Prati
Simone Varotto
Simone Varotto
Professor of Finance, ICMA Centre, Henley Business School
Potvrđena adresa e-pošte na icmacentre.ac.uk - Početna stranica
Naslov
Citirano
Citirano
Godina
Stability of rating transitions
P Nickell, W Perraudin, S Varotto
Journal of Banking & Finance 24 (1-2), 203-227, 2000
9262000
Systemic risk and bank size
S Varotto, L Zhao
Journal of International Money and Finance 82, 45-70, 2018
1592018
Liquidity risk, credit risk, market risk and bank capital
S Varotto
International Journal of Managerial Finance 7 (2), 134-152, 2011
1282011
The differential impact of leverage on the default risk of small and large firms
L Cathcart, A Dufour, L Rossi, S Varotto
Journal of Corporate Finance 60, 101541, 2020
1232020
Credit and liquidity components of corporate CDS spreads
F Corò, A Dufour, S Varotto
Journal of Banking & Finance 37 (12), 5511-5525, 2013
1072013
Ratings versus equity-based credit risk modelling: an empirical analysis
P Nickell, W Perraudin, S Varotto
Bank of England, 2001
83*2001
Stress testing credit risk: The Great Depression scenario
S Varotto
Journal of Banking & Finance 36 (12), 3133-3149, 2012
472012
Timeliness of spread implied ratings
J Kou, S Varotto
European Financial Management 14 (3), 503-527, 2008
45*2008
Corporate governance, bank mergers and executive compensation
Y Liu, C Padgett, S Varotto
International Journal of Finance & Economics 22 (1), 12-29, 2017
422017
Time varying price discovery
D Avino, E Lazar, S Varotto
Economics Letters 126, 18-21, 2015
272015
Price discovery of credit spreads in tranquil and crisis periods
D Avino, E Lazar, S Varotto
International Review of Financial Analysis 30, 242-253, 2013
262013
Ratings-based credit risk modelling: An empirical analysis
P Nickell, W Perraudin, S Varotto
International Review of Financial Analysis 16 (5), 434-451, 2007
242007
Value at risk and precommitment: approaches to market risk regulation
A Daripa, S Varotto
Economic Policy Review 4 (3), 1998
211998
A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers
M Billio, S Varotto
http://doi.org/10.30687/978-88-6969-442-4 1, 375, 2020
182020
Credit risk diversification: evidence from the eurobond market
S Varotto
Bank of England, 2003
172003
The equity-like behaviour of sovereign bonds
A Dufour, A Stancu, S Varotto
Journal of International Financial Markets, Institutions and Money 48, 25-46, 2017
152017
Liquidity and shadow banking
Z Aftab, S Varotto
Journal of International Money and Finance 99, 102080, 2019
142019
Agency incentives and reputational distortions: a comparison of the effectiveness of Value-at-Risk and Pre-commitment in regulating market risk
A Daripa, S Varotto
Bank of England Working Paper, 1997
141997
Ex ante versus ex post regulation of bank capital
A Daripa, S Varotto
Birkbeck, University of London, 2005
122005
An assessment of the internal rating based approach in Basel II
S Varotto
Journal of Risk Model validation, Forthcoming, 2008
92008
Sustav trenutno ne može provesti ovu radnju. Pokušajte ponovo kasnije.
Članci 1–20