U07, Piano: P04, Stanza: 4125 Via Bicocca degli Arcimboldi 8 - 20126 MILANO
Publications
Pederzoli, C., & Torricelli, C. (In corso di stampa). 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.
Pederzoli, C., & Torricelli, C. (2019). The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio [Working paper].
Clemente, G., Grassi, R., & Pederzoli, C. (2019). 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.
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.
Pederzoli, C., & Torricelli, C. (2013). Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis. APPLIED FINANCIAL ECONOMICS, 23(24), 1853-1863.