Piergiorgio Alessandri

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 35,449

SSRN RANKINGS

Top 35,449

in Total Papers Downloads

2,480

SSRN CITATIONS
Rank 13,237

SSRN RANKINGS

Top 13,237

in Total Papers Citations

73

CROSSREF CITATIONS

33

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

Bank of England Working Paper No. 372
Number of pages: 39 Posted: 17 Jun 2009
David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), Bank of England, Lebanese University, Bank of England and Bank of England
Downloads 1,658 (18,991)
Citation 58

Abstract:

Loading...

systemic risk, financial stability models, funding liquidity risk, contagion

2.

An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book

ECB Working Paper No. 1041
Number of pages: 57 Posted: 06 May 2009
Piergiorgio Alessandri and Mathias Drehmann
Bank of England and Bank for International Settlements (BIS)
Downloads 353 (147,337)
Citation 5

Abstract:

Loading...

Economic capital, risk management, credit risk, interest rate risk, asset and liability management

3.

An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book

Bank of England Working Paper No. 388
Number of pages: 36 Posted: 01 Jun 2010
Piergiorgio Alessandri and Mathias Drehmann
Bank of England and Bank for International Settlements (BIS)
Downloads 278 (189,526)
Citation 24

Abstract:

Loading...

Economic Capital, Risk Management, Credit Risk, Interest Rate Risk, Asset And Liability Management

4.

Simple Banking: Profitability and the Yield Curve

Bank of England Working Paper No. 452
Number of pages: 55 Posted: 26 Jun 2012
Piergiorgio Alessandri and Benjamin Nelson
Bank of England and Bank of England
Downloads 191 (271,290)
Citation 5

Abstract:

Loading...

Other Papers (1)

Total Downloads: 379
Actions:
Email selected abstracts
1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 16 Feb 2009
David Aikman, Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), University of Auckland Business School, Bank of EnglandEuropean Central Bank (ECB), affiliation not provided to SSRN, Lebanese University, Bank of England and Bank of England
Downloads 379

Abstract:

Loading...

Systemic Risk, Financial Stability Models, Funding Liquidity Risk