Browsing by Author CARIBONI Jessica

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Publication YearJRC N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2011JRC66011Applying credit risk techniques to evaluate the adequacy of deposit guarantee schemes' fundMACCAFERRI SARA; CARIBONI Jessica; SCHOUTENS WimContributions to Conferences
2013JRC61485Basel III: a macro-economic cost-benefit analysisMARCHESI Massimo; ZEDDA STEFANO; CAMPOLONGO Francesca; CARIBONI Jessica; PETRACCO GIUDICI MarcoEUR - Scientific and Technical Research Reports
2007JRC38111Cost Impact of Changing the Funding Mechanisms for Deposit-GuaranteeCARIBONI Jessica; UBOLDI ADAMO; VANDEN BRANDEN Karlien; CAMPOLONGO FRANCESCA; BEHNKE ThorstenEUR - Scientific and Technical Research Reports
2007JRC37459Credit Derivative Pricing Under Levy ModelsCARIBONI JessicaPhD Theses
2005JRC31315Credit Pricing under Lévy SettingCARIBONI Jessica; WIM SchoutensContributions to Conferences
2008JRC38190Deposit Protection in the EU: State of Play and Future ProspectsCARIBONI Jessica; VANDEN BRANDEN KARLIEN; CAMPOLONGO FRANCESCA; DE CESARE ManuelaArticles in Journals
2007JRC37360An Effective Screening Design for Sensitivity Analysis of Large ModelsCAMPOLONGO FRANCESCA; CARIBONI Jessica; SALTELLI ANDREAArticles in Journals
2005JRC31319Enhancing the Morris MethodCAMPOLONGO Francesca; CARIBONI Jessica; WIM SchoutensContributions to Conferences
2012JRC76195The EU sovereign debt crisis: potential effects on EU banking systems and policy optionsZEDDA Stefano; CARIBONI Jessica; MARCHESI Massimo; PETRACCO GIUDICI Marco; SALTO MatteoEUR - Scientific and Technical Research Reports
2012JRC75304Financial Activities Taxes and Banks' Systemic RiskCANNAS GIUSEPPINA; CARIBONI Jessica; MARCHESI Massimo; NICODÈME Gaëtan; PETRACCO GIUDICI Marco; ZEDDA STEFANOEUR - Scientific and Technical Research Reports
2011JRC62692From screening to quantitative sensitivity analysis. A unified approachCAMPOLONGO Francesca; SALTELLI Andrea; CARIBONI JessicaArticles in Journals
2009JRC31312Global Sensitivity Analysis for Latent Factor Credit Risk ModelsBAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in Journals
2005JRC27254Global Sensitivity Analysis for Latent Factor Credit Risk Models.BAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in Journals
2006JRC34880The Importance of Jumps in Pricing European OptionsCAMPOLONGO FRANCESCA; CARIBONI Jessica; SCHOUTENS WIMArticles in Journals
2005JRC29116The Importance of Jumps in Pricing European Options.CAMPOLONGO Francesca; CARIBONI Jessica; SHOUTENS W.Articles in Journals
2005JRC28419The Importance of Jumps in Pricing European Options.CAMPOLONGO Francesca; CARIBONI Jessica; SCHOUTENS WimArticles in Journals
2008JRC48944Investigating the Efficiency of EU Deposit Guarantee SchemesCARIBONI Jessica; UBOLDI AdamoEUR - Scientific and Technical Research Reports
2009JRC56324JRC Report under Article 12 of the amended Directive 1994/19/EECCAMPOLONGO Francesca; CARIBONI Jessica; GUILLEME MORENO DavidEUR - Scientific and Technical Research Reports
2009JRC50144Jumps in Intensity Models: Investigating the Performance of Ornstein-Uhlenbeck Processes in Credit Risk ModelingCARIBONI Jessica; SCHOUTENS WimArticles in Journals
2009JRC50078Levy Processes in Credit RiskSCHOUTENS Wim; CARIBONI JessicaBooks