Marco Fruzzetti

Bank of Italy

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Climate and environmental risks: measuring the exposure of investments

Bank of Italy Markets, Infrastructures, Payment Systems Working Paper No. 15
Number of pages: 50 Posted: 20 Mar 2023
Enrico Bernardini, Johnny Di Giampaolo, Ivan Faiella, Marco Fruzzetti, Simone Letta, Raffaele Loffredo and Davide Nasti
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 28 (748,601)

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sustainable finance, investments, climate risks, environmental risks

2.

From SMP to PEPP: A Further Look at the Risk Endogeneity of the Central Bank

Mercati, infrastrutture, sistemi di pagamento, 2021
Number of pages: 50 Posted: 15 Apr 2022
Marco Fruzzetti, Giulio Gariano, Gerardo Palazzo and Antonio Scalia
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 23 (787,506)

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financial risk measurement, unconventional monetary policy, ELA, sovereign risk, Eurosystem financial risk