Carla Giglio

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

79

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Growth-at-Risk Perspective on the System-Wide Impact of Basel III Finalisation in the Euro Area

ECB Occasional Paper No. 2021/258
Number of pages: 62 Posted: 24 Jul 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), London Business School, European Central Bank (ECB) and Bank of Slovenia, Financial Stability
Downloads 44 (524,471)

Abstract:

Loading...

2.

Stress-Testing Net Trading Income: The Case of European Banks

ECB Working Paper No. 2021/2525
Number of pages: 35 Posted: 05 Mar 2021 Last Revised: 10 Dec 2021
European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt and European Central Bank (ECB)
Downloads 35 (564,616)

Abstract:

Loading...

capital shortfall, net trading income, quantile panel regression, stress testing