Details about Rosa Cocozza

Access statistics for papers by Rosa Cocozza.

Last updated 2025-11-13. Update your information in the RePEc Author Service.

Short-id: pco224

Working Papers

2011

1. One numerical procedure for two risk factors modeling
   MPRA Paper, University Library of Munich, Germany

2007

2. A Dynamic Solvency Approach for Life Insurance
   MPRA Paper, University Library of Munich, Germany
3. The current value of the mathematical provision: a financial risk prospect
   MPRA Paper, University Library of Munich, Germany

2004

4. Methodological problems in solvency assessment of an insurance company
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Risk management, the board and the C-suite: The adaptive art of communication in times of change
   Journal of Risk Management in Financial Institutions, 2024, 18, (1), 14-25

2019

2. FINANCIAL INTERMEDIARIES’ ASSET–LIABILITY DEPENDENCY AND LOW-INTEREST-RATE ENVIRONMENT: EVIDENCE FROM EU LIFE INSURERS
   Journal of Financial Management, Markets and Institutions (JFMMI), 2019, 07, (01), 1-25

2017

3. Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks
   Journal of Financial Stability, 2017, 30, (C), 126-138 View citations (6)

2009

4. Managing structured bonds: An analysis using RAROC and EVA
   Journal of Risk Management in Financial Institutions, 2009, 2, (4), 409-426

2008

5. The value at risk of the mathematical provision: Critical issues
   Journal of Risk Management in Financial Institutions, 2008, 1, (3), 311-319

Undated

6. Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework
   Journal of Risk

Chapters

2015

1. Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective
   Palgrave Macmillan

2008

2. A Liability Adequacy Test for Mathematical Provision
   Springer