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2: Modelli macroeconomici per la politica fiscale / Paolo Bosi
2: Modelli macroeconomici per la politica fiscale / Paolo Bosi
Autore Bosi, Paolo <1942- >
Pubbl/distr/stampa Bologna, : Il mulino, [1994]
Descrizione fisica 246 p. ; 24 cm
Disciplina 336.3
339.5
Soggetto topico Italia - Politica fiscale
ISBN 8815043004
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNISANNIO-PAL0092848
Bosi, Paolo <1942- >  
Bologna, : Il mulino, [1994]
Materiale a stampa
Lo trovi qui: Univ. del Sannio
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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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
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-9910537007203321
Amsterdam, : Academic Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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-9910540146103321
Oxford ; ; Portland, Oregon : , : Hart Publishing, , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
Debt problems of eastern Europe / Iliana Zloch-Christy
Debt problems of eastern Europe / Iliana Zloch-Christy
Autore Zloch-Christy, Iliana
Pubbl/distr/stampa Cambridge : Cam. University Press, 1987
Descrizione fisica XX, 220 p., 21 cm
Disciplina 336.3
Collana Soviet and east euro-pean studies
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNINA-990006682350403321
Zloch-Christy, Iliana  
Cambridge : Cam. University Press, 1987
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Deferred future : corporate and World debt and bankruptcy / Dan Dimancescu
Deferred future : corporate and World debt and bankruptcy / Dan Dimancescu
Autore DIMANCESCU, Dam
Pubbl/distr/stampa Cambridge : Ballinger Publisching Company, 1983
Descrizione fisica 162 p. ; 21 cm.
Disciplina 336.3(Titoli pubblici, debito pubblico, spesa pubblica)
Soggetto topico Debito estero
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990005474360203316
DIMANCESCU, Dam  
Cambridge : Ballinger Publisching Company, 1983
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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