Sonia Benito

Sonia Benito is a Professor in the Department of Economics, UNED, (Spain). She holds a Ph.D. in Economics from the Universidad Complutense (Spain). She has pursued her research in Empirical Finance: interest rate common factors, financial returns volatility and finance risk management (Value at Risk). She is the author of several articles, published both in Spanish and international magazines, particularly in the field of finance. She also took part in seven projects (CICYT) funded by the Spanish Ministry of Education between 2003 and 2018. She has participated in more than 17 national and international congresses, conferences and seminars, mainly as a speaker.

Articles by Sonia Benito

Forum

A review of the state of the art in quantifying operational risk

In this paper, the authors provide a comprehensive review of the different approaches developed to model operational risk, specifically focusing on the actuarial approach.

07 Dec 2018

Original research

Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis

This paper models the tail behavior of daily returns and forecasting VaR in order to evaluate the performance of several skewed and symmetric distributions.

06 May 2016

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