Fulvia Fringuellotti

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

7

DOWNLOADS

912

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (7)

1.

A Generalized Bachelier Formula for Pricing Basket and Spread Options

Number of pages: 19 Posted: 04 Dec 2015
Fulvia Fringuellotti and Ciprian Necula
Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 269 (143,705)
Citation 1

Abstract:

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Basket options, Spread options, Option pricing, Gauss-Hermite series expansion

2.

Credit, Income and Inequality

FRB of New York Staff Report No. 929, Rev. October 2021, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 76 Posted: 29 Jun 2020 Last Revised: 04 Oct 2021
Manthos D. Delis, Fulvia Fringuellotti, Steven Ongena and Steven Ongena
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and FinanceNTNU Business School
Downloads 268 (144,252)

Abstract:

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credit constraints, income, business loans, economic mobility, income inequality, regression discontinuity design

Fixed Rate Versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Bank of Italy Temi di Discussione (Working Paper) No. 1176
Number of pages: 75 Posted: 12 Jul 2018 Last Revised: 17 Aug 2019
Ugo Albertazzi, Fulvia Fringuellotti, Steven Ongena and Steven Ongena
ECB -DG Monetary Policy, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and FinanceNTNU Business School
Downloads 78 (387,827)
Citation 8

Abstract:

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mortgages, financial duration, cross-border banks

Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Swiss Finance Institute Research Paper No. 20-99
Number of pages: 86 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
Ugo Albertazzi, Fulvia Fringuellotti, Steven Ongena and Steven Ongena
ECB -DG Monetary Policy, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and FinanceNTNU Business School
Downloads 72 (406,233)
Citation 1

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Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

ECB Working Paper No. 2322
Number of pages: 76 Posted: 29 Oct 2019
Ugo Albertazzi, Steven Ongena and Fulvia Fringuellotti
ECB -DG Monetary Policy, University of Zurich and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 41 (529,896)

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cross-border banks, interest rate fixation, mortgages

4.

A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk

Swiss Finance Institute Research Paper No. 20-86, Journal of Corporate Finance, Forthcoming
Number of pages: 44 Posted: 13 Oct 2020 Last Revised: 16 Oct 2020
Walter Farkas, Fulvia Fringuellotti and Radu Tunaru
University of Zurich - Department of Banking and Finance, Federal Reserve Banks - Federal Reserve Bank of New York and University of Sussex
Downloads 77 (386,792)

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Basel framework, capital requirements, cost-benefit analysis, model risk

5.

The Effect of Bank Monitoring on Loan Repayment

FRB of New York Staff Report No. 923
Number of pages: 63 Posted: 18 May 2020
Nicola Branzoli and Fulvia Fringuellotti
Bank of Italy and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 65 (424,039)
Citation 1

Abstract:

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bank monitoring, nonperforming loan, tax policy

6.

Insurance Companies and the Growth of Corporate Loans' Securitization

FRB of New York Staff Report No. 975
Number of pages: 66 Posted: 09 Aug 2021
Fulvia Fringuellotti and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 42 (514,450)

Abstract:

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insurance companies, CLOs, regulatory arbitrage, corporate loans, securitization

7.

Credit and Income

CEPR Discussion Paper No. DP13468
Number of pages: 49 Posted: 23 Jan 2019
Manthos D. Delis, Fulvia Fringuellotti, Steven Ongena and Steven Ongena
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and FinanceNTNU Business School
Downloads 0 (810,247)
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Abstract:

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Business loans, credit constraints, Income, Income inequality, regression discontinuity design