Hi, welcome to my website! I am an economist at the European Anti-Money Laundering Authority. My interests lie mostly in financial and monetary economics, in particular:

• financial intermediation (banks and NBFIs) & markets (money and derivatives markets)

• (system-wide) stress testing, systemic risk & risk management (credit, liquidity & market risk)

• macroprudential policy & implementation (capital- and liquidity-based) 

• monetary policy & implementation (interest rate-based and balance sheet-based)

• financial market infrastructures (CCPs), payments & digital money (CBDCs and stablecoins)

• operational risk, financial crime & money laundering (cyber risk, payment anomaly, crypto activity)

My interdisciplinary interests include statistical mechanics, networks, complex systems, econometrics, and agent-based modeling.

Contact

luca.nocciola@gmail.com

Links

IDEAS/RePEc and Google Scholar.

Next events

TBA