Financial Risk Management
Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
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Basel III, liquidity regulation, central bank operations
Foreign exchange, central bank intervention, forex market microstructure, ERM II, Czech koruna
Basel III, leverage ratio, central bank operations, European banks, repo market
Bidding behavior, repo auctions, open market operations, money market, reserve management
foreign exchange reserves, tournament, incentives, effort, portfolio management
Foreign reserves, tournament, incentives, effort, delegated portfolio management
Exchange rates, central bank intervention
asymmetric information, bank credit, bond markets, SME finance
Basel III, liquidity regulation, monetary policy implementation
Market transparency, Liquidity, Market efficiency
Electronic trading, market efficiency
Uniform price auction, Auction reopening, Revenue efficiency, Italian Treasury bonds
repo market, leverage ratio, monetary policy transmission
foreign exchange reserve management, bond portfolios
Causality, Electronic trading, Information transmission, Trading rules, Weak-form efficiency
Causality, Information transmission, Trading rules, Weak-form efficiency
Information asymmetry, Market microstructure, Intraday regularities, US macroeconomic news
Information asymmetry, Market microstructure, Intraday patterns, US macroeconomic news
financial risk measurement, unconventional monetary policy, ELA, sovereign risk, Eurosystem financial risk
Foreign exchange, Central bank intervention, Czech koruna, ERM II, Market microstructure