Natalia Tente

Names

first:	Natalia
last:	Tente

Contact

homepage:

https://www.bundesbank.de/en/natalia-tente

Affiliations

Deutsche Bundesbank
- website
- location: Frankfurt, Germany

Research profile

author of:

European Banking Union C: Cross-Border Resolution–Fortis Group
by Rosalind Z. Wiggins & Natalia Tente & Andrew Metrick
Basel III D: Swiss Finish to Basel III
by Christian M. McNamara & Natalia Tente & Andrew Metrick
European Banking Union D: Cross-Border Resolution—Dexia Group
by Rosalind Z. Wiggins & Natalia Tente & Andrew Metrick
Systemic risk contributions: a credit portfolio approach
by Düllmann, Klaus & Puzanova, Natalia
Systemic risk contributions: A credit portfolio approach
by Puzanova, Natalia & Düllmann, Klaus
A hierarchical Archimedean copula for portfolio credit risk modelling
by Puzanova, Natalia
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk
by Puzanova, Natalia
Default dependence among corporate bond issuers: empirical evidence from time series data
by Natalia Puzanova & Sikandar Siddiqui
Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology
by Puzanova, Natalia & Siddiqui, Sikandar & Trede, Mark
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
by 14 authors
M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements
by Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf
M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress
by NATALIA TENTE & NATALJA VON WESTERNHAGEN & ULF SLOPEK
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
by 14 authors

Permanent link: https://authors.repec.org/pro/pte269/