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Details about Alberto Maria Sorrentino

Homepage:https://www.researchgate.net/profile/Alberto-Sorrentino-2?ev=hdr_xprf
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)
European Central Bank, (more information at EDIRC)

Access statistics for papers by Alberto Maria Sorrentino.

Last updated 2025-06-11. Update your information in the RePEc Author Service.

Short-id: pso732


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Working Papers

2018

  1. A risk dashboard for the Italian economy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)

2017

  1. Non-performing loans and the supply of bank credit: evidence from Italy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (37)

2012

  1. Systemic Risk and the European Banking Sector
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads View citations (5)

Journal Articles

2022

  1. Exploring the Systemic Risk of Domestic Banks with ΔCoVaR and Elastic-Net
    Journal of Financial Services Research, 2022, 62, (1), 127-141 Downloads View citations (2)

2020

  1. Measuring CoVaR: An Empirical Comparison
    Computational Economics, 2020, 55, (2), 511-528 Downloads View citations (9)

2018

  1. Credit risk in banks’ exposures to non‐financial firms
    European Financial Management, 2018, 24, (5), 775-791 Downloads View citations (3)

2014

  1. Systemic Risk in the Italian Banking Industry
    Economic Notes, 2014, 43, (1), 21-38 Downloads View citations (17)

Chapters

2017

  1. Sectoral risk in the Italian Banking System
    A chapter in Uses of central balance sheet data offices' information, 2017, vol. 45 Downloads
 
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