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Details about Anatoli Segura

E-mail:
Homepage:https://sites.google.com/site/anatolisegura/
Phone:00390647926042
Postal address:Banca d'Italia Via Nazionale 91, 00184 Roma
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Anatoli Segura.

Last updated 2020-08-03. Update your information in the RePEc Author Service.

Short-id: pse470


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Working Papers

2020

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

2019

  1. 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 Downloads View citations (5)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2018) Downloads View citations (4)
  2. Optimally Solving Banks' Legacy Problems
    Working Papers, CEMFI Downloads
    Also in ESRB Working Paper Series, European Systemic Risk Board (2019) Downloads
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2019) Downloads View citations (2)

2018

  1. 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 Downloads View citations (7)

2017

  1. Why did sponsor banks rescue their SIVs?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)

2016

  1. Debt maturity and the liquidity of secondary debt markets
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
    Also in FMG Discussion Papers, Financial Markets Group (2013) Downloads View citations (14)
    Working Papers, CEMFI (2013) Downloads View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads View citations (2)

    See also Journal Article in Journal of Financial Economics (2017)
  2. How Excessive Is Banks' Maturity Transformation?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in Working Papers, CEMFI (2016) Downloads View citations (2)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2016) Downloads View citations (2)

    See also Journal Article in Review of Financial Studies (2017)
  3. 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 Downloads View citations (1)
    See also Journal Article in Journal of Financial Regulation (2017)

2014

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

2011

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

2017

  1. Debt maturity and the liquidity of secondary debt markets
    Journal of Financial Economics, 2017, 124, (3), 599-613 Downloads View citations (5)
    See also Working Paper (2016)
  2. How Excessive Is Banks’ Maturity Transformation?
    Review of Financial Studies, 2017, 30, (10), 3538-3580 Downloads View citations (7)
    See also Working Paper (2016)
  3. Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach
    Journal of Financial Regulation, 2017, 3, (2), 159-186 Downloads View citations (1)
    See also Working Paper (2016)
 
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