| 2024 |
Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the United Kingdom |
Articolo in rivista |
Vai |
| 2024 |
Quantitative easing and the functioning of the gilt repo market |
Capitolo o Saggio |
Vai |
| 2024 |
Quantitative easing and the functioning of the gilt repo market |
Articolo in rivista |
Vai |
| 2023 |
The cyclicality of bank credit losses and capital ratios under expected loss model |
Capitolo o Saggio |
Vai |
| 2023 |
On the fragility of the Italian economic territories under SARS-COV2 lockdown policies |
Articolo in rivista |
Vai |
| 2023 |
The Cyclicality of Bank Credit Losses and Capital Ratios under Expected Loss Model |
Articolo in rivista |
Vai |
| 2023 |
Fair immunization and network topology of complex financial ecosystems |
Articolo in rivista |
Vai |
| 2023 |
Carbon Emissions Announcements and Market Returns |
Articolo in rivista |
Vai |
| 2023 |
Leverage ratio and risk-taking: theory and practice |
Capitolo o Saggio |
Vai |
| 2022 |
The asset reallocation channel of quantitative easing. The case of the UK |
Articolo in rivista |
Vai |
| 2021 |
Banks’ business strategies on the edge of distress |
Articolo in rivista |
Vai |
| 2021 |
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods |
Articolo in rivista |
Vai |
| 2021 |
Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK |
Articolo in rivista |
Vai |
| 2021 |
The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? |
Articolo in rivista |
Vai |
| 2021 |
Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Annals of Operations Research, (2021), 10.1007/s10479-021-04120-1) |
Nota o commento |
Vai |
| 2020 |
Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK |
Capitolo o Saggio |
Vai |
| 2018 |
Network-Based Computational Techniques to Determine the Risk Drivers of Bank Failures during a Systemic Banking Crisis |
Articolo in rivista |
Vai |
| 2017 |
A systemic risk assessment of OTC derivatives reforms and skin‐in‐the‐game for CCPs |
Articolo in rivista |
Vai |
| 2015 |
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis |
Capitolo o Saggio |
Vai |
| 2012 |
Structural contagion and vulnerability to unexpected liquidity shortfalls |
Articolo in rivista |
Vai |
| 2012 |
'Too interconnected to fail' financial network of US CDS market: Topological fragility and systemic risk |
Articolo in rivista |
Vai |
| 2012 |
Interbank lending and the spread of bank failures: A network model of systemic risk |
Articolo in rivista |
Vai |
| 2012 |
Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO) |
Capitolo o Saggio |
Vai |
| 2010 |
Financial fragility and interacting units: An exercise |
Capitolo o Saggio |
Vai |
| 2010 |
Liquidity Costs and Tiering in Large-Value Payment Systems |
Capitolo o Saggio |
Vai |
| 2007 |
Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks |
Articolo in rivista |
Vai |
| 2007 |
The grass is always greener on the other side of the fence: The effect of misperceived signalling in a network formation process |
Capitolo o Saggio |
Vai |
