Cristina Picillo

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

7

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1,383

SSRN CITATIONS
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Top 7,952

in Total Papers Citations

49

CROSSREF CITATIONS

117

Scholarly Papers (7)

1.

The Interbank Market after August 2007: What Has Changed, and Why?

Bank of Italy Temi di Discussione (Working Paper) No. 731
Number of pages: 48 Posted: 11 May 2010
Paolo Angelini, Andrea Nobili and Cristina Picillo
Bank of Italy, Bank of Italy and Bank for International Settlements (BIS)
Downloads 471 (74,987)
Citation 47

Abstract:

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Interbank markets, Spreads, Financial crisis

2.

Payments are A-Changin’ But Cash Still Rules

BIS Quarterly Review, March 2018
Number of pages: 14 Posted: 13 Mar 2018
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures, Bank for International Settlements (BIS), Danish Financial Supervisory Authority and Bank for International Settlements (BIS)
Downloads 410 (88,574)
Citation 14

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3.

Central Clearing: Trends and Current Issues

BIS Quarterly Review December 2015
Number of pages: 18 Posted: 08 Dec 2015
Dietrich Domanski, Leonardo Gambacorta and Cristina Picillo
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 255 (147,981)
Citation 8

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How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

Bank of Italy Occasional Paper No. 215
Number of pages: 46 Posted: 02 Sep 2014
Bank of Italy, De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), Bank for International Settlements (BIS) and Bank of Italy
Downloads 97 (330,954)
Citation 13

Abstract:

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euro interbank money market, Furfine, TARGET2, financial stability, EONIA

How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

De Nederlandsche Bank Working Paper No. 369
Number of pages: 43 Posted: 24 Jan 2013 Last Revised: 04 Feb 2013
Bank of Italy, De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), Bank for International Settlements (BIS) and Bank of Italy
Downloads 54 (460,706)
Citation 28

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euro interbank money market, Furfine, TARGET2, financial stability, EONIA

5.

The Impact of CCPs’ Margin Policies on Repo Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1028
Number of pages: 46 Posted: 26 Jan 2016
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 48 (476,954)
Citation 28

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

6.

The Impact of CCPs' Margin Policies on Repo Markets

BIS Working Paper No. 515
Number of pages: 41 Posted: 08 Oct 2015
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 40 (512,372)

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

7.

Securities Financing Transactions and the (Re)Use of Collateral in Europe – an Analysis of the First Data Collection Conducted by the Esrb from a Sample of European Banks and Agent Lenders

ESRB: Occasional Paper Series No. 2014/6
Number of pages: 59 Posted: 05 Nov 2020
Deutsche Bundesbank - Economic Research Centre, European Securities and Markets Authority , Bank for International Settlements (BIS), Bank of England, European Securities and Markets Authority, European Central Bank (ECB), affiliation not provided to SSRN, affiliation not provided to SSRN, European Systemic Risk Board and affiliation not provided to SSRN
Downloads 8 (717,468)

Abstract:

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regulatory oversight, secruties financing transactions, systemic risk, transparency