Perez Tommaso

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

3

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262

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (3)

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1.

Risks and Challenges of Complex Financial Instruments: An Analysis of SSM Banks

Bank of Italy Occasional Paper No. 417
Number of pages: 48 Posted: 14 Feb 2018
Rosario Roca, Francesco Potente, Luca Giulio Ciavoliello, Alessandro Conciarelli, Giovanni Diprizio, Lanfranco Lodi, Roberto Mosca, Perez Tommaso, Jacopo Raponi, Emiliano Sabatini and Antonio Schifino
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 211 (222,809)
Citation 7

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fair value accounting, level 2 instruments, L3 instruments, prudential regulation

2.

The Impact of Complex Financial Instruments on Banks’ Vulnerability: Empirical Evidence on SSM Banks

Bank of Italy Occasional Paper No. 633
Number of pages: 29 Posted: 30 Jul 2021
Perez Tommaso, Francesco Potente, Andrea Carboni, Alberto Di Iorio and Jacopo Raponi
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 51 (581,786)

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fair value accounting, level 2 instruments, level 3 instruments, non-performing loans, prudential regulation, panel data models

3.

L’allocazione strategica e la sostenibilità degli investimenti della banca centrale [The strategic allocation and sustainability of central banks' investment]

Bank of Italy Markets, Infrastructures, Payment Systems Working Paper No. 14
Number of pages: 40
Davide Di Zio, Marco Fanari, Simone Letta, Perez Tommaso and Giovanni Secondin
affiliation not provided to SSRN, Bank of Italy, Bank of Italy, Bank of Italy and affiliation not provided to SSRN
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central banks, investment allocation, sustainability, Bayesian VAR