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Giuseppe Cappelletti

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

11

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1,530

TOTAL CITATIONS
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Top 32,851

in Total Papers Citations

40

Scholarly Papers (11)

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1.

The Effects of the Stress-Testing Exercises on Banks’ Lending, Profitability and Risk-Taking: Are There Unintended Side Effects?

Number of pages: 27 Posted: 11 Nov 2019
Giuseppe Cappelletti, Cecilia Melo Fernandes and Aurea Ponte Marques
European Central Bank (ECB), European Insurance and Occupational Pensions Authority and European Central Bank (ECB)
Downloads 285 (267,252)

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Stress-Tests, Bank Capital-Based Measures, Bank Risk-Shifting, Profitability, Credit Supply

2.

Impact of Higher Capital Buffers on Banks’ Lending and Risk-Taking: Evidence from the Euro Area Experiments

ECB Working Paper No. 2292 (2019); ISBN 978-92-899-3554-8
Number of pages: 39 Posted: 01 Jul 2019
Giuseppe Cappelletti, Aurea Ponte Marques, Paolo Varraso, Žymantas Budrys and Jonas Peeters
European Central Bank (ECB), European Central Bank (ECB), University of Rome Tor Vergata - Department of Economics and Finance, European University Institute and European Central Bank (ECB)
Downloads 247 (308,710)
Citation 14

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macroprudential policy, systemic risk, bank capital-based measures, bank risk-shifting, credit supply

3.

As Interest Rates Surge: Flighty Deposits and Lending

ECB Working Paper No. 2024/2923
Number of pages: 57 Posted: 04 Apr 2024
Giuseppe Cappelletti, David Marques-Ibanez, Alessio Reghezza and Carmelo Salleo
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 186 (426,635)

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bank deposits, banks, monetary policy

4.

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
Carla Giglio, Frances Shaw, Nicolas Syrichas and Giuseppe Cappelletti
European Central Bank (ECB), Central Bank of Ireland, Goethe University Frankfurt and European Central Bank (ECB)
Downloads 136 (537,489)
Citation 1

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

5.

Macroprudential Policy Spillovers in International Banking Groups. Beggar-Thy-Neighbour and the Role of Internal Capital Markets

Downloads 123 (604,538)

Macroprudential Policy Spillovers in International Banking Groups. Beggar-Thy-Neighbour and the Role of Internal Capital Markets

Number of pages: 47 Posted: 04 Aug 2023
Aurea Ponte Marques, Giuseppe Cappelletti, Carmelo Salleo and Diego Vila
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and University of Amsterdam
Downloads 63 (986,385)

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Macroprudential policy, Spillovers, International banking, lending, risk-taking, Internal capital markets

Macroprudential Policy Spillovers in International Banking Groups. Beggar-Thy-Neighbour and the Role of Internal Capital Markets

Number of pages: 44 Posted: 10 Aug 2022
Aurea Ponte Marques, Giuseppe Cappelletti, Carmelo Salleo and Diego Vila Martín
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 60 (986,385)

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macroprudential policy, Spillovers, International banking, lending, Risk-Taking, Internal capital markets

6.

Il Costo Totale Dell’Investimento in Fondi Comuni (The Total Cost of Investing in Mutual Funds)

Bank of Italy Occasional Paper No. 391
Number of pages: 25 Posted: 21 Oct 2017
Giorgio Albareto, Giuseppe Cappelletti, Andrea Cardillo and Luca Zucchelli
Bank of Italy, European Central Bank (ECB), Bank of Italy and Bank of Italy
Downloads 117 (630,858)

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mutual funds, Total Expense Ratio, Total Shareholders Cost

7.

How Do Banking Groups React to Macroprudential Policies? Cross-Border Spillover Effects of Higher Capital Buffers on Lending, Risk-Taking and Internal Markets

ECB Working Paper No. 20202497
Number of pages: 52 Posted: 01 Dec 2020 Last Revised: 18 Nov 2021
Giuseppe Cappelletti, Aurea Ponte Marques, Carmelo Salleo and Diego Vila Martín
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 112 (630,858)
Citation 2

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capital buffers, Internal capital markets, lending, macroprudential policy, risk-taking

8.

Multiple Lending, Credit Lines and Financial Contagion

Bank of Italy Temi di Discussione (Working Paper) No. 1123
Number of pages: 43 Posted: 28 Aug 2017
Giuseppe Cappelletti and Paolo Emilio Mistrulli
European Central Bank (ECB) and Bank of Italy
Downloads 103 (674,591)
Citation 20

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financial contagion, multiple lending, credit lines

9.

2023 Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 2024/347
Number of pages: 33 Posted: 21 May 2024
Ivan Dimitrov, Catherine Le Grand, Laurynas Narusevicius, André Nunes, Jure Podlogar, Nicola Röhm, Lucas Ter Steege and Giuseppe Cappelletti
European Central Bank (ECB), European Central Bank (ECB), Bank of Lithuania, Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 93 (736,406)

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economic models, forecasting, macroeconometrics, monetary policy

10.

Compositional Effects of O-Sii Capital Buffers and the Role of Monetary Policy

ECB Working Paper No. 20202440
Number of pages: 38 Posted: 07 Jul 2020
Giuseppe Cappelletti, Alessio Reghezza, Costanza Rodriguez d’Acri and Martina Spaggiari
European Central Bank (ECB), European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank
Downloads 68 (899,324)
Citation 3

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credit supply, large exposure, loan-level data, macroprudential policy, unconventional monetary policy

11.

A Sensitivities Based CoVaR Approach to Assets Commonality and its Application to SSM Banks

ECB Working Paper No. 2022/2725
Number of pages: 27 Posted: 22 Sep 2022
Leonardo Del Vecchio, Carla Giglio, Frances Shaw, Guido Spanò and Giuseppe Cappelletti
Bank of Italy, European Central Bank (ECB), Central Bank of Ireland, University College London - Department of Economics and European Central Bank (ECB)
Downloads 60 (961,006)

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CoVaR, Financial networks, Financial regulation, Overlapping portfolios, Systemic risk