Giovanni di Iasio

Bank of Italy

Economist

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

7

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17

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27

Scholarly Papers (7)

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1.

A Model of Shadow Banking: Crises, Central Banks and Regulation

Number of pages: 28 Posted: 26 May 2015
Giovanni di Iasio, Zoltan Pozsar and Zoltan Pozsar
Bank of Italy and Credit SuisseShadow Banking Colloquium (INET)
Downloads 626 (53,960)
Citation 1

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G01, G23, G28.

2.

Shadow Banking, Sovereign Risk and Collective Moral Hazard

Number of pages: 25 Posted: 17 May 2012 Last Revised: 01 Mar 2013
Giovanni di Iasio and Federico Pierobon
Bank of Italy and European Central Bank
Downloads 176 (213,810)
Citation 3

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Liquidity, systemic risk, shadow banking, moral hazard, public bailout

3.

Incentives Through the Cycle: Microfounded Macroprudential Regulation

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 18 Posted: 22 Jan 2011 Last Revised: 01 Mar 2013
Giovanni di Iasio and Mario Quagliariello
Bank of Italy and European Central Bank (ECB)
Downloads 167 (223,595)

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Macroprudential regulation, incentives, financial stability, Basel III, Value-at-Risk

4.

Crises in the Modern Financial Ecosystem

ESRB: Working Paper Series No. 2017/60
Number of pages: 37 Posted: 05 Nov 2020
Giovanni di Iasio, Zoltan Pozsar and Zoltan Pozsar
Bank of Italy and Credit SuisseShadow Banking Colloquium (INET)
Downloads 103 (322,959)

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Financial crisis, Institutional savers, Insurance companies and pension funds, Leverage, Liquidity, Reach for yield, Shadow banking

5.

The Multiplex Structure of Interbank Networks

Number of pages: 41 Posted: 12 Nov 2013 Last Revised: 16 Jan 2014
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante, Fabrizio Lillo and Federico Pierobon
University of Florence - Department of Economics and Management, Bank of Italy, Bank of Italy, Università di Bologna and European Central Bank
Downloads 77 (386,546)
Citation 24

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interbank market, network theory, systemic risk

6.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
Katarzyna Barbara Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk, Katharina Cera, Giovanni di Iasio, Margherita Giuzio, Harun Mirza, Diego Moccero, Giulio Nicoletti, Cosimo Pancaro and Spyros Palligkinis
European Central Bank (ECB), Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, Financial Stability, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 74 (395,265)

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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

7.

Incentives Through the Cycle: Microfounded Macroprudential Regulation

Bank of Italy Temi di Discussione (Working Paper) No. 894
Number of pages: 30 Posted: 21 Feb 2013
Giovanni di Iasio and Mario Quagliariello
Bank of Italy and European Central Bank (ECB)
Downloads 43 (509,561)
Citation 17

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macroprudential regulation, incentives, financial stability, Basel III, Value-at-Risk, market-based financial intermediaries, financial crises