Concepedia

Roberta Fiori

RF

Statistics

Publications

5

Citations

100

H-Index

5

Active since

2006

Affiliations

Bank of Italy(Current)

Roberta Fiori is an author at Bank of Italy specializing in financial risk management, financial crisis, and finance.

Top concepts

Publications per year

2006–2015

5

Publications

5

On the Interaction between Market and Credit Risk: A Factor-Augmented Vector Autoregressive (FAVAR) Approach

Roberta Fiori, Simonetta Iannotti · SSRN Electronic Journal · 2010 · 29 citations · Full text

Scenario Based Principal Component Value-at-Risk: An Application to Italian Banks' Interest Rate Risk Exposure

Roberta Fiori, Simonetta Iannotti · SSRN Electronic Journal · 2006 · 25 citations · Full text

A Note on the Implementation of the Countercyclical Capital Buffer in Italy

Piergiorgio Alessandri, Pierluigi Bologna, Roberta Fiori et al. · SSRN Electronic Journal · 2015 · 24 citations · Full text

Beyond Macroeconomic Risk: The Role of Contagion in the Italian Corporate Default Correlation

Antonella Foglia, Roberta Fiori, Simonetta Iannotti · SSRN Electronic Journal · 2009 · 11 citations · Full text

, , +20

Scenario-based principal component value-at- risk when the underlying risk factors are skewed and heavy-tailed: an application to Italian banks' interest rate risk exposure

Roberta Fiori, Simonetta Iannotti · The Journal of Risk · 2007 · 11 citations

, , +16

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