Giuseppe Cappelletti

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

915

SSRN CITATIONS
Rank 33,813

SSRN RANKINGS

Top 33,813

in Total Papers Citations

6

CROSSREF CITATIONS

24

Scholarly Papers (10)

1.

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
European Central Bank (ECB), European Central Bank (ECB), New York University (NYU), European University Institute and European Central Bank (ECB)
Downloads 211 (263,832)
Citation 11

Abstract:

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

2.

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 186 (295,828)

Abstract:

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

3.

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), European Central Bank (ECB), Goethe University Frankfurt and European Central Bank (ECB)
Downloads 95 (499,683)

Abstract:

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

4.

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
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 91 (513,539)
Citation 2

Abstract:

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

5.

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 76 (572,249)
Citation 20

Abstract:

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financial contagion, multiple lending, credit lines

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 74 (580,905)

Abstract:

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mutual funds, Total Expense Ratio, Total Shareholders Cost

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
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 47 (741,185)

Abstract:

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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: 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 19 (982,670)

Abstract:

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

8.

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
European Central Bank (ECB), European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank
Downloads 53 (687,173)
Citation 2

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

9.

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
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), University College London - Department of Economics and European Central Bank (ECB)
Downloads 39 (779,193)

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

10.

As Interest Rates Surge: Flighty Deposits and Lending

ECB Working Paper No. 2024/2923
Number of pages: 57 Posted: 04 Apr 2024
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 24 (902,910)

Abstract:

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bank deposits, banks, monetary policy