Details about Mario Quagliariello

Access statistics for papers by Mario Quagliariello.

Last updated 2023-04-08. Update your information in the RePEc Author Service.

Short-id: pqu31

Working Papers

2013

1. Incentives through the cycle: microfounded macroprudential regulation
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area
   Also in MPRA Paper, University Library of Munich, Germany (2011)
   MPRA Paper, University Library of Munich, Germany (2011)

2010

2. Countercyclical contingent capital (CCC): possible use and ideal design
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (7)
3. Lessons learned from the financial crisis for financial stability and banking supervision
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (3)
4. Pro-cyclicality of capital regulation: is it a problem? How to fix it?
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (32)
5. Regulatory impact assessment at the Bank of Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)

2009

6. Dynamic provisioning: rationale, functioning, and prudential treatment
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (22)

2008

7. Credit risk and business cycle over different regimes
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)

2007

8. Macroeconomic uncertainty and banks' lending decisions: The case of Italy
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)
   Also in Discussion Papers, Department of Economics, University of York (2006) View citations (4)
   See also Journal Article Macroeconomic uncertainty and banks' lending decisions: the case of Italy, Applied Economics, Taylor & Francis Journals (2009) View citations (19) (2009)

2006

9. Banks� Riskiness Over the Business Cicle: a Panel Analysis on Italian Intermediaries
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (11)

Undated

10. Banks' Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries
    Discussion Papers, Department of Economics, University of York View citations (14)
11. Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression
    Discussion Papers, Department of Economics, University of York View citations (64)
    See also Journal Article Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) View citations (64) (2008)
12. Market and Supervisory Information: Some Evidence from Italian Banks
    Discussion Papers, Department of Economics, University of York View citations (1)

Journal Articles

2020

1. Applying the Pre-Commitment Approach to bottom-up stress tests: A new old story
   Journal of Economics and Business, 2020, 112, (C)
2. Are stress tests beauty contests? (and what we can do about it)
   Journal of Risk Management in Financial Institutions, 2020, 13, (2), 126-134

2013

3. Asset quality assessment and stress test for European banks
   BANCARIA, 2013, 09, 17-23

2010

4. The regulatory reform proposed by the Basel Committee
   BANCARIA, 2010, 02, 14-21

2009

5. Asymmetric effects of the business cycle on bank credit risk
   Journal of Banking & Finance, 2009, 33, (9), 1624-1635 View citations (78)
6. Macroeconomic uncertainty and banks' lending decisions: the case of Italy
   Applied Economics, 2009, 41, (3), 323-336 View citations (19)
   See also Working Paper Macroeconomic uncertainty and banks' lending decisions: The case of Italy, Temi di discussione (Economic working papers) (2007) View citations (10) (2007)

2008

7. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 46-63 View citations (64)
   See also Working Paper Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression, Discussion Papers View citations (64)

2007

8. Analisi d'impatto della regolamentazione bancaria: metodologie e applicazioni
   Mercato Concorrenza Regole, 2007, (1), 161-190 View citations (1)
9. Banks' riskiness over the business cycle: a panel analysis on Italian intermediaries
   Applied Financial Economics, 2007, 17, (2), 119-138 View citations (105)

2006

10. Stress testing credit risk: experience from the italian FSAP
    Banca Nazionale del Lavoro Quarterly Review, 2006, 59, (238), 269-291 View citations (2)
    Also in BNL Quarterly Review, 2006, 59, (238), 269-291 (2006) View citations (2)

2005

11. La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee
    Banca Impresa Società, 2005, (3), 351-378
12. The Value of Market Information in Banking Supervision: Evidence from Italy
    Journal of Financial Services Research, 2005, 27, (2), 139-162 View citations (10)

2004

13. Ciclo economico e rischiosità dei portafogli bancari: un'analisi panel sull'Italia
    Banca Impresa Società, 2004, (3), 533-564

Edited books

2009

1. Stress-testing the Banking System
   Cambridge Books, Cambridge University Press View citations (62)
2. Stress-testing the Banking System China Edition
   Cambridge Books, Cambridge University Press View citations (4)