This is my personal website and the views expressed here do not necessarily reflect those of Banca d'Italia
Economist at Financial Stability Research Directorate
Via Nazionale 91, Roma
Research interests Banking theory, banking regulation, financial crises, corporate finance
“Why did sponsor banks rescue their SIVs? A signaling model of rescues”
“How excessive is banks' maturity transformation?,” with Javier Suarez.
“Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach,” with Pierluigi Bologna.
“Debt maturity and the liquidity of secondary debt markets,” with Max Bruche.
(R&R, Journal of Financial Economics)
WORK IN PROGRESS
“Equity allocation and risk-taking in the intermediation chain,” with Alonso Villacorta.
“Optimally solving banks' legacy problems,” with Javier Suarez.
“Recursive maturity transformation,” September 2013, with Javier Suarez. [Paper]
(Old version of the paper “How excessive is banks' maturity transformation?”)