Igor Gianfrancesco
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2 publications
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398 downloads
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365 views
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0 books
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Bank loans pricing and Basel II: a multi-period risk-adjusted methodology under the new regulatory constraints
Domenico Curcio , Igor Gianfrancesco -
Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
Domenico Curcio , Igor Gianfrancesco , Antonella Malinconico