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Aims and general organization
What
we do: Surposes
and association structure
Structure
People:
Who we are
Principal
clients: Who the
GRETA Associati clients are
Contacts
How to reach
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Investment:
Consulting for the utilization of quantitative methods in
the investment process and consulting for the implementation
of derivatives and option pricing and hedging models
Evaluation:
European Community programs evaluation
Risk
Management: Cosultinf
for Risk management and risk measurement
Scenario
Analysis: Financial
and economic simulation models using alternative paths of
some esogenous variables
Statistical
Research
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MEFIM:
Monthly Econometric Financial International Model
MEFIM
plus: Model to forcast the interest rate
term structure in the Euro Area
GAM:
Model to forecast the annual performances of the principal asset
classes in the most important macroeconomic areas
GREM:
GRETA Regional Econometic Model (italian version only)
MALCOLM
: MAximum Likelihood COintegration analysis
of Linear Models |
CREDIT
2011: Stability and Risk Control in Banking, Insurance, and Financial Markets
CREDIT
2010: Credit Risk,
Systemic Risk, and Large Portfolios
CREDIT
2009: Credit Risk,
Financial Crises, and Macroeconomy
CREDIT
2008: Liquidity and
Credit Risk
CREDIT
2007: Credit Rating
C.R.E.D.I.T.
2006:
Risks in Small Business Lending
C.R.E.D.I.T.
2005: Counterparty
Credit Risk
JAE
2005: Changing Structures
in International and Financial Markets and the Effects on Financial
Decision Making
C.R.E.D.I.T.
2004: Validazione
dei Modelli di Credit Risk
C.R.E.D.I.T.
2003: Analisi della
Dipendenza nei Modelli di Credit Risk Management
C.R.E.D.I.T.
2002: La Valutazione
del Rischio di Default per il Segmento Corporate
Euromeeting:
Internation Joint Metting - The Euro - What's in the Future? |
Working
Papers
Technical
documents |
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