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

  • Bank of England

  • University of Verona

SCHOLARLY PAPERS

9

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1,833

TOTAL CITATIONS
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18

Scholarly Papers (9)

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1.

Crises and the Interbank Market Puzzle

Downloads 531 (90,678)
Citation 1

Crises and the Interbank Market Puzzle

Number of pages: 82 Posted: 12 Feb 2018 Last Revised: 23 Aug 2023
Franklin Allen, Giovanni Covi, Xian Gu, Oskar Kowalewski and Mattia Montagna
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 315 (190,529)
Citation 1

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Interbank Market, Trust, Networks, Centrality, Community Detection

The Interbank Market Puzzle

Number of pages: 72 Posted: 20 Feb 2020
Franklin Allen, Giovanni Covi, Xian Gu, Oskar Kowalewski and Mattia Montagna
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 216 (279,173)

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centrality, community detection, interbank market, networks, trust

2.

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 417 (141,128)

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

3.

On the Origin of Systemic Risk

Downloads 81 (146,785)
Citation 4

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 81 (608,717)
Citation 4

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4.

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
Katarzyna Barbara Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk, Katharina Cera, Giovanni di Iasio, Margherita Giuzio, Harun Mirza, Diego Moccero, Giulio Nicoletti, Cosimo Pancaro and Spyros Palligkinis
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, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 253 (240,537)

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

5.

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
Matthias Sydow, Aurore Schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova and Natalia Tente
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, WU Vienna University of Economics and Business, European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Banque de France and Deutsche Bundesbank
Downloads 173 (343,055)
Citation 5

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6.

CoMap: Mapping Contagion in the Euro Area Banking Sector

Downloads 161 (364,941)
Citation 6

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 87 (582,355)
Citation 3

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

Comap: Mapping Contagion in the Euro Area Banking Sector

IMF Working Paper No. 19/102
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 74 (641,254)
Citation 3

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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

7.

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 96 (540,751)
Citation 2

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

8.

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 75 (626,542)

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

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 46 (787,566)

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