Alonso Villacorta

UC Santa Cruz

Assistant Professor

Santa Cruz, CA 95064

United States

Stanford University

Stanford, CA 94305

United States

SCHOLARLY PAPERS

9

DOWNLOADS

145

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Demand for Safety, Risky Loans: A Model of Securitization

Bank of Italy Temi di Discussione (Working Paper) No. 1260
Number of pages: 73 Posted: 28 May 2020
Anatoli Segura, Alonso Villacorta and Alonso Villacorta
Bank of Italy and Stanford UniversityUC Santa Cruz
Downloads 51 (481,953)
Citation 9

Abstract:

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securitization, originate-to-distribute, safety demand, diversification, moral hazard

2.

Business Cycles and the Balance Sheets of the Financial and Non-Financial Sectors

ESRB Working Paper Series No 68, February 2018
Number of pages: 44 Posted: 08 Nov 2017 Last Revised: 01 Jun 2020
Alonso Villacorta and Alonso Villacorta
Stanford UniversityUC Santa Cruz
Downloads 48 (494,513)
Citation 3

Abstract:

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Financial Frictions, Financial Markets and the Macroeconomy, Financial Crises, Balance Sheet Channel

3.

Firm-bank Linkages and Optimal Policies in a Lockdown

Bank of Italy Temi di Discussione (Working Paper) No. 1343
Number of pages: 65 Posted: 30 Jul 2021
Anatoli Segura, Alonso Villacorta and Alonso Villacorta
Bank of Italy and Stanford UniversityUC Santa Cruz
Downloads 21 (643,521)

Abstract:

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ovid-19, cash shortfall, firms' debt, moral hazard, bank equity, aggregate risk, government interventions

4.

Macroprudential Policy with Liquidity Panics

ESRB: Working Paper Series No. 2016/24
Number of pages: 44 Posted: 05 Nov 2020
Daniel Garcia-Macia, Alonso Villacorta and Alonso Villacorta
International Monetary Fund (IMF) - European Department and Stanford UniversityUC Santa Cruz
Downloads 10 (726,194)

Abstract:

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macroprudential policy, interbank market, liquidity panics

5.

Equity Allocation and Risk-Taking in the Intermediation Chain

Number of pages: 68 Posted: 08 May 2019
Anatoli Segura, Alonso Villacorta and Alonso Villacorta
Bank of Italy and Stanford UniversityUC Santa Cruz
Downloads 8 (742,066)

Abstract:

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capital structure, risk-taking, originate-to-distribute, diversification, spreads, saving glut

6.

Business Cycles and the Balance Sheets of the Financial and Non-Financial Sectors

ESRB: Working Paper Series No. 2018/68
Number of pages: 55 Posted: 05 Nov 2020
Alonso Villacorta and Alonso Villacorta
Stanford UniversityUC Santa Cruz
Downloads 5 (765,675)

Abstract:

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balance sheet channel, financial crises, financial frictions, financial markets and the macroeconomy

7.

Firm-Bank Linkages and Optimal Policies in a Lockdown

Number of pages: 45 Posted: 16 Jun 2020 Last Revised: 21 Sep 2020
Anatoli Segura Velez, Alonso Villacorta and Alonso Villacorta
Bank of Italy and Stanford UniversityUC Santa Cruz
Downloads 1 (802,241)
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Abstract:

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COVID-19, Financial Intermediation, firm's leverage, Government interventions, liquidity

8.

Demand for Safety, Risky Loans: A Model of Securitization

Number of pages: 62 Posted: 29 Jan 2020 Last Revised: 16 Aug 2020
Anatoli Segura Velez, Alonso Villacorta and Alonso Villacorta
Bank of Italy and Stanford UniversityUC Santa Cruz
Downloads 1 (802,241)
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Abstract:

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Diversification, moral hazard, Originate-to-distribute, Safety demand, Securitization

9.

Optimal Lending Contract with Uncertainty Shocks

Posted: 24 Jan 2014 Last Revised: 12 Sep 2014
Alonso Villacorta and Alonso Villacorta
Stanford UniversityUC Santa Cruz

Abstract:

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Optimal Contract, Uncertainty shocks, Moral hazard, borrowing constraints