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Economic Notes

Published on behalf of the Banca Monte dei Paschi di Siena SpA

Edited by:
Alessandro Vercelli, Antonia Roma, Alberto Dalmazzo, Andrea Berardi, Ian Cooper, Giovanni Ferri, Alessandro Santoni, Walter Torous

With articles that deal with the latest issues in banking, finance and monetary economics internationally, Economic Notes is an essential resource for anyone in the industry, helping you keep abreast of the latest developments in the field. Articles are written by top economists and executives working in financial institutions, firms and the public sector.

TopNews and Announcements

Call for Papers
The editors seek to encourage dialogue between people with academic, operational and policy-making responsibilities. Innovative contributions of high technical standards are included provided they are accompanied by an extended non-technical summary. All articles are refereed.

Preferred areas of research include:

• the working and structure of financial markets
• industrial organization of financial institutions
• the effects of economic policy on financial markets
• regulation issues
• asset pricing
• valuation and risk assessment of derivatives
• monetary economics
• foreign exchange markets
• international monetary arrangements
• corporate finance and government issues
• industry studies.

For further information on submissions, click here.

TopHighlights

Semi-analytic Approaches to Collateralized Debt Obligation Modelling
Christian Bluhm, Ludger Overbeck Information Technology and Productivity Changes in the Banking Industry
Luca Casolaro, Giorgio Gobbi Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
Edward Altman, Andrea Resti, Andrea Sironi The Co-initial Swap Market Model
Stefano Galluccio, Christopher Hunter Managing Credit Risk: A Challenge for the New Millennium
Edward I Altman