PEDERZOLI CHIARA

Role

Tenured Assistant Professor

Academic disciplines

Mathematical Methods for Economy, Finance and Actuarial Sciences (STAT-04/A)

Scientific-Disciplinary Group:

MATHEMATICAL METHODS FOR ECONOMY, FINANCE AND ACTUARIAL SCIENCES (13/STAT-04)

Works in

Office phone

Room:

Publications

Avellone, A., Foroni, I., Pederzoli, C. (2024). Minimum capital requirement portfolios according to the new Basel framework for market risk. FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT [10.1007/s11408-024-00454-5]. Detail
Pederzoli, C., Torricelli, C. (2021). An assessment of the Fundamental Review of the Trading Book: the capital requirement impact on a stylised financial portfolio. INTERNATIONAL JOURNAL OF BANKING, ACCOUNTING AND FINANCE, 12(4), 389-403 [10.1504/IJBAAF.2021.118588]. Detail
Clemente, G., Grassi, R., Pederzoli, C. (2020). Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, 15(1), 159-181 [10.1007/s11403-019-00247-4]. Detail
Pederzoli, C., Torricelli, C. (2019). The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio [Working paper]. Detail
Pederzoli, C., Torricelli, C. (2017). Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. ANNALS OF FINANCE, 13(3), 237-251 [10.1007/s10436-017-0294-z]. Detail

Partecipazione al comitato organizzativo - AMASES 2023 XLVII Annual Meeting of the Italian Association for Mathematics Applied to Social and Economic Sciences(Italia), 2023