Giovanni Covi

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

http://https://www.bankofengland.co.uk/research/researchers/giovanni-covi

University of Verona

Via dell'Artigliere, 8

Verona, 37129

Italy

SCHOLARLY PAPERS

9

DOWNLOADS

1,044

SSRN CITATIONS
Rank 45,852

SSRN RANKINGS

Top 45,852

in Total Papers Citations

13

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Dutch Disease and Sustainability of the Russian Political Economy

Journal of Economics and Policy of Energy and the Environment, 2014, DOI: 10.3280/EFE2014-002005 , USAEE Working Paper No. 14-180
Number of pages: 19 Posted: 26 Nov 2014 Last Revised: 23 Feb 2016
Giovanni Covi
Bank of England
Downloads 386 (100,356)

Abstract:

Loading...

Sustainable Development, Russia, Dutch Disease, Natural Resources, Energy Economics, Economic Growth

2.
Downloads 267 (137,695)
Citation 2

The Interbank Market Puzzle

Number of pages: 72 Posted: 12 Feb 2018 Last Revised: 29 Apr 2021
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 197 (199,537)
Citation 1

Abstract:

Loading...

Interbank Market, Trust, Networks, Centrality, Community Detection

The Interbank Market Puzzle

Number of pages: 72 Posted: 20 Feb 2020
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 70 (424,668)

Abstract:

Loading...

centrality, community detection, interbank market, networks, trust

3.
Downloads 43 (252,245)

On the Origin of Systemic Risk

ECB Working Paper No. 20202502
Number of pages: 52 Posted: 15 Dec 2020
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 43 (534,661)
Citation 1

Abstract:

Loading...

CoMap: Mapping Contagion in the Euro Area Banking Sector

ECB Working Paper No. 2224
Number of pages: 66 Posted: 17 Jan 2019
Giovanni Covi, Mehmet Gorpe and Christoffer Kok
Bank of England, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 57 (472,328)

Abstract:

Loading...

systemic risk, network analysis, interconnectedness, large exposures, stress test, macroprudential policy

Comap: Mapping Contagion in the Euro Area Banking Sector

Number of pages: 64 Posted: 27 Aug 2019
Giovanni Covi, Mehmet Gorpe and Christoffer Kok
Bank of England, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 33 (589,121)
Citation 3

Abstract:

Loading...

Banking sector, Financial crises, Macroprudential policies and financial stability, Financial institutions, Central banks, Systemic Risk, Network Analysis, Interconnectedness, Large Exposures, Stress Test, Macroprudential Policy., euro area, fire-sale, large exposure, interbank, fire sale

5.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
European Central Bank (ECB), Henley Business School - ICMA Centre, Bank of England, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, Financial Stability, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 89 (365,242)

Abstract:

Loading...

macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

6.

Stressing Bank's Asset Variance: The Impact of the 2014 Comprehensive Assessment on the CDS-Stock Relationship

Number of pages: 28 Posted: 20 Feb 2016 Last Revised: 25 Feb 2016
Giovanni Covi and Guiseppe Ambrosini
Bank of England and University of Milan
Downloads 65 (436,136)
Citation 1

Abstract:

Loading...

Stock-CDS Relationship, Informational Efficiency, Stress Test, ECB

7.

The Emerging Regulatory Landscape: A New Normal Breaking the Link between Banks and Sovereigns

Journal of Banking Regulation, Forthcoming
Number of pages: 26 Posted: 20 Feb 2016 Last Revised: 23 Feb 2016
Giovanni Covi
Bank of England
Downloads 41 (533,518)

Abstract:

Loading...

Financial Stability, Systemically Important Financial Institutions, Financial Crisis, Banking Regulation

8.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de FranceParis School of Economics (PSE), European Central Bank (ECB) and Deutsche Bundesbank
Downloads 37 (553,507)

Abstract:

Loading...

9.

The Euro Trade Imbalances and Growth Differentials: A Minsky-Kaleckian Approach

Number of pages: 36 Posted: 18 Dec 2015
Giovanni Covi
Bank of England
Downloads 26 (617,082)

Abstract:

Loading...

Eurozone, Economic Growth, Trade Imbalances, Minsky, Kalecki, Clearing Union