Contact: Via Nazionale 91, Roma; Tel: 00390647926042; email: anatolisegura(at)gmail.com
“Bank restructuring under asymmetric information: The role of bad loan sales,” with Javier Suarez. [Paper][CEPR DP]
Journal of Financial Intermediation, Accepted.
“Firm-bank linkages and optimal policies after a rare disaster,” with Alonso Villacorta. [CEPR DP]
Journal of Financial Economics, Volume 149, Issue 2, August 2023, 296-322.
“The paradox of safe asset creation,” with Alonso Villacorta.
Journal of Economic Theory, Volume 210, June 2023. [Paper][Paper on SSRN]
“Contagion in the CoCos Market?: A Case Study of Two Stress Events,” with Pierluigi Bologna and Arianna Miglietta.
International Journal of Central Banking, December 2020, 16(6), 137-184. [Paper] [Paper on SSRN]
“Off-balance sheet funding, voluntary support and investment efficiency,” with Jing Zeng.
Journal of Financial Economics, July 2020, 137(1), 90-107.[Paper] [Online Appendix][Paper on SSRN]
“Why did sponsor banks rescue their SIVs? A signaling model of rescues”
Review of Finance, March 2018, 22 (2), 661-697. [Paper] [Paper on SSRN]
“How excessive is banks' maturity transformation?,” with Javier Suarez.
Review of Financial Studies, October 2017, 30(10), 3538-3580. [Paper] [Online Appendix] [Paper on SSRN] [Vox column]
“Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach,” with Pierluigi Bologna.
Journal of Financial Regulation, September 2017, 3(2), 159-186. [Paper] [Paper on SSRN]
“Debt maturity and the liquidity of secondary debt markets,” with Max Bruche.
Journal of Financial Economics, June 2017, 124(3), 599-613. [Paper] [Online Appendix] [Paper on SSRN]
“Bank resolution and the public backstop in an asymmetric banking union,” with Sergio Vicente. [Paper on SSRN]
(R&R, Review of Financial Studies)
“Voluntary Support and Ring-Fencing in Cross-border Banks,” with Gyongyi Loranth and Jing Zeng. [CEPR DP]
WORK IN PROGRESS
“Smart intermediation,” with Alonso Villacorta.
"Bank failure, supervisory reputation and deposit outflows," with Cecilia Caglio and Angelo D’Andrea.
"Inflation and debt restructuring," with Angelo D’Andrea, Andrea Fabiani and Fabio Piersanti.
“Optimally solving banks' legacy problems,” with Javier Suarez. [CEPR DP] [BoI WP]