Simone Giansante

University of Palermo - Department of Economics, Business and Statistics

Viale delle Scienze

Palermo, 90100

Italy

University of Bath - School of Management

Claverton Down

Bath, BA2 7AY

United Kingdom

http://people.bath.ac.uk/sg473/index.html

  • University of Palermo - Department of Economics, Business and Statistics

  • University of Bath - School of Management

SCHOLARLY PAPERS

15

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2,282

SSRN CITATIONS
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Top 26,192

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12

CROSSREF CITATIONS

23

Scholarly Papers (15)

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1.

Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk

Journal of Economic Behavior and Organization 83(3), pp. 583-608
Number of pages: 43 Posted: 29 May 2012 Last Revised: 21 Nov 2012
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 329 (139,511)
Citation 4

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interbank loans, banking crises, systemic risk, network topology, tiering, too big to fail

2.

Early Warning of Systemic Risk In Global Banking: Eigen-Pair R Number for Financial Contagion and Market Price-based Methods

Number of pages: 43 Posted: 17 Jan 2017 Last Revised: 22 Apr 2021
Sheri M. Markose, Simone Giansante, Nicolas A. Eterovic and Mateusz Gatkowski
University of Essex - Department of Economics, University of Palermo - Department of Economics, Business and Statistics, Central Bank of Chile and University of Essex - Centre for Computational Finance and Economic Agents
Downloads 308 (149,477)

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Global Financial Networks, Systemic Risk, Early Warning Signals, Eigen-Pair Analysis, Statistical Market Price-Based Risk Measures, Paradoxical Risk Measures.

3.

The Asset Reallocation Channel of Quantitative Easing. The Case of the UK

Downloads 302 (152,620)
Citation 3

The Asset Reallocation Channel of Quantitative Easing. The Case of the UK

Journal of Corporate Finance, Forthcoming, Swiss Finance Institute Research Paper No. 19-72
Number of pages: 73 Posted: 04 Sep 2019 Last Revised: 23 Sep 2022
Simone Giansante, Mahmoud Fatouh and Steven Ongena
University of Palermo - Department of Economics, Business and Statistics, Bank of England and University of Zurich - Department of Banking and Finance
Downloads 232 (198,368)

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Finance, monetary policy, quantitative easing, bank lending.

Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK

Bank of England Working Paper No. 883
Number of pages: 56 Posted: 19 Aug 2020
Simone Giansante, Mahmoud Fatouh and Steven Ongena
University of Palermo - Department of Economics, Business and Statistics, Bank of England and University of Zurich - Department of Banking and Finance
Downloads 70 (493,426)
Citation 6

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Monetary policy, quantitative easing, bank lending

4.

Expected Loss Model and the Cyclicality of Bank Credit Losses and Capital Ratios

Number of pages: 20 Posted: 13 Nov 2020
Mahmoud Fatouh and Simone Giansante
Bank of England and University of Palermo - Department of Economics, Business and Statistics
Downloads 279 (166,340)
Citation 2

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IFRS 9, IAS 39, US GAAP, Expected credit loss model, loan loss provisions, cyclicality of bank profits, leverage ratio, risk-weighted assets

5.

Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements

25th Australasian Finance and Banking Conference 2012
Number of pages: 38 Posted: 22 Aug 2012 Last Revised: 20 Nov 2012
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 277 (166,954)

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interbank loans, network topology, banking crises, bank failure, banking regulation

6.

Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK

Swiss Finance Institute Research Paper No. 21-54
Number of pages: 17 Posted: 23 Apr 2021 Last Revised: 16 Oct 2021
Mahmoud Fatouh, Simone Giansante and Steven Ongena
Bank of England, University of Palermo - Department of Economics, Business and Statistics and University of Zurich - Department of Banking and Finance
Downloads 206 (222,443)

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Monetary policy, quantitative easing, bank lending

7.

The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?

Number of pages: 42 Posted: 05 Jun 2018
Mahmoud Fatouh, Sheri M. Markose and Simone Giansante
Bank of England, University of Essex - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 161 (275,853)
Citation 1

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monetary policy, quantitative easing, bank lending, agent-based modelling, gilt yields, capital adequacy requirements, risk weighted assets

8.

Peer-Group Detection of Banks and Resilience to Distress

IMT LUCCA EIC WORKING PAPER SERIES 06 December 2016
Number of pages: 85 Posted: 08 Dec 2016 Last Revised: 14 Dec 2016
Andrea Flori, Simone Giansante and Fabio Pammolli
Politecnico di Milano, University of Palermo - Department of Economics, Business and Statistics and IMT Institute for Advanced Studies
Downloads 106 (378,460)

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Peer Group Risk Assessment; Bank Distress; Bank Business Models; Financial Crisis; Bank Balance Sheets

9.

Quantitative Easing and the Functioning of the Gilts Repo Market

Number of pages: 29 Posted: 06 Jan 2022 Last Revised: 27 Oct 2022
Mahmoud Fatouh, Simone Giansante and Steven Ongena
Bank of England, University of Palermo - Department of Economics, Business and Statistics and University of Zurich - Department of Banking and Finance
Downloads 76 (465,836)

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Monetary policy, quantitative easing, repo market, leverage ratio

10.

Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis

Simulation in Computational Finance and Economics: Tools and Emerging Applications, Alexandrova-Kabadjova B., S. Martinez-Jaramillo, A. L. Garcia-Almanza, E. Tsang, eds., IGI Global, August 2012
Number of pages: 33 Posted: 26 Feb 2013 Last Revised: 26 Apr 2016
Sheri M. Markose, Bewaji Oluwasegun and Simone Giansante
University of Essex - Department of Economics, University of Essex - Centre for Computational Finance and Economic Agents and University of Palermo - Department of Economics, Business and Statistics
Downloads 71 (483,657)
Citation 1

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Credit Risk Transfer, Synthetic Securitization, Perverse Incentives, Credit Default Swaps, Collateralized Debt Obligation, Agent Based Modelling

11.

A Statistical Mechanics Sampling of Financial Networks Under Bilateral Netting Constraints

Number of pages: 34 Posted: 31 Mar 2020 Last Revised: 09 Feb 2021
Simone Giansante, Douglas Asthon and Tim Rogers
University of Palermo - Department of Economics, Business and Statistics, University of Bath and University of Bath - School of Mathematical Sciences
Downloads 70 (487,250)

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network reconstruction; financial contagion; systemic risk, bank failure, MCMC, Gibbs-Boltzmann distribution

12.

Leverage Ratio and Risk-taking. Theory and Practice

Number of pages: 17 Posted: 30 Jan 2022
Mahmoud Fatouh, Simone Giansante and Steven Ongena
Bank of England, University of Palermo - Department of Economics, Business and Statistics and University of Zurich - Department of Banking and Finance
Downloads 48 (582,606)

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Capital regulation; Risk-taking; Leverage ratio; risk-based requirements

13.

The Sustainability and Environmental Effects of QE via Bond Issuance

Number of pages: 48 Posted: 27 Feb 2022
Mahmoud Fatouh, Simone Giansante and Meryem Duygun
Bank of England, University of Palermo - Department of Economics, Business and Statistics and Nottingham University Business School
Downloads 38 (637,056)

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quantitative easing, corporate bond purchase scheme, bond issuance, bond yields, cost of borrowing, environmental bonds, green bonds

14.

Liquidity and Solvency Shocks in Interbank Lending and the Prediction of Bank Failures: Analysis of a Network Model of Systemic Risk

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 32 Posted: 22 Aug 2012 Last Revised: 06 Jan 2022
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Palermo - Department of Economics, Business and Statistics
Downloads 9 (868,388)

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solvency, liquidity, interbank loans, network topology, banking crises, bank failure

15.

Quantitative Easing and the Functioning of the Gilts Repo Market

Number of pages: 29 Posted: 01 Nov 2022
Mahmoud Fatouh, Simone Giansante and Steven Ongena
Bank of England, University of Palermo - Department of Economics, Business and Statistics and University of Zurich - Department of Banking and Finance
Downloads 2 (944,715)

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Monetary policy, Quantitative easing, gilt repo market, leverage ratio.