Natalia Tente : Citation Profile

Are you Natalia Tente?

Deutsche Bundesbank

3

H index

2

i10 index

144

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   8 years (2009 - 2017). See details.
   Cites by year: 18
   Journals where Natalia Tente has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 4 (2.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte269
   Updated: 2024-11-04    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 (6)

Juselius, John (6)

Lang, Jan Hannes (6)

Pirovano, Mara (5)

Galan, Jorge (4)

Novales, Alfonso (4)

Giordana, Gastón (4)

BORIO, Claudio (4)

Duprey, Thibaut (3)

Klaus, Benjamin (3)

Peltonen, Tuomas (3)

Cites to:

BORIO, Claudio (6)

Demirguc-Kunt, Asli (5)

Lehar, Alfred (5)

Drehmann, Mathias (5)

Detragiache, Enrica (5)

Acerbi, Carlo (4)

Frankel, Jeffrey (4)

Rose, Andrew (4)

Reinhart, Carmen (4)

Kaminsky, Graciela (4)

Summer, Martin (3)

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 Bundesbank3

Recent works citing Natalia Tente (2024 and 2023)

YearTitle of citing document
2024Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

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2023Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765.

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2023The 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.

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2023Accounting 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.

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2023Old 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.

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2023Heterogeneous 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.

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2023The 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.

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2023Incorporating 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.

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2023How 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.

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2023Introducing 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.

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2023Leading 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.

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2023Distribution 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.

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2023Macroprudential Regulation: A Risk Management Approach. (2023). Dimitrov, Daniel ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230002.

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2024Constructing a composite indicator to assess cyclical systemic risks: An early warning approach. (2024). Koponen, Heidi. In: BoF Economics Review. RePEc:zbw:bofecr:294867.

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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.
[Full Text][Citation analysis]		article1
2013Systemic risk contributions: A credit portfolio approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article39
2011Systemic 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: 39		paper
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper97
2011A hierarchical Archimedean copula for portfolio credit risk modelling In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper5
2011A 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]		paper1
2017M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements In: Discussion Papers.
[Full Text][Citation analysis]		paper1

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