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Details about Mario Quagliariello

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Workplace:European Banking Authority (EBA), European Union, (more information at EDIRC)

Access statistics for papers by Mario Quagliariello.

Last updated 2019-06-05. Update your information in the RePEc Author Service.

Short-id: pqu31


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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 Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads
    MPRA Paper, University Library of Munich, Germany (2011) Downloads

2010

  1. 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 Downloads View citations (5)
  2. 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 Downloads View citations (1)
  3. 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 Downloads View citations (23)
  4. Regulatory impact assessment at the Bank of Italy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)

2009

  1. Dynamic provisioning: rationale, functioning, and prudential treatment
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (15)

2008

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

2007

  1. 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 Downloads View citations (10)
    Also in Discussion Papers, Department of Economics, University of York (2006) Downloads

    See also Journal Article in Applied Economics (2009)

2006

  1. 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 Downloads View citations (7)

Undated

  1. Banks' Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries
    Discussion Papers, Department of Economics, University of York Downloads View citations (13)
  2. Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression
    Discussion Papers, Department of Economics, University of York Downloads View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)
  3. Market and Supervisory Information: Some Evidence from Italian Banks
    Discussion Papers, Department of Economics, University of York Downloads View citations (1)

Journal Articles

2013

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

2010

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

2009

  1. Asymmetric effects of the business cycle on bank credit risk
    Journal of Banking & Finance, 2009, 33, (9), 1624-1635 Downloads View citations (51)
  2. Macroeconomic uncertainty and banks' lending decisions: the case of Italy
    Applied Economics, 2009, 41, (3), 323-336 Downloads View citations (16)
    See also Working Paper (2007)

2008

  1. 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 Downloads View citations (48)
    See also Working Paper

2007

  1. Analisi d'impatto della regolamentazione bancaria: metodologie e applicazioni
    Mercato Concorrenza Regole, 2007, (1), 161-190 Downloads View citations (1)
  2. Banks' riskiness over the business cycle: a panel analysis on Italian intermediaries
    Applied Financial Economics, 2007, 17, (2), 119-138 Downloads View citations (69)

2006

  1. Stress testing credit risk: experience from the italian FSAP
    Banca Nazionale del Lavoro Quarterly Review, 2006, 59, (238), 269-291 Downloads View citations (1)
    Also in BNL Quarterly Review, 2006, 59, (238), 269-291 (2006) Downloads

2005

  1. La relazione tra capitale e rischio nelle banche italiane: un approccio a equazioni simultanee
    Banca Impresa Società, 2005, (3), 351-378 Downloads
  2. The Value of Market Information in Banking Supervision: Evidence from Italy
    Journal of Financial Services Research, 2005, 27, (2), 139-162 Downloads View citations (7)

2004

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

Edited books

2009

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