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
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Working Papers
2020
- 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)
- Firm-bank linkages and optimal policies in a lockdown
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
2019
- 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)
- 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
- 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
- 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
- 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)
- 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)
- 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
- Why did Sponsor Banks Rescue their SIVs? A Signaling Model of Rescues
Working Papers, CEMFI View citations (12)
2011
- Dinamic Maturity Transformation
Working Papers, CEMFI View citations (11)
- Liquidity shocks, roll-over risk and debt maturity
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Journal Articles
2020
- Off-balance sheet funding, voluntary support and investment efficiency
Journal of Financial Economics, 2020, 137, (1), 90-107 View citations (3)
2017
- 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)
- How Excessive Is Banks’ Maturity Transformation?
Review of Financial Studies, 2017, 30, (10), 3538-3580 View citations (7)
See also Working Paper (2016)
- 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)
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