Rosa Cocozza
Names
| first: |
Rosa |
| last: |
Cocozza |
Identifer
Contact
| homepage: |
http://www.docenti.unina.it/rosa.cocozza |
|
| phone: |
+39(0)675083 |
| postal address: |
Università degli Studi di Napoli Federico II
Department of Economics, Management and Institutions
Via Cinthia Monte S. Angelo
80126 NAPOLI (IT) |
Affiliations
-
Università degli Studi di Napoli - "Federico II"
/ Dipartimento di Economia, Management e Istituzioni
Research profile
author of:
- The value at risk of the mathematical provision: Critical issues (repec:aza:rmfi00:y:2008:v:1:i:3:p:311-319)
by Cocozza, Rosa & Di Lorenzo, Emilia & Orlando, Albina & Sibillo, Marilena - Managing structured bonds: An analysis using RAROC and EVA (repec:aza:rmfi00:y:2009:v:2:i:4:p:409-426)
by Cocozza, Rosa & Orlando, Albina - Risk management, the board and the C-suite: The adaptive art of communication in times of change (repec:aza:rmfi00:y:2024:v:18:i:1:p:14-25)
by Cocozza, Rosa - Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks (repec:eee:finsta:v:30:y:2017:i:c:p:126-138)
by Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor - Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective (repec:pal:pmschp:978-1-137-53094-3_4)
by Rosa Cocozza - Methodological problems in solvency assessment of an insurance company (repec:pra:mprapa:27980)
by Cocozza, R & Di Lorenzo, E & Sibillo, M - The current value of the mathematical provision: a financial risk prospect (repec:pra:mprapa:27986)
by Cocozza, Rosa & Di Lorenzo, Emilia & Sibillo, Marilena - A Dynamic Solvency Approach for Life Insurance (repec:pra:mprapa:28015)
by Cocozza, Rosa & Di Lorenzo, Emilia - One numerical procedure for two risk factors modeling (repec:pra:mprapa:30859)
by Cocozza, Rosa & De Simone, Antonio - Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework (repec:rsk:journ4:2409044)
by Rosa Cocozza & Domenico Curcio and Igor Gianfrancesco - A Liability Adequacy Test for Mathematical Provision (repec:spr:sprchp:978-88-470-0704-8_10)
by Rosa Cocozza & Emilia Lorenzo & Abina Orlando & Marilena Sibillo - Financial Intermediaries’ Asset–Liability Dependency And Low-Interest-Rate Environment: Evidence From Eu Life Insurers (repec:wsi:jfmmix:v:07:y:2019:i:01:n:s2282717x19400036)
by Domenico Curcio & Nicola Borri & Rosaria Cerrone & Rosa Cocozza