Fulvia Fringuellotti

Federal Reserve Banks - Federal Reserve Bank of New York

Economist

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

8

DOWNLOADS

806

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (8)

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 253 (149,285)
Citation 1

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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, Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 71 Posted: 29 Jun 2020 Last Revised: 18 Mar 2021
Manthos D. Delis, Fulvia Fringuellotti and Steven Ongena
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 235 (160,355)

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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 and Steven Ongena
ECB -DG Monetary Policy, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 78 (379,582)
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 and Steven Ongena
ECB -DG Monetary Policy, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 64 (423,774)
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 (518,630)

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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 68 (405,250)

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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 56 (446,456)
Citation 1

Abstract:

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bank monitoring, nonperforming loan, tax policy

6.

Insurance Companies and the Growth of Corporate Loans’ Securitization

Number of pages: 66 Posted: 19 Jul 2021 Last Revised: 23 Jul 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 11 (710,503)

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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 and Steven Ongena
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 0 (795,478)
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Business loans, credit constraints, Income, Income inequality, regression discontinuity design

8.

Insurance Companies and the Growth of Corporate Loans' Securitization

FRB of New York Staff Report No. 975
Number of pages: 66
Fulvia Fringuellotti and João A. C. Santos
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 0

Abstract:

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