Walter Vecchiato

Economics, Econometrics and Finance · Social Sciences

2h-index1.3kcitations8works0.02yr avg
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Research Topics

Banking stability, regulation, efficiency(4), Credit Risk and Financial Regulations(4), Financial Risk and Volatility Modeling(3), Stochastic processes and financial applications(2), Insurance and Financial Risk Management(2)

Publications8 total

NPE RISK: EVOLUZIONE DELLE METODOLOGIE E DELLE STRATEGIE E GESTIONE DI DE-RISKING
AIFIRM eBooks·2023Open Access
Basel 3 and Cva: the counterparty risk management and valuation
BANCARIA·2013
Bibliography
2004Open Access
Copula Methods in Finance
2004· 1.2k cited
Copula sensitivity in collateralized debt obligations and basket default swaps
Journal of Futures Markets·2003· 46 cited
New models for irregularly spaced time series analysis with applications to high frequency financial data
2002· 1 cited
Sensitivity Analysis of GARCH Models
RePEc: Research Papers in Economics·2002
Sensitivity Analysis of Volatility: A New Tool for Risk Management
SSRN Electronic Journal·2002· 2 citedOpen Access

Frequent Co-authors

Umberto Cherubini(2), Elisa Luciano(2), Simone Manganelli(2), Vladimiro Ceci(2), Davide Meneguzzo(1), Eugenio Virguti(1), Monica Billio(1), A Malinconico(1)