Hi, welcome to my website! I am an economist at the European Central Bank, where I worked in the Financial Stability, Payments, Research and Banking Supervision Departments. Prior to that, I worked at the Deutsche Bundesbank's Financial Supervision and Research Departments and at Intesa Sanpaolo's Research Department.

My interestsy lie mostly in financial economics and monetary economics, in particular:

• financial intermediation (banks and NBFIs) & financial markets (e.g., money and derivatives markets)

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

• macroprudential policy (capital-based, like CCyB, SII buffers and SyRB, and liquidity-based, like LCR, NSFR and exposure limits)

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

• financial market infrastructures & payments (e.g., exchanges, clearing and settlement systems) and digital money (e.g., CBDCs and stablecoins)

• market integrity & anti-money laundering (e.g., cyber attacks, smurfing, payment anomaly, velocity and circular funding checks)

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

EcoMod2026 International Conference on Economic Modeling and Data Science 

Computing in Economics and Finance Conference 2026, sponsor: Journal of Economics Dynamics and Control

Bank of England Financial Stability Seminar on stress testing