Claudio Nordio

Identifiers

• name variant Claudio Nordio 0.60 · backfill

Papers (7)

1. Learning Dynamics Reveal a Hierarchy of Weight-Induced Layerwise Gram Metrics cs.LG · 2026 · author #1
2. Restructuring the "one-way CSA" counterparty risk in a CDO q-fin.RM · 2013 · author #2
3. A note on replicating a CDS through a repo and an asset swap q-fin.PR · 2013 · author #2
4. Funded Bilateral Valuation Adjustment q-fin.PR · 2012 · author #2
5. Bilateral Credit Valuation Adjustment of an Optional Early Termination Clause q-fin.PR · 2012 · author #2
6. Liquidity-adjusted Market Risk Measures with Stochastic Holding Period q-fin.RM · 2010 · author #2
7. Expected Shortfall as a Tool for Financial Risk Management cond-mat.stat-mech · 2001 · author #2

Mentions

• 2606.09744 #1 · arxiv_oai · confidence 0.70 Claudio Nordio
• 1310.7128 #2 · backfill · confidence 0.70 Claudio Nordio
• 1305.0040 #2 · backfill · confidence 0.70 Claudio Nordio
• 1211.1564 #2 · backfill · confidence 0.70 Claudio Nordio
• 1205.2013 #2 · backfill · confidence 0.70 Claudio Nordio
• 1009.3760 #2 · backfill · confidence 0.70 Claudio Nordio

Frequent Coauthors

• Lorenzo Giada 4 shared papers
• Abaxbank 1 shared papers
• Carlo Acerbi 1 shared papers
• Carlo Sirtori (Derivatives Desk 1 shared papers
• Damiano Brigo 1 shared papers
• Milano Italy) 1 shared papers