Simone Casellina

European Banking Authority

20 avenue André Prothin CS 30154

One Canada Square, Canary Wharf

92927 Paris, La Défense CEDEX E14 5AA

France

SCHOLARLY PAPERS

3

DOWNLOADS

225

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Time to Go Beyond RWA Variability for IRB Banks: An Empirical Analysis

European Banking Authority Research Paper No. 10
Number of pages: 21 Posted: 17 Dec 2020
Francesco Cannata, Simone Casellina and Gaetano Chionsini
Bank of Italy, European Banking Authority and European Banking Authority
Downloads 103 (347,166)

Abstract:

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Bank capital, prudential regulation, risk weights, Basel II

2.

The Estimation Risk and the IRB Supervisory Formula

European Banking Authority Research Paper No. 11
Number of pages: 23 Posted: 26 Jan 2021
Simone Casellina, Simone Landini and Mariacristina Uberti
European Banking Authority, IRES Piemonte, Socio-Economic Research Institute of Piedmont and University of Turin
Downloads 77 (414,727)

Abstract:

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Bank Capital, Regulation, Basel 2, Margin of Conservatism, Value-at-Risk

3.

Applying the Pre-Commitment Approach to Bottom-Up Stress Tests: A New Old Story

European Banking Authority Research Paper No. 5
Number of pages: 22 Posted: 17 Dec 2020
Simone Casellina, Giuseppe Pandolfo and Mario Quagliariello
European Banking Authority, IVASS and European Central Bank (ECB)
Downloads 45 (535,141)
Citation 1

Abstract:

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de Finetti penalty, principal-agent problem, pre-commitment approach, stress test, supervision