Implications of IFRS 17 in European financial stability: accounting methodology and evaluation modelling Stefano de Nichilo – RMM 2022 03 – Excerpt 1
Risk-Adjusted Loan Pricing Franco Fiordelisi, Carlo Palego, Annalisa Richetto, Giulia Scardozzi – RMM 2022 03 – Excerpt 2
The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination Anna Bottasso, Lorenzo Bruno, Pier Giuseppe Giribone – RMM 2022 03 – Excerpt 3
The new supervisory outlier test (SOT) on net interest income (NII): empirical evidence from a sample of Italian banks Domenico Curcio, Igor Gianfrancesco, Annalisa Pansini, Alina Preger – RMM 2022 03 – Excerpt 4
Modello LGSR forward looking David Cavallini, Francesco Letizia – RMM 2022 03 – Excerpt 5
