Raffaele Giuliana

European Systemic Risk Board

Hello and welcome to my webpage!

I am a Financial Stability Expert at the European Systemic Risk Board (Frankfurt). I am currently primarily working on:

the effects of the bail-in principle on bond prices and bank risk-taking.
the calibration of a countercyclical capital buffer that balances the marginal social benefits and social costs of higher capital.
the effects of capital-based macroprudential policies.
default probability models using loan-level data.

Research Interests

Banking, Corporate Finance, Market Microstructure, Financial Econometrics