Pierpaolo Grippa

International Monetary Fund (IMF) - Monetary and Capital Markets Department

Senior Financial Sector Expert - Financial Regulation and Supervision

700 19th St NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

2

DOWNLOADS

272

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

How Big Is the Implicit Subsidy for Banks Considered Too Important to Fail?

Chapter 3, Global Financial Stability Report, April 2014
Number of pages: 32 Posted: 02 Apr 2014
International Monetary Fund (IMF), University of Tokyo - Faculty of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Capital Markets Department
Downloads 241 (127,907)

Abstract:

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too-big-to-fail, too-important-to-fail, banks, implicit subsidy, financial reforms

2.

Measuring Concentration Risk - A Partial Portfolio Approach

IMF Working Paper No. 16/158
Number of pages: 33 Posted: 09 Dec 2016
Pierpaolo Grippa and Lucyna Górnicka
International Monetary Fund (IMF) - Monetary and Capital Markets Department and IMF
Downloads 31 (466,403)

Abstract:

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Banking sector, Loan concentration, Credit risk, Capital requirements, Bank regulations, Bank supervision, concentration risk, Basel capital requirements, Pillar 2, Credit VaR