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Title Author/Affiliation Topic Year of Publication
Does a Central Clearing Counterparty Reduce Counterparty Risk? Darrell Duffie, Haoxiang Zhu - Stanford University, Stanford University Cost and Risk 2009
Review of Discrete and Continuous Processes in Finance: Theory and Applications Attilio Meucci Cost and Risk 2009
Marking-to-Market Government Guarantees to Financial Systems Theory and Evidence for Europe Angelo Bonanni, Umberto Cherubini - Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Milano, Dipartimento di Matematica per le Scienze Economiche e Sociali,Università degli Studi di Bologna Cost and Risk 2011
Redesigning Credit Derivatives to Better Cover Sovereign Default Risk Darrell Duffie, Mohit Thukral - Stanford University, Stanford University Cost and Risk 2012
Sovereign credit ratings in the European Union: a model-based fiscal analysis Vito Polito, Michael R. Wickens Cost and Risk 2013
Measuring the systemic importance of interconnected banks Mathias Drehmann, Nikola Tarashev - Bank for International Settlements (BIS), Bank for International Settlements (BIS) Cost and Risk 2011
Sovereign Risk: A Macro-Financial Perspective Udaibir S. Das, Maria A. Oliva, Takahiro Tsuda - IMF, IMF, IMF Cost and Risk 2012
Scenario-Generation Methods for an Optimal Public Debt Strategy Massimo Bernaschi, Maya Briani, Marco Papi, Davide Vergni - Head of the Technology Office of the Istituto per le Applicazioni del Calcolo "Mauro Picone" part of the Italian National Research Council (C.N.R.), CNR-Consiglio Nazionale delle Ricerche, IAC-Istituto per le Applicazioni del Calcolo "M.Picone", Viale del Policlinico, 137, 00161 Roma (Italy), Ph. +39-06-88470270, Fax: +39-06-4404306, m.briani@iac.cnr.it, Research Assistant at the Istituto per le Applicazioni del Calcolo "M. Picone", Research unit: "Quantitative and qualitative methods in finance and economics", CNR, Viale del Policlinico 137, I-00161 Roma (Italy), m.papi@iac.cnr.it, Istituto per le Applicazioni del Calcolo "M.Picone", Viale del Policlinico, 137, I-00161 Roma, Italy, Ph. ++39 06 88470205, Fax: ++39 06 4404306, E-mail: d.vergni@iac.cnr.it Cost and Risk 2004
Optimal Strategies for the Issuances of Public Debt Securities Massimiliano and others Adamo, Paola and others Fabbri - Istituto per le Applicazioni del Calcolo “Mauro Picone” – CNR, Viale del Policlinico, 137, 00161 Roma, Italy, Department of the treasury – Italian Ministry of Economy and Finance, Via XX Settembre, 97, 00187 Roma, Italy Cost and Risk 2004
Sovereign Debt Defaults and Financing Needs Mark Kruger, Miguel Messmacher - Executive Director, International Monetary Fund, International Monetary Fund Cost and Risk 2004

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