Cristiano Zazzara

Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici

Professor

00162 Rome, Roma

Italy

SCHOLARLY PAPERS

6

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CITATIONS
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Top 42,075

in Total Papers Citations

11

Scholarly Papers (6)

1.

Credit Risk Models: An Application to Deposit Insurance Pricing

SDA BOCCONI Research Division Working Paper No. 03-84
Number of pages: 28 Posted: 25 May 2003
Andrea Sironi, Aurelio Maccario and Cristiano Zazzara
Bocconi University - Department of Finance, UniCredit Banca Mobiliare - Research & Strategy Unit and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Downloads 961 (22,764)
Citation 1

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Credit Risk, Bank crisis, Deposit insurance, Value at Risk

2.

Is Banks' Cost of Equity Capital Different Across Countries? Evidence from the G10 Countries Major Banks

SDA Bocconi Research Division Working Paper No.02-77
Number of pages: 33 Posted: 03 Apr 2003
Aurelio Maccario, Andrea Sironi and Cristiano Zazzara
UniCredit Banca Mobiliare - Research & Strategy Unit, Bocconi University - Department of Finance and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Downloads 745 (32,592)
Citation 6

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Bank, cost of capital, bank regulation, capital ratios, earnings estimates

3.

Pricing Risky Bank Loans in the New Basel II Environment

Bank of Finland Research Discussion Paper No. 3/2006
Number of pages: 49 Posted: 31 Aug 2007
Cristiano Zazzara and Iftekhar Hasan
Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici and Fordham University - Gabelli School of Business
Downloads 414 (69,429)

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Basel II, rating, pricing, exposure at default, EVA

4.

Monetary Policy and Financial Stability: What Role for the Futures Market?

Universita di Ferrara Economia Istituzioni Territorio Working Paper No. 15/2005
Number of pages: 33 Posted: 28 Apr 2005
John Driffill, Paolo Savona, Zeno Rotondi and Cristiano Zazzara
University of London - Birkbeck College, Luiss University, UNICREDIT and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Downloads 377 (77,447)
Citation 1

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Central Bank, Interest Rate Rule, Monetary Policy, Financial Stability, Macroeconomic Stability, Asset Prices, Stock Market, Credit Spread, Futures Market, Hedging, Basis Risk, Federal Reserve

5.

Who Uses Equity Capital Among Smes? Evidence from Survey Data

Number of pages: 22 Posted: 17 Jan 2006
Francesco Baldi and Cristiano Zazzara
Univeristy of Rome, La Sapienza and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Downloads 345 (85,896)

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Equity Capital, Small Business Finance, Private Equity

6.

Systemic Risk in the Financial System: Capital Shortfalls Under Brexit, the US Elections and the Italian Referendum

Journal of Credit Risk, Vol. 14, No. 4, 2018
Number of pages: 24 Posted: 14 Dec 2018
Robert F. Engle and Cristiano Zazzara
New York University - Leonard N. Stern School of Business - Department of Economics and Libera Università degli Studi Sociali (LUISS) Guido Carli - Fondo Interbancario di Tutela dei Depositi and Instituto di Studi Economici
Downloads 2 (636,413)
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systemic risk, stress testing, regulatory capital requirements, forecasting methods.