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Taming financial systemic risk: models and early warning indicators

Tedeschi, Gabriele (ed.); Caccioli, Fabio (ed.); … - 2020

Persistent link: https://www.econbiz.de/10012226874

Taming financial systemic risk : models, instruments and early warning indicators

Tedeschi, Gabriele; Caccioli, Fabio; Recchioni, Maria … - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10012226882

Multifactor risk attribution applied to systemic, climate and geopolitical tail risks for the Eurozone banking sector

Bettin, Giulia; Mensi, Gian Marco; Recchioni, Maria Cristina - In: Risks : open access journal 11 (2023) 10, pp. 1-26

The aim of this work is to introduce an innovative methodology for performing risk attribution within a multifactor risk framework. We applied this analysis to the assessment of systemic, climate, and geopolitical risks relative to a representative sample of Eurozone banks between 2011 and 2022....

Persistent link: https://www.econbiz.de/10014391739

Bank interlinkages and macroeconomic stability

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: International review of economics & finance : IREF 34 (2014), pp. 72-88

Persistent link: https://www.econbiz.de/10010532706

Systemic risk on different interbank network topologies

Lenzu, Simone; Tedeschi, Gabriele - 2012

Persistent link: https://www.econbiz.de/10011761245

Markets connectivity and financial contagion

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304

Persistent link: https://www.econbiz.de/10011378825