Personal website

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
Banca d'Italia
Via Nazionale 91, Roma
Tel: 00390647926042
email: anatolisegura(at)gmail.com


Research interests Banking theory, banking regulation, financial crises, corporate finance



CV
 [pdf]

PUBLICATIONS

Debt maturity and the liquidity of secondary debt markets, with Max Bruche.
Journal of Financial Economics, June 2017, 124(3), 599-613. [Paper[Paper on SSRN] [Online Appendix]

How excessive is banks' maturity transformation?, September 2016, with Javier Suarez.
Forthcoming at the Review of Financial Studies [Paper] [Online Appendix] [Vox column]

Why did sponsor banks rescue their SIVs? A signaling model of rescues, March 2016.
Forthcoming at the Review of Finance [Paper]

Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach,” October 2016, with Pierluigi Bologna.
Forthcoming at the
Journal of Financial Regulation [Paper]

WORK IN PROGRESS

Bank resolution and the mutualization of the public backstop in a banking union
, with Sergio Vicente.

“Off-balance sheet vehicles, voluntary support and bank reputation.”

UNPUBLISHED MATERIALS

Recursive maturity transformation, September 2013, with Javier Suarez. [Paper]
(Old version of the paper How excessive is banks' maturity transformation?”)