Zobrazeno 1 - 10
of 46
pro vyhledávání: '"di Iasio, Giovanni"'
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the recent theore
Externí odkaz:
http://arxiv.org/abs/1501.05751
The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured and unsecu
Externí odkaz:
http://arxiv.org/abs/1311.4798
Autor:
di Iasio, Giovanni
Publikováno v:
In Journal of Financial Intermediation October 2013 22(4):627-638
Autor:
Di Iasio, Giovanni, Alogoskoufis, Spyridon, Kördel, Simon, Kryczka, Dominika, Nicoletti, Giulio, Vause, Nicholas
We build a model to simulate how the euro area market-based financial system may function under stress. The core of the model is a set of representative agents re ecting key economic sectors, which interact in asset, funding, and derivatives markets
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6fff8dd62e41e45ae98bb370b99b0c77
https://hdl.handle.net/10419/264496
https://hdl.handle.net/10419/264496
The investment fund sector, the largest component of the non-bank financial system, is growing rapidly and the economy is becoming more reliant on investment fund financial intermediation. This paper builds a dynamic stochastic general equilibrium mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a23dc637ad41d5b76b5094a0709ecc93
https://hdl.handle.net/10419/269102
https://hdl.handle.net/10419/269102
Autor:
Di Iasio, Giovanni, Kryczka, Dominika
We build a three-period model to investigate market failures in the market-based financial system. Institutional investors (IIs), such as insurance companies and pension funds, have liabilities offering guaranteed returns and operate under a risk-sen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d88fa553f83592cbac0f9b77ffaa2ad0
https://hdl.handle.net/10419/234099
https://hdl.handle.net/10419/234099
Autor:
Budnik, Katarzyna, Mozzanica, Mirco Balatti, Dimitrov, Ivan, Groß, Johannes, Hansen, Ib, Kleemann, Michael, Sanna, Francesco, Sarychev, Andrei, Siņenko, Nadežda, Volk, Matjaz, di Iasio, Giovanni
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic condi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::59ceee00b43766f66d419312be1c6daf
https://hdl.handle.net/10419/207612
https://hdl.handle.net/10419/207612
Autor:
di Iasio, Giovanni, Pozsar, Zoltan
We build a moral hazard model to study incentives of financial intermediaries (shortly, bankers) facing a leverage-insurance trade-off in their investment choice. We demonstrate that the choice is affected by two recent transformations of the financi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0d71785b119cf5450d1d235e1b466eb5
https://hdl.handle.net/10419/193567
https://hdl.handle.net/10419/193567