mikhail A., 2020. "The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
More information
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Co-authorship network on CollEc
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