Carmelo Salleo

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

932

SSRN CITATIONS
Rank 32,751

SSRN RANKINGS

Top 32,751

in Total Papers Citations

6

CROSSREF CITATIONS

19

Scholarly Papers (7)

1.
Downloads 211 (106,282)
Citation 19

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
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 211 (198,859)
Citation 25

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
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 177 (232,702)
Citation 3

Abstract:

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

3.

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 142 (278,950)
Citation 2

Abstract:

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forbearance, nonperforming loans, zombie lending, Asset Quality Review

4.

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 124 (309,077)
Citation 1

Abstract:

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SRISK, stress test evaluation, asset quality review

5.

ECB's Economy-Wide Climate Stress Test

ECB Occasional Paper No. 2021/281
Number of pages: 91 Posted: 23 Sep 2021
WU Vienna, European Central Bank (ECB), International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 123 (310,933)

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

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), ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and European Central Bank (ECB)
Downloads 102 (353,927)

Abstract:

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bank regulation, capital structure, liquidity structure, structural model

7.

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
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 53 (505,981)
Citation 2

Abstract:

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