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2: Modelli macroeconomici per la politica fiscale / Paolo Bosi
| 2: Modelli macroeconomici per la politica fiscale / Paolo Bosi |
| Pubbl/distr/stampa | Bologna, : Il mulino, \1994! |
| Descrizione fisica | 246 p. ; 24 cm |
| Disciplina |
336.3
339.015118 |
| Soggetto topico | Italia - Politica fiscale |
| ISBN | 8815043004 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISANNIO-PAL0092848 |
| Bologna, : Il mulino, \1994! | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
Analytical issues in debt / edited by Jacob A. Frenkel, Michael P. Dooley, and Peter Wickham
| Analytical issues in debt / edited by Jacob A. Frenkel, Michael P. Dooley, and Peter Wickham |
| Pubbl/distr/stampa | Washintong : International Monetary Fund, 1987 |
| Descrizione fisica | 415 p. ; 23 cm. |
| Disciplina | 336.3(Titoli pubblici, debito pubblico, spesa pubblica) |
| Soggetto topico | Debito pubblico |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005467000203316 |
| Washintong : International Monetary Fund, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
The analytics of risk model validation [[electronic resource] /] / edited by George Christodoulakis, Stephen Satchell
| The analytics of risk model validation [[electronic resource] /] / edited by George Christodoulakis, Stephen Satchell |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam, : Academic Press, 2008 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina |
336.3
658.155015118 |
| Altri autori (Persone) |
ChristodoulakisGeorge
SatchellS (Stephen) |
| Collana | Quantitative finance series |
| Soggetto topico | Risk management - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-07150-1
9786611071509 0-08-055388-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; The Analytics of Risk Model Validation; Copyright Page; Table of Contents; About the editors; About the contributors; Preface; Chapter 1 Determinants of small business default; Abstract; 1. Introduction; 2. Data, methodology and summary statistics; 3. Empirical results of small business default; 4. Conclusion; References; Notes; Chapter 2 Validation of stress testing models; Abstract; 1. Why stress test?; 2. Stress testing basics; 3. Overview of validation approaches; 4. Subsampling tests; 5. Ideal scenario validation; 6. Scenario validation; 7. Cross-segment validation
8. Back-casting 9. Conclusions; References; Chapter 3 The validity of credit risk model validation methods; Abstract; 1. Introduction; 2. Measures of discriminatory power; 3. Uncertainty in credit risk model validation; 4. Confidence interval for ROC; 5. Bootstrapping; 6. Optimal rating combinations; 7. Concluding remarks; References; Chapter 4 A moments-based procedure for evaluating risk forecasting models; Abstract; 1. Introduction; 2. Preliminary analysis; 3. The likelihood ratio test; 4. A moments test of model adequacy; 5. An illustration; 6. Conclusions; 7. Acknowledgements; References Notes Appendix; 1. Error distribution; 2. Two-piece normal distribution; 3. t-Distribution; 4. Skew-t distribution; Chapter 5 Measuring concentration risk in credit portfolios; Abstract; 1. Concentration risk and validation; 2. Concentration risk and the IRB model; 3. Measuring name concentration; 4. Measuring sectoral concentration; 5. Numerical example; 6. Future challenges of concentration risk measurement; 7. Summary; References; Notes; Appendix A.1: IRB risk weight functions and concentration risk; Appendix A.2: Factor surface for the diversification factor; Appendix A.3 Chapter 6 A simple method for regulators to cross-check operational risk loss models for banks Abstract; 1. Introduction; 2. Background; 3. Cross-checking procedure; 4. Justification of our approach; 5. Justification for a lower bound using the lognormal distribution; 6. Conclusion; References; Chapter 7 Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems; Abstract; 1. Introduction; 2. Why does the portfolio's structure matter?; 3. Credible credit ratings and credible credit risk estimates; 4. An empirical illustration; 5. Credible mapping 6. Conclusions 7. Acknowledgements; References; Appendix; 1. Further elements of modern credibility theory; 2. Proof of the credibility fundamental relation; 3. Mixed Gamma-Poisson distribution and negative binomial; 4. Calculation of the Bühlmann credibility estimate under the Gamma-Poisson model; 5. Calculation of accuracy ratio; Chapter 8 Analytic models of the ROC curve: Applications to credit rating model validation; Abstract; 1. Introduction; 2. Theoretical implications and applications; 3. Choices of distributions; 4. Performance evaluation on the AUROC estimation with simulated data 5. Summary |
| Record Nr. | UNINA-9910450624003321 |
| Amsterdam, : Academic Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The analytics of risk model validation [[electronic resource] /] / edited by George Christodoulakis, Stephen Satchell
| The analytics of risk model validation [[electronic resource] /] / edited by George Christodoulakis, Stephen Satchell |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam, : Academic Press, 2008 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina |
336.3
658.155015118 |
| Altri autori (Persone) |
ChristodoulakisGeorge
SatchellStephen <1949-> |
| Collana | Quantitative finance series |
| Soggetto topico | Risk management - Mathematical models |
| ISBN |
1-281-07150-1
9786611071509 0-08-055388-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; The Analytics of Risk Model Validation; Copyright Page; Table of Contents; About the editors; About the contributors; Preface; Chapter 1 Determinants of small business default; Abstract; 1. Introduction; 2. Data, methodology and summary statistics; 3. Empirical results of small business default; 4. Conclusion; References; Notes; Chapter 2 Validation of stress testing models; Abstract; 1. Why stress test?; 2. Stress testing basics; 3. Overview of validation approaches; 4. Subsampling tests; 5. Ideal scenario validation; 6. Scenario validation; 7. Cross-segment validation
8. Back-casting 9. Conclusions; References; Chapter 3 The validity of credit risk model validation methods; Abstract; 1. Introduction; 2. Measures of discriminatory power; 3. Uncertainty in credit risk model validation; 4. Confidence interval for ROC; 5. Bootstrapping; 6. Optimal rating combinations; 7. Concluding remarks; References; Chapter 4 A moments-based procedure for evaluating risk forecasting models; Abstract; 1. Introduction; 2. Preliminary analysis; 3. The likelihood ratio test; 4. A moments test of model adequacy; 5. An illustration; 6. Conclusions; 7. Acknowledgements; References Notes Appendix; 1. Error distribution; 2. Two-piece normal distribution; 3. t-Distribution; 4. Skew-t distribution; Chapter 5 Measuring concentration risk in credit portfolios; Abstract; 1. Concentration risk and validation; 2. Concentration risk and the IRB model; 3. Measuring name concentration; 4. Measuring sectoral concentration; 5. Numerical example; 6. Future challenges of concentration risk measurement; 7. Summary; References; Notes; Appendix A.1: IRB risk weight functions and concentration risk; Appendix A.2: Factor surface for the diversification factor; Appendix A.3 Chapter 6 A simple method for regulators to cross-check operational risk loss models for banks Abstract; 1. Introduction; 2. Background; 3. Cross-checking procedure; 4. Justification of our approach; 5. Justification for a lower bound using the lognormal distribution; 6. Conclusion; References; Chapter 7 Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems; Abstract; 1. Introduction; 2. Why does the portfolio's structure matter?; 3. Credible credit ratings and credible credit risk estimates; 4. An empirical illustration; 5. Credible mapping 6. Conclusions 7. Acknowledgements; References; Appendix; 1. Further elements of modern credibility theory; 2. Proof of the credibility fundamental relation; 3. Mixed Gamma-Poisson distribution and negative binomial; 4. Calculation of the Bühlmann credibility estimate under the Gamma-Poisson model; 5. Calculation of accuracy ratio; Chapter 8 Analytic models of the ROC curve: Applications to credit rating model validation; Abstract; 1. Introduction; 2. Theoretical implications and applications; 3. Choices of distributions; 4. Performance evaluation on the AUROC estimation with simulated data 5. Summary |
| Record Nr. | UNINA-9910784746303321 |
| Amsterdam, : Academic Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The analytics of risk model validation / / edited by George Christodoulakis, Stephen Satchell
| The analytics of risk model validation / / edited by George Christodoulakis, Stephen Satchell |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam, : Academic Press, 2008 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina |
336.3
658.155015118 |
| Altri autori (Persone) |
ChristodoulakisGeorge
SatchellS (Stephen) |
| Collana | Quantitative finance series |
| Soggetto topico | Risk management - Mathematical models |
| ISBN |
9786611071509
9781281071507 1281071501 9780080553887 0080553885 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; The Analytics of Risk Model Validation; Copyright Page; Table of Contents; About the editors; About the contributors; Preface; Chapter 1 Determinants of small business default; Abstract; 1. Introduction; 2. Data, methodology and summary statistics; 3. Empirical results of small business default; 4. Conclusion; References; Notes; Chapter 2 Validation of stress testing models; Abstract; 1. Why stress test?; 2. Stress testing basics; 3. Overview of validation approaches; 4. Subsampling tests; 5. Ideal scenario validation; 6. Scenario validation; 7. Cross-segment validation
8. Back-casting 9. Conclusions; References; Chapter 3 The validity of credit risk model validation methods; Abstract; 1. Introduction; 2. Measures of discriminatory power; 3. Uncertainty in credit risk model validation; 4. Confidence interval for ROC; 5. Bootstrapping; 6. Optimal rating combinations; 7. Concluding remarks; References; Chapter 4 A moments-based procedure for evaluating risk forecasting models; Abstract; 1. Introduction; 2. Preliminary analysis; 3. The likelihood ratio test; 4. A moments test of model adequacy; 5. An illustration; 6. Conclusions; 7. Acknowledgements; References Notes Appendix; 1. Error distribution; 2. Two-piece normal distribution; 3. t-Distribution; 4. Skew-t distribution; Chapter 5 Measuring concentration risk in credit portfolios; Abstract; 1. Concentration risk and validation; 2. Concentration risk and the IRB model; 3. Measuring name concentration; 4. Measuring sectoral concentration; 5. Numerical example; 6. Future challenges of concentration risk measurement; 7. Summary; References; Notes; Appendix A.1: IRB risk weight functions and concentration risk; Appendix A.2: Factor surface for the diversification factor; Appendix A.3 Chapter 6 A simple method for regulators to cross-check operational risk loss models for banks Abstract; 1. Introduction; 2. Background; 3. Cross-checking procedure; 4. Justification of our approach; 5. Justification for a lower bound using the lognormal distribution; 6. Conclusion; References; Chapter 7 Of the credibility of mapping and benchmarking credit risk estimates for internal rating systems; Abstract; 1. Introduction; 2. Why does the portfolio's structure matter?; 3. Credible credit ratings and credible credit risk estimates; 4. An empirical illustration; 5. Credible mapping 6. Conclusions 7. Acknowledgements; References; Appendix; 1. Further elements of modern credibility theory; 2. Proof of the credibility fundamental relation; 3. Mixed Gamma-Poisson distribution and negative binomial; 4. Calculation of the Bühlmann credibility estimate under the Gamma-Poisson model; 5. Calculation of accuracy ratio; Chapter 8 Analytic models of the ROC curve: Applications to credit rating model validation; Abstract; 1. Introduction; 2. Theoretical implications and applications; 3. Choices of distributions; 4. Performance evaluation on the AUROC estimation with simulated data 5. Summary |
| Record Nr. | UNINA-9910957911603321 |
| Amsterdam, : Academic Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Astuzia o virtù? : come accadde che l'Italia fu ammessa all'Unione monetaria / Luigi Spaventa e Vincenzo Chiorazzo
| Astuzia o virtù? : come accadde che l'Italia fu ammessa all'Unione monetaria / Luigi Spaventa e Vincenzo Chiorazzo |
| Autore | Spaventa, Luigi |
| Pubbl/distr/stampa | Roma, : DE, [2000] |
| Descrizione fisica | 143 p. ; 17 cm |
| Disciplina |
336.3
336.45 |
| Altri autori (Persone) | Chiorazzo, Vincenzo |
| Collana | Saggine |
| ISBN | 8879894846 |
| Classificazione |
IT/541.5
IT/5422.6 IT/5435.1 Se.i.14.2.12 Se.i.14.2.6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISANNIO-LO10520013 |
Spaventa, Luigi
|
||
| Roma, : DE, [2000] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
Austerity : when it works and when it doesn't / Alberto Alesina, Carlo Favero and Francesco Giavazzi
| Austerity : when it works and when it doesn't / Alberto Alesina, Carlo Favero and Francesco Giavazzi |
| Autore | Alesina, Alberto |
| Pubbl/distr/stampa | Princeton ; Oxford : Princeton university press, 2019 |
| Descrizione fisica | XII, 276 p. ; 25 cm |
| Disciplina | 336.3 |
| Altri autori (Persone) |
Giavazzi, Francesco
Favero, Carlo |
| ISBN | 9780691172217 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910347560303321 |
|
Alesina, Alberto
|
||
| Princeton ; Oxford : Princeton university press, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Challenging gender inequality in tax policy making : comparative perspectives / / edited by Kim Brooks ... [and others]
| Challenging gender inequality in tax policy making : comparative perspectives / / edited by Kim Brooks ... [and others] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Portland, Oregon : , : Hart Publishing, , 2011 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina | 336.3 |
| Collana | Onati international series in law and society |
| Soggetto topico |
Tax incidence
Women - Taxation Fiscal policy - Social aspects Sex discrimination - Economic aspects |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4742-0073-7
1-283-34019-4 9786613340191 1-84731-654-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ; Introduction / Lisa Philipps, Kim Brooks, Asa Gunnarsson and Maria Wersig -- The "Capture" of Women in Law and Fiscal Policy : The Tax/Benefit Unit, Gender Equality, and Feminist Ontologies / Kathleen A Lahey -- Tax, Markets, Gender and the New Institutionalism / Ann Mumford -- Gender Equity in Australia's Tax System : A Capabilities Approach / Miranda Stewart -- Challenging the Benchmarks in Tax Law Theories and Policies from a Gender Perspective : The Swedish Case / Asa Gunnarsson -- Taxing Surrogacy / Bridget J Crawford -- A Gender Perspective Approach Regarding the Impact of Income Tax on Wage-earning Women in Spain / Paloma de Villota -- Gender and Taxation in Kenya : The Case of Personal Income and Value-added Taxes / Bernadette M Wanjala and Maureen Were -- Dismembering Families / Anthony C Infanti -- The Tax/Benefit Implications of Recognizing Same-sex Partnerships / Casey Warman and Frances Woolley -- Income Redistribution Through Child Benefits and Child-related Tax Deductions : A Gender-neutral Approach? / Kirsten Scheiwe -- Overcoming the Gender Inequalities of Joint Taxation and Income Splitting : The Case of Germany / Maria Wersig -- Income Splitting and Gender Equality : The Case for Incentivizing Intra-household Wealth Transfers / Lisa Philipps -- Indirect Discrimination in Tax Law : The Case of Tax Deductions for Contributions to Employer-provided Pension Plans in Germany / Ulrike Spangenberg -- Gender and Capital Gains Taxation / Marjorie E Kornhauser. |
| Record Nr. | UNINA-9910457388903321 |
| Oxford ; ; Portland, Oregon : , : Hart Publishing, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Challenging gender inequality in tax policy making : comparative perspectives / / edited by Kim Brooks ... [and others]
| Challenging gender inequality in tax policy making : comparative perspectives / / edited by Kim Brooks ... [and others] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Portland, Oregon : , : Hart Publishing, , 2011 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina | 336.3 |
| Collana | Onati international series in law and society |
| Soggetto topico |
Tax incidence
Women - Taxation Fiscal policy - Social aspects Sex discrimination - Economic aspects |
| ISBN |
1-4742-0073-7
1-283-34019-4 9786613340191 1-84731-654-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ; Introduction / Lisa Philipps, Kim Brooks, Asa Gunnarsson and Maria Wersig -- The "Capture" of Women in Law and Fiscal Policy : The Tax/Benefit Unit, Gender Equality, and Feminist Ontologies / Kathleen A Lahey -- Tax, Markets, Gender and the New Institutionalism / Ann Mumford -- Gender Equity in Australia's Tax System : A Capabilities Approach / Miranda Stewart -- Challenging the Benchmarks in Tax Law Theories and Policies from a Gender Perspective : The Swedish Case / Asa Gunnarsson -- Taxing Surrogacy / Bridget J Crawford -- A Gender Perspective Approach Regarding the Impact of Income Tax on Wage-earning Women in Spain / Paloma de Villota -- Gender and Taxation in Kenya : The Case of Personal Income and Value-added Taxes / Bernadette M Wanjala and Maureen Were -- Dismembering Families / Anthony C Infanti -- The Tax/Benefit Implications of Recognizing Same-sex Partnerships / Casey Warman and Frances Woolley -- Income Redistribution Through Child Benefits and Child-related Tax Deductions : A Gender-neutral Approach? / Kirsten Scheiwe -- Overcoming the Gender Inequalities of Joint Taxation and Income Splitting : The Case of Germany / Maria Wersig -- Income Splitting and Gender Equality : The Case for Incentivizing Intra-household Wealth Transfers / Lisa Philipps -- Indirect Discrimination in Tax Law : The Case of Tax Deductions for Contributions to Employer-provided Pension Plans in Germany / Ulrike Spangenberg -- Gender and Capital Gains Taxation / Marjorie E Kornhauser. |
| Record Nr. | UNINA-9910781589503321 |
| Oxford ; ; Portland, Oregon : , : Hart Publishing, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dacci oggi il nostro debito quotidiano : strategie dell'impoverimento di massa / Marco Bersani
| Dacci oggi il nostro debito quotidiano : strategie dell'impoverimento di massa / Marco Bersani |
| Autore | Bersani, Marco |
| Pubbl/distr/stampa | Roma : Deriveapprodi, 2017 (, 2018) |
| Descrizione fisica | 172 p. ; 20 cm |
| Disciplina | 336.3 |
| Collana | Fuorifuoco |
| Soggetto non controllato | Debito pubblico - Italia |
| ISBN | 978-88-6548-187-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-9910332960103321 |
|
Bersani, Marco
|
||
| Roma : Deriveapprodi, 2017 (, 2018) | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
