Details about Pierluigi Bologna

Access statistics for papers by Pierluigi Bologna.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pbo67

Working Papers

2022

1. Calibrating the countercyclical capital buffer for Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2021

2. Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps
   ESRB Working Paper Series, European Systemic Risk Board
   Also in Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2020) View citations (1)
   See also Journal Article Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps, IMF Economic Review, Palgrave Macmillan (2022) View citations (3) (2022)
3. TLAC-eligible debt: who holds it? A view from the euro area
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)

2020

4. Prudential policies, credit supply and house prices: evidence from Italy
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)

2019

5. Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic
   IMF Working Papers, International Monetary Fund

2018

6. Banks’ Maturity Transformation: Risk, Reward, and Policy
   IMF Working Papers, International Monetary Fund View citations (3)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017)
   ESRB Working Paper Series, European Systemic Risk Board (2018) View citations (4)
7. Contagion in the CoCos market? A case study of two stress events
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (8)
   See also Journal Article Contagion in the CoCos Market? A Case Study of Two Stress Events, International Journal of Central Banking, International Journal of Central Banking (2020) View citations (4) (2020)

2016

8. Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
   See also Journal Article Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach, Journal of Financial Regulation, Oxford University Press (2017) View citations (2) (2017)

2015

9. A note on the implementation of the countercyclical capital buffer in Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (23)

2014

10. EU bank deleveraging
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (10)
11. Euro Area (cross-border?) banking
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (11)

2011

12. Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?
    IMF Working Papers, International Monetary Fund View citations (17)
    Also in Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (17)

2010

13. Australian Banking System Resilience: What Should Be Expected Looking Forward? An International Perspective
    IMF Working Papers, International Monetary Fund View citations (8)
14. Oman: Banking Sector Resilience
    IMF Working Papers, International Monetary Fund View citations (2)

Journal Articles

2024

1. Calibrating the countercyclical capital buffer using AUROCs
   Economic Notes, 2024, 53, (1)

2022

2. Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps
   IMF Economic Review, 2022, 70, (4), 625-667 View citations (3)
   See also Working Paper Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps, ESRB Working Paper Series (2021) (2021)
3. Release of a liquidity regulation: What do we learn for credit and house prices?
   Journal of Financial Stability, 2022, 61, (C) View citations (1)

2020

4. Contagion in the CoCos Market? A Case Study of Two Stress Events
   International Journal of Central Banking, 2020, 16, (6), 137-184 View citations (4)
   See also Working Paper Contagion in the CoCos market? A case study of two stress events, Temi di discussione (Economic working papers) (2018) View citations (8) (2018)

2017

5. Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach
   Journal of Financial Regulation, 2017, 3, (2), 159-186 View citations (2)
   See also Working Paper Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach, Questioni di Economia e Finanza (Occasional Papers) (2016) View citations (1) (2016)

2015

6. Structural Funding and Bank Failures
   Journal of Financial Services Research, 2015, 47, (1), 81-113 View citations (19)

2002

7. Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH
   Applied Financial Economics, 2002, 12, (3), 183-192 View citations (41)

2000

8. Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange
   Giornale degli Economisti, 2000, 59, (1), 51-88 View citations (1)