Antonella Foglia

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 24,375

SSRN RANKINGS

Top 24,375

in Total Papers Downloads

2,510

SSRN CITATIONS
Rank 23,480

SSRN RANKINGS

Top 23,480

in Total Papers Citations

5

CROSSREF CITATIONS

37

Scholarly Papers (3)

1.

Stress Testing Credit Risk: A Survey of Authorities' Approaches

Bank of Italy Occasional Paper No. 37
Number of pages: 24 Posted: 04 May 2009
Antonella Foglia
Bank of Italy
Downloads 1,948 (9,950)
Citation 51

Abstract:

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Macro stress testing, financial stability, macro-prudential analysis, credit risk,probability of default

2.

Beyond Macroeconomic Risk: The Role of Contagion in the Italian Corporate Default Correlation

CAREFIN Research Paper No. 12/09
Number of pages: 37 Posted: 08 May 2010
Antonella Foglia, Roberta Fiori and simonetta iannotti
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 313 (119,597)

Abstract:

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Credit risk, common latent factors, systemic risk, contagion

3.

The Bank-Firm Relationships After Basel 2: A Survey on Italian Firms

Bank of Italy Occasional Paper No. 6
Number of pages: 32 Posted: 17 Sep 2007
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 249 (151,566)

Abstract:

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banks, firms, Basel 2