Anatoli Segura

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

13

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1,093

SSRN CITATIONS
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Top 3,611

in Total Papers Citations

311

CROSSREF CITATIONS

88

Scholarly Papers (13)

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 158 (286,229)
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 52 (585,578)
Citation 4

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

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 56 (565,505)
Citation 25

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debt maturity, search, liquidity

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 Bonn
Downloads 195 (238,377)

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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 100 (404,885)
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 57 (560,753)
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 102 (396,666)

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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 76 (475,649)
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 62 (529,727)
Citation 20

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liquidity risk, maturity regulation, pecuniary externalities, systemic crises

8.

Firm-bank Linkages and Optimal Policies in a Lockdown

Bank of Italy Temi di Discussione (Working Paper) No. 1343
Number of pages: 64 Posted: 30 Jul 2021 Last Revised: 18 Jan 2023
Anatoli Segura, Alonso Villacorta and Alonso Villacorta
Bank of Italy and Stanford UniversityUC Santa Cruz
Downloads 61 (533,823)

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Covid-19, lockdown, firms' debt, moral hazard, bank equity, aggregate risk, government policies

9.

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 60 (538,118)
Citation 19

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

10.
Downloads 45 (610,506)
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 44 (629,462)
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 (983,637)
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Debt overhang, deposit insurance, non performing loans, optimal intervention, state aid

Voluntary Support and Ring-Fencing in Cross-Border Banks

Bank of Italy Temi di Discussione (Working Paper) No. 1373
Number of pages: 59 Posted: 06 Jul 2022
Gyongyi Loranth, Anatoli Segura and Jing Zeng
University of Vienna, Bank of Italy and University of Bonn
Downloads 27 (744,258)

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cross-border bank, supervisory intervention, supranational supervision, voluntary support, ring-fencing

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 23 (752,485)

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

13.

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 19 (784,271)

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