Anatoli Segura

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

11

DOWNLOADS

587

SSRN CITATIONS
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Top 4,408

in Total Papers Citations

216

CROSSREF CITATIONS

72

Scholarly Papers (11)

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 47 (454,171)
Citation 25

Abstract:

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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 and Sergio Vicente
Bank of Italy and Universidad Carlos III de Madrid
Downloads 99 (301,706)
Citation 18

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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 25 (568,318)
Citation 2

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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 115 (270,268)

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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 74 (361,774)
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 26 (561,541)
Citation 38

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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 83 (334,850)

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stress test, capital regulation, macroprudential policy

6.

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 38 (483,894)
Citation 20

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liquidity risk, maturity regulation, pecuniary externalities, systemic crises

7.

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 32 (512,641)
Citation 19

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

8.

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 and Alonso Villacorta
Bank of Italy and UC Santa Cruz
Downloads 24 (558,152)
Citation 9

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

9.
Downloads 15 (617,098)
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 14 (647,882)
Citation 2

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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 (762,311)
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Debt overhang, deposit insurance, non performing loans, optimal intervention, state aid

10.

Equity Allocation and Risk-Taking in the Intermediation Chain

Number of pages: 68 Posted: 08 May 2019
Anatoli Segura and Alonso Villacorta
Bank of Italy and UC Santa Cruz
Downloads 7 (674,456)

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

11.

Optimally Solving Banks’ Legacy Problems

ESRB: Working Paper Series (Topic) 201996
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 2 (715,099)

Abstract:

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