Carmelo Salleo

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

11

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TOTAL CITATIONS
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Top 36,790

in Total Papers Citations

58

Scholarly Papers (11)

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1.

Securitization is Not that Evil after All

Downloads 306 (116,516)
Citation 2

Securitization is Not that Evil after All

Bank of Italy Temi di Discussione (Working Paper) No. 796
Number of pages: 69 Posted: 16 May 2011
Ugo Albertazzi, Ginette Eramo, Leonardo Gambacorta and Carmelo Salleo
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 306 (209,494)
Citation 2

Abstract:

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securitization, asymmetric information, signaling, reputation

2.

Macroprudential Policy at the ECB: Institutional Framework, Strategy, Analytical Tools and Policies

Number of pages: 88 Posted: 23 Jul 2019
Vitor Constâncio, Inês Cabral, Carsten Detken, John Fell, Jerome Henry, Paul Hiebert, Sujit Kapadia, Sujit Kapadia, Sergio Nicoletti Altimar, Fatima Pires and Carmelo Salleo
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 502 (120,489)
Citation 17

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ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk

3.

ECB's Economy-Wide Climate Stress Test

ECB Occasional Paper No. 2021/281
Number of pages: 91 Posted: 23 Sep 2021
Nepomuk Dunz, Tina Emambakhsh, Tristan Hennig, Michiel Kaijser, Charalampos Kouratzoglou and Carmelo Salleo
World Bank, European Central Bank (ECB), International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 448 (138,254)
Citation 11

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climate scenarios, climate stress-test, physical risk, transition risk

4.

The Road to Paris: Stress Testing the Transition Towards a Net-Zero Economy

ECB Occasional Paper No. 2023/328
Number of pages: 98 Posted: 07 Sep 2023
Tina Emambakhsh, Maximilian Fuchs, Simon Kordel, Charalampos Kouratzoglou, Chiara Lelli, Riccardo Pizzeghello, Carmelo Salleo and Martina Spaggiari
European Central Bank (ECB), Copenhagen Business School - Department of Finance, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 359 (177,607)
Citation 8

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climate scenarios, climate stress test, energy, transition risk

5.

Making Sense of the EU Wide Stress Test: A Comparison with the SRISK Approach

ECB Working Paper No. 1920
Number of pages: 39 Posted: 19 Jun 2016
Timotej Homar, Heinrich Kick and Carmelo Salleo
University of Amsterdam, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 274 (236,932)
Citation 8

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SRISK, stress test evaluation, asset quality review

6.

A Dynamic Model of Bank Behaviour under Multiple Regulatory Constraints

ECB Working Paper No. 2233 (2019); ISBN 978-92-899-3495-4
Number of pages: 63 Posted: 01 Feb 2019
Markus Behn, Claudio Daminato and Carmelo Salleo
European Central Bank (ECB), Lund University and European Central Bank (ECB)
Downloads 197 (326,577)
Citation 6

Abstract:

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bank regulation, capital structure, liquidity structure, structural model

7.

What Drives Forbearance – Evidence from the ECB Comprehensive Assessment

ECB Working Paper No. 1860
Number of pages: 25 Posted: 23 Dec 2015
Timotej Homar, Heinrich Kick and Carmelo Salleo
University of Amsterdam, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 195 (329,715)
Citation 4

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forbearance, nonperforming loans, zombie lending, Asset Quality Review

8.

As Interest Rates Surge: Flighty Deposits and Lending

ECB Working Paper No. 2024/2923
Number of pages: 57 Posted: 04 Apr 2024
Giuseppe Cappelletti, David Marques-Ibanez, Alessio Reghezza and Carmelo Salleo
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 122 (489,186)

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bank deposits, banks, monetary policy

9.

How Do Banking Groups React to Macroprudential Policies? Cross-Border Spillover Effects of Higher Capital Buffers on Lending, Risk-Taking and Internal Markets

ECB Working Paper No. 20202497
Number of pages: 52 Posted: 01 Dec 2020 Last Revised: 18 Nov 2021
Giuseppe Cappelletti, Aurea Ponte Marques, Carmelo Salleo and Diego Vila Martín
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 103 (555,304)
Citation 2

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capital buffers, Internal capital markets, lending, macroprudential policy, risk-taking

10.

Macroprudential Policy Spillovers in International Banking Groups. Beggar-Thy-Neighbour and the Role of Internal Capital Markets

Downloads 88 (615,174)

Macroprudential Policy Spillovers in International Banking Groups. Beggar-Thy-Neighbour and the Role of Internal Capital Markets

Number of pages: 44 Posted: 10 Aug 2022
Aurea Ponte Marques, Giuseppe Cappelletti, Carmelo Salleo and Diego Vila Martín
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 51 (839,464)

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macroprudential policy, Spillovers, International banking, lending, Risk-Taking, Internal capital markets

Macroprudential Policy Spillovers in International Banking Groups. Beggar-Thy-Neighbour and the Role of Internal Capital Markets

Number of pages: 47 Posted: 04 Aug 2023
Aurea Ponte Marques, Giuseppe Cappelletti, Carmelo Salleo and Diego Vila
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and University of Amsterdam
Downloads 37 (966,206)

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Macroprudential policy, Spillovers, International banking, lending, risk-taking, Internal capital markets

11.

A Portfolio Perspective on Euro Area Bank Profitability Using Stress Test Data

ECB Occasional Paper No. 2024/356
Number of pages: 38 Posted: 17 Sep 2024
Harun Mirza, Carmelo Salleo and Zoe Trachana
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 33 (982,235)

Abstract:

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Bank profitability, cost of risk, net interest income, portfolio analysis, scenario analysis, stress testing