María Elizabeth Cristófoli
(Maria Elizabeth Cristofoli)

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]
Terminal Degree:	2007 Centro de Investigación en Metodologías Básicas y Aplicadas a la Gestión (CIMBAGE); Facultad de Ciencias Económicas; Universidad de Buenos Aires (from RePEc Genealogy)

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, Argentina
http://www.economicas.uba.ar/institutos_y_centros/cma/
RePEc:edi:cmaubar (more details at EDIRC)

(50%) Banco de España

Madrid, Spain
http://www.bde.es/
RePEc:edi:bdegves (more details at EDIRC)

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

1. 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:

   1. Schlam, Carina & Woyand, Corinna, 2023. "The rollout of internal credit risk models: Implications for the novel partial-use philosophy," Discussion Papers 07/2023, Deutsche Bundesbank.
   2. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers' views," Bank of Finland Research Discussion Papers 10/2020, Bank of Finland.
      • 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).
   3. Giorgio Calcagnini & Federico Favaretto & Germana Giombini, 2024. "The effect of 2020 lockdown on bank internal ratings," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 51(2), pages 355-396, June.
   4. Ly, Kim Cuong & Shimizu, Katsutoshi, 2021. "Did Basel regulation cause a significant procyclicality?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
   5. Han, Ruoning & Muyeed, Ahadul Kabir, 2024. "Deposit competition and effectiveness of bank capital requirements," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
   6. Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2024. "Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?," Discussion Papers 02/2024, Deutsche Bundesbank.
      • Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2023. "Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?," Journal of Banking & Finance, Elsevier, vol. 156(C).
   7. Conlon, Thomas & Huan, Xing & Muckley, Cal B., 2024. "Does national culture influence malfeasance in banks around the world?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
   8. 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).
   9. Stepankova, Barbora & Teply, Petr, 2023. "Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis," Journal of Banking & Finance, Elsevier, vol. 154(C).
   10. Dal Borgo, Mariela, 2022. "Internal models for deposits: Effects on banks' capital and interest rate risk of assets," Journal of Banking & Finance, Elsevier, vol. 135(C).
   11. 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.
   12. Raffaele Gallo, 2021. "The IRB approach and bank lending to firms," Temi di discussione (Economic working papers) 1347, Bank of Italy, Economic Research and International Relations Area.

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Corrections

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