Raffaele Gallo

Bank of Italy - Research Department

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

14

DOWNLOADS

992

TOTAL CITATIONS
Rank 43,679

SSRN RANKINGS

Top 43,679

in Total Papers Citations

30

Scholarly Papers (14)

1.

Main Challenges and Prospects for the European Banking Sector: A Critical Review of the Ongoing Debate

Bank of Italy Occasional Paper No. 634
Number of pages: 41 Posted: 30 Jul 2021
Bank of Italy - Research Department, Bank of Italy - Research Department and Bank of Italy
Downloads 284 (225,013)
Citation 2

Abstract:

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banking sector, bank business model, bank profitability, Covid-19, digitization

2.

Public Guarantees and Credit Additionality During the Covid-19 Pandemic

Bank of Italy Temi di Discussione (Working Paper) No. 1369
Number of pages: 91 Posted: 16 May 2022
Bank of Italy, Bank of Italy - Research Department, Bank of Italy and Bank of Italy
Downloads 196 (323,068)
Citation 8

Abstract:

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public loan guarantees, credit additionality, bank capital, pandemic

3.

Insurers’ Investments before and After the Covid-19 Outbreak

Bank of Italy Temi di Discussione (Working Paper) No. 1363
Number of pages: 34 Posted: 14 Feb 2022
Bank of Italy, Bank of Italy - Research Department and Bank of Italy
Downloads 144 (422,094)

Abstract:

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insurance companies, investments, pandemic, financial stability, solvency ratio

4.

Financial Fragilities and Risk-Taking in the Aftermath of Market Stress: Corporate Bond Funds and Policy Interventions after the Outbreak of the COVID-19 Pandemic

Number of pages: 28 Posted: 02 May 2022
Bank of Italy, Bank of Italy - Research Department, Bank of Italy and Bank of Italy
Downloads 94 (579,978)

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COVID-19, corporate bond funds, asset purchase programmes, risk-taking

5.

The IRB Approach and Bank Lending to Firms

Bank of Italy Temi di Discussione (Working Paper) No. 1347
Number of pages: 36 Posted: 19 Nov 2021
Raffaele Gallo
Bank of Italy - Research Department
Downloads 81 (634,361)

Abstract:

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credit risk regulation, interest rates, bank credit, internal rating model

6.

The Impact of the IRB Approach on the Relationship Between the Cost of Credit for Public Companies and Financial Market Conditions

Bank of Italy Temi di Discussione (Working Paper) No. 1290
Number of pages: 45 Posted: 25 Aug 2020
Raffaele Gallo
Bank of Italy - Research Department
Downloads 58 (755,506)
Citation 19

Abstract:

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credit risk regulation, public firm, financial stability, interest rates, bank credit

7.

The Effects of Loan Guarantee Coverage on Credit Additionality: Evidence from a Covid-19 Public Support Scheme

Number of pages: 76 Posted: 10 Nov 2023
Bank of Italy, Bank of Italy - Research Department, Bank of Italy and Bank of Italy
Downloads 49 (816,811)
Citation 1

Abstract:

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public loan guarantees, credit additionality, bank capital, pandemic

8.

Crypto-asset Markets: Structure, Stress Episodes in 2022 and Policy Considerations

Bank of Italy Occasional Paper No. 783
Number of pages: 29 Posted: 31 May 2024
Giorgio Abate, Nicola Branzoli and Raffaele Gallo
Bank of Italy, Bank of Italy and Bank of Italy - Research Department
Downloads 44 (855,716)

Abstract:

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cryptoassets, financial stability, stablecoin, decentralized finance, leverage, investor run

9.

Financial Fragilities and Risk-taking of Corporate Bond Funds in the Aftermath of Central Bank Policy Interventions

Bank of Italy Temi di Discussione (Working Paper) No. 1404
Number of pages: 38 Posted: 30 May 2023
Bank of Italy, Bank of Italy - Research Department, Bank of Italy and Bank of Italy
Downloads 42 (872,292)

Abstract:

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corporate bond funds, market stress, asset purchase programmes, risk-taking

10.

The CDS-Loan Basis Across Firms and the Business Cycle

Posted: 05 Aug 2019 Last Revised: 16 Oct 2019
Danilo Drago, Concetta Carnevale and Raffaele Gallo
Università degli Studi della Calabria, Università degli Studi della Calabria - Dipartimento di Scienze Aziendali e Giuridiche and Bank of Italy - Research Department

Abstract:

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syndicated loan, credit default swaps, loan spread, business cycle, bank

11.

The Impact of Sovereign Rating Changes on European Syndicated Loan Spreads: The Role of the Rating-Based Regulation

Journal of International Money and Finance, Vol. 73, 2017
Posted: 09 Aug 2018
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

Abstract:

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sovereign credit rating, loan spread, financial regulation, certification effect, bank credit supply

12.

The Impact of Sovereign Rating Changes on the Activity of European Banks

Journal of Banking and Finance, Vol. 85, 2017
Posted: 09 Aug 2018
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

Abstract:

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sovereign credit ratings, bank activity, bank capital, bank loan supply, rating-based regulation

13.

The Impact and the Spillover Effect of a Sovereign Rating Announcement on the Euro Area CDS Market

Journal of International Money and Finance, Vol. 67, 2016
Posted: 09 Aug 2018
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

Abstract:

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sovereign credit ratings, credit default swaps, event study, spillover effect, bank flows

14.

Do Multiple Credit Ratings Affect Syndicated Loan Spreads?

Journal of International Financial Markets, Institutions and Money, Vol. 56, 2018
Posted: 12 Feb 2018 Last Revised: 02 Aug 2019
Danilo Drago and Raffaele Gallo
Università degli Studi della Calabria and Bank of Italy - Research Department

Abstract:

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credit rating, loan spread, financial regulation, syndicated loan, multiple ratings