Michele Bonollo

Banco Popolare

Head, IT Risk Management Department

Padua

Italy

SCHOLARLY PAPERS

2

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122

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Scholarly Papers (2)

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1.

Systemic Importance of Financial Institutions: Regulations, Research, Open Issues, Proposals

IMT Lucca EIC Working Paper No. 2
Number of pages: 53 Posted: 30 Mar 2014
Michele Bonollo, Irene Crimaldi, Andrea Flori, Fabio Pammolli and Massimo Riccaboni
Banco Popolare, IMT Institute for Advanced Studies, Politecnico di Milano, Polytechnic University of Milan - Department of Management, Economics and Industrial Engineering and KU Leuven - Department of Managerial Economics, Strategy, and Innovation
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Systemic Risk, Counterparty risk, Financial Networks, Basel regulations, European Market Infrastructure Regulation

2.

Basel II Second Pillar: An Analytical VaR with Contagion and Sectorial Risks

The IUP Journal of Financial Risk Management, Vol. 7, Nos. 1 & 2, pp. 7-23, March & June 2010
Posted: 25 May 2010
Michele Bonollo, Paola Mosconi and Fabio Mercurio
Banco Popolare, IntesaSanpaolo Group and Bloomberg and Iason Ltd.

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