Details about Anatoli Segura

Access statistics for papers by Anatoli Segura.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pse470

Working Papers

2020

1. Demand for safety, risky loans: A model of securitization
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2020)
2. Firm-bank linkages and optimal policies in a lockdown
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2019

3. Bank resolution and public backstop in an asymmetric banking union
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (6)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2018) View citations (4)
4. Optimally Solving Banks' Legacy Problems
   Working Papers, CEMFI
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2019) View citations (2)
   ESRB Working Paper Series, European Systemic Risk Board (2019)

2018

5. 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 (7)

2017

6. Why did sponsor banks rescue their SIVs?
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (7)

2016

7. Debt maturity and the liquidity of secondary debt markets
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (2)
   FMG Discussion Papers, Financial Markets Group (2013) View citations (14)
   Working Papers, CEMFI (2013) View citations (4)
   See also Journal Article in Journal of Financial Economics (2017)
8. How Excessive Is Banks' Maturity Transformation?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
   Also in Working Papers, CEMFI (2016) View citations (2)
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2016) View citations (2)
   See also Journal Article in Review of Financial Studies (2017)
9. 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 in JThe Journal of Financial Regulation (2017)

2014

10. Why did Sponsor Banks Rescue their SIVs? A Signaling Model of Rescues
    Working Papers, CEMFI View citations (12)

2011

11. Dinamic Maturity Transformation
    Working Papers, CEMFI View citations (11)
12. Liquidity shocks, roll-over risk and debt maturity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

Journal Articles

2020

1. Off-balance sheet funding, voluntary support and investment efficiency
   Journal of Financial Economics, 2020, 137, (1), 90-107 View citations (3)

2017

2. Debt maturity and the liquidity of secondary debt markets
   Journal of Financial Economics, 2017, 124, (3), 599-613 View citations (12)
   See also Working Paper (2016)
3. How Excessive Is Banks’ Maturity Transformation?
   Review of Financial Studies, 2017, 30, (10), 3538-3580 View citations (7)
   See also Working Paper (2016)
4. Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach
   JThe Journal of Financial Regulation, 2017, 3, (2), 159-186 View citations (1)
   See also Working Paper (2016)