Federico Lubello, PhD
RESEARCH
Journal publications
"Securitization, Shadow Banking System and Macroprudential Regulation: A DSGE Approach", (with A. Rouabah), Economic Modelling. Forthcoming.
"Bank Assets, Liquidity and Credit Cycles", (with Ivan Petrella and Emiliano Santoro), Journal of Economic Dynamics and Control, August 2019, 105:265-282. [Link to WP version]
"Capturing Macroprudential Policy Effectiveness: A DSGE Approach with Shadow Intermediaries", (with Abdelaziz Rouabah), Revista de estabilidad financiera, Banco de España, N°37 (Otoño 2019), p. 151–192, 2019
Working papers
"Climate Risk and Financial Regulation" (2023). Available soon.
Policy publications
"Conceptual Note on Short-Term Climate Scenarios", October 2023. NGFS Technical Document.
"The Macroprudential Challenge of Climate Change" (2022), European Central Bank.
"NGFS Climate Scenarios for Central Banks and Supervisors" (2020), NGFS
"Positively Green: Measuring climate change risks to financial stability" (2020), European Systemic Risk Board.
"The Macroeconomic and Financial Stability Impacts of Climate Change: Research Priorities" (2020), Network for Greening the Financial System (NGFS).