Anatoli Segura

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

12

DOWNLOADS

734

SSRN CITATIONS
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Top 3,642

in Total Papers Citations

290

CROSSREF CITATIONS

88

Scholarly Papers (12)

Debt Maturity and the Liquidity of Secondary Debt Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1049
Number of pages: 58 Posted: 02 Apr 2016
Max Bruche and Anatoli Segura
Humboldt University of Berlin and Bank of Italy
Downloads 51 (482,674)
Citation 25

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debt maturity, search, liquidity

Bank Resolution and Public Backstop in an Asymmetric Banking Union

Number of pages: 57 Posted: 04 Mar 2018 Last Revised: 13 Apr 2019
Anatoli Segura, Sergio Vicente and Sergio Vicente
Bank of Italy and Universidad Carlos III de MadridQueen Mary University of London
Downloads 118 (294,959)
Citation 19

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Banking Union, Bail-In, Bailout, Public Backstop, Mechanism Design

Bank Resolution and Public Backstop in An Asymmetric Banking Union

Bank of Italy Temi di Discussione (Working Paper) No. 1212, March 2019
Number of pages: 68 Posted: 06 Aug 2019
Anatoli Segura and Sergio Vicente
Bank of Italy and Queen Mary University of London
Downloads 30 (590,615)
Citation 3

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banking union, bail-in, bail-out, public backstop, mechanism design

3.

Off-Balance Sheet Funding, Voluntary Support and Investment Efficiency

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 30 Posted: 14 Aug 2018 Last Revised: 06 Mar 2020
Anatoli Segura and Jing Zeng
Bank of Italy and University of Vienna - Department of Finance
Downloads 144 (252,504)
Citation 1

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off-balance sheet funding, voluntary support, signaling, optimal funding mode

Contagion in the CoCos Market?: A Case Study of Two Stress Events

Number of pages: 35 Posted: 22 Jun 2018
Pierluigi Bologna, Arianna Miglietta and Anatoli Segura
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 78 (387,096)
Citation 22

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CoCos, Basel III, Contagion

Contagion in the CoCos Market? A Case Study of Two Stress Events

Bank of Italy Temi di Discussione (Working Paper) No. 1201
Number of pages: 42 Posted: 31 Jul 2019
Pierluigi Bologna, Arianna Miglietta and Anatoli Segura
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 35 (560,979)
Citation 57

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CoCos, Basel III, contagion

5.

Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach

Bank of Italy Occasional Paper No. 360
Number of pages: 36 Posted: 15 Feb 2017
Pierluigi Bologna and Anatoli Segura
Bank of Italy and Bank of Italy
Downloads 84 (366,835)

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stress test, capital regulation, macroprudential policy

6.

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 48 (486,833)
Citation 9

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

7.

How Excessive Is Banks’ Maturity Transformation?

Bank of Italy Temi di Discussione (Working Paper) No. 1065
Number of pages: 68 Posted: 26 Oct 2016
Anatoli Segura and Javier Suarez
Bank of Italy and Centre for Monetary and Financial Studies (CEMFI)
Downloads 46 (495,558)
Citation 20

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liquidity risk, maturity regulation, pecuniary externalities, systemic crises

8.

Why Did Sponsor Banks Rescue Their SIVs?

Bank of Italy Temi di Discussione (Working Paper) No. 1100
Number of pages: 58 Posted: 06 Apr 2017
Anatoli Segura
Bank of Italy
Downloads 43 (508,961)
Citation 19

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reputation risk, rescues, mispricing, implicit support, shadow banking system

9.
Downloads 27 (593,762)
Citation 2

Optimally Solving Banks' Legacy Problems

Bank of Italy Temi di Discussione (Working Paper) No. 1227, June 2019
Number of pages: 66 Posted: 10 Aug 2019
Anatoli Segura and Javier Suarez
Bank of Italy and Centre for Monetary and Financial Studies (CEMFI)
Downloads 26 (617,499)
Citation 3

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non performing loans, deposit insurance, debt overhang, optimal intervention, state aid

Optimally Solving Banks' Legacy Problems

CEPR Discussion Paper No. DP13718
Number of pages: 53 Posted: 13 May 2019 Last Revised: 24 Mar 2020
Anatoli Segura and Javier Suarez
Bank of Italy and Centre for Monetary and Financial Studies (CEMFI)
Downloads 1 (828,687)
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Debt overhang, deposit insurance, non performing loans, optimal intervention, state aid

10.

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 16 (670,144)

Abstract:

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

11.

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 (732,478)

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

12.

Optimally Solving Banks’ Legacy Problems

ESRB: Working Paper Series No. 2019/96
Number of pages: 58 Posted: 05 Nov 2020
Anatoli Segura and Javier Suarez
Bank of Italy and Centre for Monetary and Financial Studies (CEMFI)
Downloads 6 (748,257)

Abstract:

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debt overhang, deposit insurance, non performing loans, optimal intervention, state aid