Mario Onorato

Algorithmics

Director, Global Solution Director ALM

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

3

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Top 31,766

in Total Papers Downloads

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SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

An Integrated Pricing Model for Defaultable Loans and Bonds

Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21 Posted: 23 May 2003
Edward I. Altman and Mario Onorato
New York University (NYU) - Salomon Center and Algorithmics
Downloads 1,005 (28,219)

Abstract:

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statistical simulation methods, financial risk management, credit risk measurement model, pricing models, debt & debt management, portfolio choice

An Integrated Pricing Model for Defaultable Loans and Bonds

NYU Working Paper No. S-CDM-03-05
Number of pages: 21 Posted: 05 Nov 2008
Mario Onorato and Edward I. Altman
Algorithmics and New York University (NYU) - Salomon Center
Downloads 118 (298,812)

Abstract:

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statistical simulation methods, financial risk management, credit risk measurement model, asset pricing, debt & debt management

2.

Apples and Pears: The Comparison of Risk Capital and Required Return in Financial Institutions

Number of pages: 42 Posted: 11 Feb 2007
Alistair Milne and Mario Onorato
Loughborough University - School of Business and Economics and Algorithmics
Downloads 532 (67,061)
Citation 2

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RAROC, Risk Management, Economic Capital, Performance Measurement, Financial Regulation

Risk-Adjusted Measures of Value Creation in Financial Institutions

Number of pages: 40 Posted: 28 Nov 2009
Alistair Milne and Mario Onorato
Loughborough University - School of Business and Economics and Algorithmics
Downloads 334 (114,965)
Citation 1

Abstract:

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asset pricing, banking, capital allocation, capital budgeting, capital management, corporate finance, downside risk, economic capital, performance measurement, RAROC, risk management, value creation, hurdle rate, value at risk