Natalia Tente : Citation Profile


Are you Natalia Tente?

Deutsche Bundesbank

3

H index

2

i10 index

98

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 7
   Journals where Natalia Tente has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 5 (4.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte269
   Updated: 2021-10-16    RAS profile: 2019-11-11    
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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:

Drehmann, Mathias (4)

Pirovano, Mara (4)

BORIO, Claudio (4)

Peñaloza, Rodrigo Andrés (4)

Novales, Alfonso (4)

Juselius, John (3)

Lang, Jan Hannes (3)

Duprey, Thibaut (2)

Beutel, Johannes (2)

Correa, Ricardo (2)

Cornacchia, Wanda (2)

Cites to:

Lehar, Alfred (7)

BORIO, Claudio (6)

Demirguc-Kunt, Asli (5)

Detragiache, Enrica (5)

Summer, Martin (4)

Reinhart, Carmen (4)

Ongena, Steven (4)

Danielsson, Jon (4)

Kaminsky, Graciela (4)

Acharya, Viral (3)

Roodman, David (3)

Main data


Where Natalia Tente has published?


Working Papers Series with more than one paper published# docs
Yale School of Management YPFS Cases / Yale School of Management3
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank3

Recent works citing Natalia Tente (2021 and 2020)


YearTitle of citing document
2020Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, John. In: BIS Working Papers. RePEc:bis:biswps:913.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2020Financial Shocks and Credit Cycles. (2020). Pestova, Anna ; Akhmetov, Renat ; Pankova, Vera ; Mamonov, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:45-74.

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2020The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene. In: Working Papers. RePEc:bny:wpaper:0085.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2020Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_018.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2021Stop-loss protection for a large P2P insurance pool. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:210-233.

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2020Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939.

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2020Regulatory competition in banking: Curse or blessing?. (2020). Gersbach, Hans ; Papageorgiou, Stylianos ; Haller, Hans. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302168.

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2021Predicting bankruptcy of local government: A machine learning approach. (2021). Lagravinese, Raffaele ; Resce, Giuliano ; Antulov-Fantulin, Nino. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:681-699.

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2020Forecasting recessions: the importance of the financial cycle. (2020). BORIO, Claudio ; Xia, Fan Dora ; Drehmann, Mathias. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x.

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2021.

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2020Construction and Empirical Research on the Dynamic Provisioning Model of China’s Banking Sector under the Macro-Prudential Framework. (2020). Zhang, Aoran ; Hui, Xiaofeng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8527-:d:428599.

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2021Systemic risk, real GDP growth, and sentiment. (2021). Zervopoulos, Panagiotis D ; Kanas, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-020-00952-3.

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2020A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011.

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2020Determinants of Non-Performing Loans for the EEC Region. A Financial Stability Perspective. (2020). Dinu, Barnea ; Nicolae, Kubinschi Matei ; Roxana, Tatarici Luminita. In: Management & Marketing. RePEc:vrs:manmar:v:15:y:2020:i:4:p:621-642:n:5.

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2021When to Lean against the Wind. (2021). Wachtel, Paul ; Schularick, Moritz ; Richter, Bjorn. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:5-39.

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2020The market impact of systemic risk capital surcharges. (2020). Gündüz, Yalin ; Gunduz, Yalin. In: Discussion Papers. RePEc:zbw:bubdps:092020.

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2020Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:332020.

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2020Cross-border lending and the international transmission of banking crises. (2020). Dieckelmann, Daniel. In: Discussion Papers. RePEc:zbw:fubsbe:202013.

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Works by Natalia Tente:


YearTitleTypeCited
2009Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology In: Journal of Financial Stability.
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article0
2013Systemic risk contributions: A credit portfolio approach In: Journal of Banking & Finance.
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article28
2011Systemic risk contributions: a credit portfolio approach.(2011) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 28
paper
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
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paper63
2005Default dependence among corporate bond issuers: empirical evidence from time series data In: Applied Financial Economics Letters.
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article0
2019M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress In: Journal of Money, Credit and Banking.
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article0
2015Basel III D: Swiss Finish to Basel III In: Yale School of Management YPFS Cases.
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paper1
2015European Banking Union C: Cross-Border Resolution–Fortis Group In: Yale School of Management YPFS Cases.
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paper0
2014European Banking Union D: Cross-Border Resolution—Dexia Group In: Yale School of Management YPFS Cases.
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paper0
2011A hierarchical Archimedean copula for portfolio credit risk modelling In: Discussion Paper Series 2: Banking and Financial Studies.
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paper5
2011A hierarchical model of tail dependent asset returns for assessing portfolio credit risk In: Discussion Paper Series 2: Banking and Financial Studies.
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paper1
2017M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements In: Discussion Papers.
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paper0

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