3
H index
2
i10 index
141
Citations
Natalia Tente : Citation Profile
Deutsche Bundesbank | RESEARCH PRODUCTION: 4 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2005 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Natalia Tente. | Is cited by:
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Main data
Where Natalia Tente has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank | 3 |
Recent works citing Natalia Tente (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765. Full description at Econpapers || Download paper |
| 2023 | The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi. In: Occasional Paper Series. RePEc:ecb:ecbops:2023310. Full description at Econpapers || Download paper |
| 2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335. Full description at Econpapers || Download paper |
| 2023 | Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg. (2023). Giordana, Gastón ; Pi, Maria Noel. In: Economics & Human Biology. RePEc:eee:ehbiol:v:50:y:2023:i:c:s1570677x23000436. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704. Full description at Econpapers || Download paper |
| 2023 | The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338. Full description at Econpapers || Download paper |
| 2023 | Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445. Full description at Econpapers || Download paper |
| 2023 | How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:3. Full description at Econpapers || Download paper |
| 2023 | Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39. Full description at Econpapers || Download paper |
| 2023 | Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0. Full description at Econpapers || Download paper |
| 2023 | Distribution of credit-risk concentration in particular sectors of the economy, and economic capital before and during the COVID-19 pandemic. (2023). Nehrebecka, Natalia. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09412-5. Full description at Econpapers || Download paper |
| 2023 | Macroprudential Regulation: A Risk Management Approach. (2023). Dimitrov, Daniel ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230002. Full description at Econpapers || Download paper |
Works by Natalia Tente:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
| 2013 | Systemic risk contributions: A credit portfolio approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
| 2011 | Systemic risk contributions: a credit portfolio approach.(2011) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 95 |
| 2005 | Default dependence among corporate bond issuers: empirical evidence from time series data In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | M?PRESS?CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 2011 | A hierarchical Archimedean copula for portfolio credit risk modelling In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 5 |
| 2011 | A hierarchical model of tail dependent asset returns for assessing portfolio credit risk In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 1 |
| 2017 | M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team