Natalia Tente
Research Interests
- Portfolio credit risk
- Copulae and tail dependence
- Systemic risk and systemic risk contributions
- Countercyclical capital buffer
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Refereed Publications
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Other Working Papers and Publications
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Presentations
- 2014: Systemic Risk Institute, Yale School of Management, New Haven: Swiss Finish to Basel III, Cross-Border Resolition - Fortis Group and Cross-Border Resolition - Dexia Group.
- 2012: Joint Workshop by the BCBS, CEPR and JFI, Basel.
- 2011: Annual Conference of the Swiss Society for Financial Market Research, Zurich; Systemic Risk, Basel III, Financial Stability and Regulation Conference, Sydney; Annual Congress of the European Economic Association, Oslo; Symposium on Financial Market Regulation, Cologne.
Research Brief
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Discussion Papers