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Prof. Dr. Cosimo-Andrea Munari - Publikationen

Professor of Finance and Insurance

@iranum.omisocbf.uzh.ch
AND-2.54, Andreasstr. 15, 8050 Zürich
+41 44 634 56 29
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Journal Articles (6)

Unexpected shortfalls of expected Shortfall: Extreme default profiles and regulatory arbitrage
Pablo Koch Medina, Cosimo-Andrea Munari
In: Journal of Banking and Finance, Vol. 62, p. 141-151, Januar 2016.


Measuring risk with multiple eligible assets
Erich Walter Farkas, Pablo Koch Medina, Cosimo-Andrea Munari
In: Mathematics and Financial Economics, Vol. 9 (No. 1), p. 3-27, Januar 2015.


Capital adequacy tests and limited liability of financial institutions
Pablo Koch Medina, Santiago Moreno-Bromberg, Cosimo-Andrea Munari
In: Journal of Banking and Finance, Vol. 51, p. 93-102, 2015.


Law-invariant risk measures: Extension properties and qualitative robustness
Pablo Koch Medina, Cosimo-Andrea Munari
In: Statistics & Risk Modeling, Vol. 31 (No. 3), p. 1-22, September 2014.


Capital Requirements with Defaultable Securities
Erich Walter Farkas, Cosimo-Andrea Munari, Pablo Koch Medina
In: Insurance: Mathematics and Economics, Vol. 55, p. 58-67, 2014.


Beyond cash-additive risk measures: When changing the numeraire fails
Erich Walter Farkas, Pablo Koch Medina, Cosimo-Andrea Munari
In: Finance and Stochastics, Vol. 18 (No. 1), p. 145-173, November 2013.


Working Papers (2)

Diversification, protection of liability holders and regulatory arbitrage
Pablo Koch Medina, Cosimo-Andrea Munari, Mario Sikic
arXiv, No. 1502.03252, Juni 2015.


Capital Adequacy Tests and Limited Liability of Financial Institutions
Santiago Moreno-Bromberg, Pablo Koch Medina, Cosimo-Andrea Munari
Swiss Finance Institute Research Paper, No. 14-03, 2014.