Details about Pasqualina Porretta

Access statistics for papers by Pasqualina Porretta.

Last updated 2024-01-09. Update your information in the RePEc Author Service.

Short-id: ppo381

Working Papers

2009

1. Il rischio di liquidità: regolamentazione e best practice
   (Liquidity Risk: Supervisory Models and Best Practices)
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2021

1. European Significant Bank Stock Market Volatility: Is there a Bail-In Effect?
   International Journal of Business and Management, 2021, 14, (5), 32
2. The Fundamental Review of Trading Book: New standard approach and risk management impacts
   Journal of Risk Management in Financial Institutions, 2021, 14, (2), 209-219

2016

3. Market liquidity risk measurement and adjusted VaR
   BANCARIA, 2016, 10, 14-43

2014

4. Banks and Young People in Italy: Financial Product, Credit and other Features
   Journal of Applied Finance & Banking, 2014, 4, (3), 7 View citations (1)

2013

5. Funds Transfer Princing, Methods, Applications and Challanges in the Current Market
   Banca Impresa Società, 2013, (1), 79-112
6. Guarantee Funds in Microfinance: A Comparative Analysis
   Journal of Applied Finance & Banking, 2013, 3, (6), 11

2011

7. Otc derivatives and counterparty risk management
   BANCARIA, 2011, 01, 45-62

Books

2014

1. Microcredit Guarantee Funds in the Mediterranean
   Palgrave Studies in Impact Finance, Palgrave Macmillan View citations (3)

Edited books

2018

1. Measuring and Managing Operational Risk
   Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan View citations (1)

2016

2. Microfinance, EU Structural Funds and Capacity Building for Managing Authorities
   Palgrave Studies in Impact Finance, Palgrave Macmillan View citations (1)

Chapters

2018

1. Almost Concluding Thoughts Between a Comparative Analysis and a Sensitivity Analysis: Look Over the Regulatory View
   Palgrave Macmillan
2. Erratum to: Measuring and Managing Operational Risk
   Palgrave Macmillan
3. Introduction to the Work and Operational Risk
   Palgrave Macmillan
4. Operational Risk Management: Regulatory Framework and Operational Impact
   Palgrave Macmillan View citations (1)

2016

5. Capacity Building Surveys
   Palgrave Macmillan
6. EU Cohesion Policy and Microfinance
   Palgrave Macmillan
7. Financial Crises and EU Credit Access Policy
   Palgrave Macmillan
8. Microfinance and Capacity Building in the EU Policy
   Palgrave Macmillan
9. OTC Derivatives and Counterparty Credit Risk Mitigation: The OIS Discounting Framework
   Palgrave Macmillan

2014

10. Introduction
    Palgrave Macmillan
11. Mapping Microcredit Institutions/Operators: A Comparative Analysis
    Palgrave Macmillan
12. Nearly Conclusive Considerations
    Palgrave Macmillan
13. Regulatory Framework and Supervisory Authorities in Microcredit Sector: A Comparative Analysis
    Palgrave Macmillan
14. The Microcredit Guarantee Funds and Institutions: A Comparative Analysis
    Palgrave Macmillan

2013

15. Country Risk: Measurement Approaches and ECAIs Rating
    Palgrave Macmillan
16. Credit Guarantee Institutions, Performance and Risk Analysis: An Experimental Scoring
    Palgrave Macmillan View citations (1)

2012

17. A Comparative Analysis of Credit Guarantee Systems
    Palgrave Macmillan
18. Introduction
    Palgrave Macmillan
19. The Guarantee System in France
    Palgrave Macmillan
20. The Guarantee System in Hungary
    Palgrave Macmillan

Undated

21. Basel IV: The Challenge of II Pillar for Risk Management Function
    IntechOpen