Details about Marco Stringa

Access statistics for papers by Marco Stringa.

Last updated 2011-10-24. Update your information in the RePEc Author Service.

Short-id: pst375

Working Papers

2008

1. The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective
   Bank of England working papers, Bank of England View citations (33)

2007

2. Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (6)
3. Inter-industry contagion between UK life insurers and UK banks: an event study
   Bank of England working papers, Bank of England View citations (6)

Journal Articles

2010

1. Interpreting equity price movements since the start of the financial crisis
   Bank of England Quarterly Bulletin, 2010, 50, (1), 24-33 View citations (9)
2. The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
   Journal of Banking & Finance, 2010, 34, (4), 713-729 View citations (73)

2009

3. El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital
   Monetaria, 2009, XXXII, (1), 63-115
4. Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment
   International Journal of Central Banking, 2009, 5, (2), 1-39 View citations (22)