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Rosa Cocozza

Personal Details

First Name:Rosa
Middle Name:
Last Name:Cocozza
Suffix:
RePEc Short-ID:pco224
[This author has chosen not to make the email address public]
http://www.docenti.unina.it/rosa.cocozza
Università degli Studi di Napoli Federico II Facolty of Economics Department of Economics, Management and Institutions Via Cinthia Monte S. Angelo 80126 NAPOLI (IT)
+39(0)675083

Affiliation

Dipartimento di Economia, Management e Istituzioni
Università degli Studi di Napoli - "Federico II"

Napoli, Italy
http://demi.dip.unina.it
RePEc:edi:dbnapit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Cocozza, Rosa & De Simone, Antonio, 2011. "One numerical procedure for two risk factors modeling," MPRA Paper 30859, University Library of Munich, Germany.
  2. Cocozza, Rosa & Di Lorenzo, Emilia, 2007. "A Dynamic Solvency Approach for Life Insurance," MPRA Paper 28015, University Library of Munich, Germany.
  3. Cocozza, Rosa & Di Lorenzo, Emilia & Sibillo, Marilena, 2007. "The current value of the mathematical provision: a financial risk prospect," MPRA Paper 27986, University Library of Munich, Germany.
  4. Cocozza, R & Di Lorenzo, E & Sibillo, M, 2004. "Methodological problems in solvency assessment of an insurance company," MPRA Paper 27980, University Library of Munich, Germany.

Articles

  1. Domenico Curcio & Nicola Borri & Rosaria Cerrone & Rosa Cocozza, 2019. "Financial Intermediaries’ Asset–Liability Dependency And Low-Interest-Rate Environment: Evidence From Eu Life Insurers," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-25, June.
  2. Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor, 2017. "Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 126-138.

Chapters

  1. Rosa Cocozza, 2015. "Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Elena Beccalli & Federica Poli (ed.), Bank Risk, Governance and Regulation, chapter 4, pages 105-126, Palgrave Macmillan.
  2. Rosa Cocozza & Emilia Lorenzo & Abina Orlando & Marilena Sibillo, 2008. "A Liability Adequacy Test for Mathematical Provision," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 75-81, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor, 2017. "Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 126-138.

    Cited by:

    1. Sebastian Lang & Reto Signer & Klaus Spremann, 2018. "The Choice of Interest Rate Models and Its Effect on Bank Capital Requirements Regulation and Financial Stability," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(1), pages 74-92, January.
    2. Pliszka, Kamil, 2021. "System-wide and banks' internal stress tests: Regulatory requirements and literature review," Discussion Papers 19/2021, Deutsche Bundesbank.
    3. Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The Cost of Steering in Financial Markets: Evidence from the Mortgage Market," Temi di discussione (Economic working papers) 1252, Bank of Italy, Economic Research and International Relations Area.
    4. Leonardo Gambacorta & Luigi Guiso & Paolo Mistrulli & Andrea Pozzi & Anton Tsoy, 2017. "The Cost of Distorted Financial Advice - Evidence from the Mortgage Market," EIEF Working Papers Series 1713, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.

Chapters

    Sorry, no citations of chapters recorded.

More information

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Co-authorship network on CollEc

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