Hi, welcome to my website! I am an economist at the European Anti-Money Laundering Authority. My interests 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 & financial risk management (e.g., credit, liquidity and market risk)

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

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

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

• operational risk, financal crime & money laundering (e.g., cyber risk, payment and deposit 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

Bank of England Financial Stability Seminar on stress testing