Pierluigi Bologna

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

21

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SSRN CITATIONS
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Top 5,263

in Total Papers Citations

255

CROSSREF CITATIONS

39

Scholarly Papers (21)

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1.

Banks’ Maturity Transformation: Risk, Reward, and Policy

Downloads 190 (253,328)

Banks’ Maturity Transformation: Risk, Reward, and Policy

Bank of Italy Temi di Discussione (Working Paper) No. 1159
Number of pages: 44 Posted: 08 Dec 2017
Pierluigi Bologna
Bank of Italy
Downloads 159 (295,939)

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banks, profitability, maturity transformation, interest rates, macroprudential, microprudential

Banks’ Maturity Transformation: Risk, Reward, and Policy

ESRB: Working Paper Series No. 2018/63
Number of pages: 36 Posted: 05 Nov 2020
Pierluigi Bologna
Bank of Italy
Downloads 31 (748,435)

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banks, interest rates, macroprudential, maturity transformation, microprudential, profitability

2.

Oman: Banking Sector Resilience

IMF Working Paper No. 10/61
Number of pages: 33 Posted: 22 Mar 2010
Pierluigi Bologna and A. Prasad
Bank of Italy and International Monetary Fund (IMF)
Downloads 179 (267,121)

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Banking sector, Capital, Central bank policy, Corporate sector, Credit risk, Financial crisis, Financial risk, Financial systems, Global Financial Crisis 2008-2009, Liquidity management, Oman, Profit margins

3.

Contagion in the CoCos Market?: A Case Study of Two Stress Events

Downloads 171 (278,070)
Citation 137

Contagion in the CoCos Market?: A Case Study of Two Stress Events

Number of pages: 35 Posted: 22 Jun 2018
Pierluigi Bologna, Arianna Miglietta and Anatoli Segura
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 110 (394,395)
Citation 22

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CoCos, Basel III, Contagion

Contagion in the CoCos Market? A Case Study of Two Stress Events

Bank of Italy Temi di Discussione (Working Paper) No. 1201
Number of pages: 42 Posted: 31 Jul 2019
Pierluigi Bologna, Arianna Miglietta and Anatoli Segura
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 61 (566,797)
Citation 57

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CoCos, Basel III, contagion

4.

EU Bank Deleveraging

Downloads 165 (286,533)
Citation 2

EU Bank Deleveraging

Bank of Italy Occasional Paper No. 235
Number of pages: 23 Posted: 16 Jan 2015 Last Revised: 21 Jan 2015
Pierluigi Bologna, Marianna Caccavaio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 113 (386,659)
Citation 3

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leverage, deleveraging, European banks, financial stability

EU Bank Deleveraging

Bank of Italy Occasional Paper No. 235
Number of pages: 23 Posted: 10 Mar 2015
Pierluigi Bologna, Marianna Caccavaio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 52 (612,688)
Citation 2

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leverage, deleveraging, European banks, financial stability

5.

Is There a Role for Funding in Explaining Recent US Bank Failures?

Bank of Italy Occasional Paper No. 103
Number of pages: 32 Posted: 05 Feb 2012
Pierluigi Bologna
Bank of Italy
Downloads 123 (361,818)
Citation 3

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banks, default, crises, liquidity, funding, brokered deposits, liquidity regulation, deposit insurance, United States

6.

Australian Banking System Resilience: What Should Be Expected Looking Forward? An International Perspective

IMF Working Paper No. 10/228
Number of pages: 24 Posted: 01 Feb 2011
Pierluigi Bologna
Bank of Italy
Downloads 116 (377,520)

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Australia, Bank supervision, Banking, Banking sector, Financial risk, Financial soundness indicators, Liquidity management, Risk management

7.

The Making of Good Supervision: Learning to Say 'No'

The Making of Good Supervision: Learning to Say “No”; by José Viñals and Jonathan Fiechter with Aditya Narain, Jennifer Elliott, Ian Tower, Pierluigi Bologna, and Michael Hsu; IMF Staff Position Note SPN/10/08; May 18, 2010
Number of pages: 22 Posted: 02 Feb 2012
Jonathan Fiechter, Aditya Narain, Jennifer Elliot, Ian Tower, Pierluigi Bologna and Michael Hsu
International Monetary Fund (IMF), International Monetary Fund (IMF), affiliation not provided to SSRN, International Monetary Fund (IMF), Bank of Italy and International Monetary Fund (IMF)
Downloads 111 (389,711)
Citation 7

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financial sector supervision and regulation, financial crisis

8.

Integrating Stress Tests within the Basel III Capital Framework: A Macroprudentially Coherent Approach

Bank of Italy Occasional Paper No. 360
Number of pages: 36 Posted: 15 Feb 2017
Pierluigi Bologna and Anatoli Segura
Bank of Italy and Bank of Italy
Downloads 107 (399,907)

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stress test, capital regulation, macroprudential policy

9.

A Note on the Implementation of the Countercyclical Capital Buffer in Italy

Bank of Italy Occasional Paper No. 278
Number of pages: 38 Posted: 25 Aug 2015
Piergiorgio Alessandri, Pierluigi Bologna, Roberta Fiori and Enrico Sette
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 100 (419,323)
Citation 14

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countercyclical capital buffer, financial cycle, credit cycle, macroprudential policy, capital requirements, banks, banking crises

10.

Euro Area (Cross-Border?) Banking

Downloads 92 (442,621)
Citation 2

Euro Area (Cross-Border?) Banking

Bank of Italy Occasional Paper No. 228
Number of pages: 36 Posted: 13 Feb 2015
Pierluigi Bologna and Marianna Caccavaio
Bank of Italy and Bank of Italy
Downloads 47 (640,959)
Citation 4

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Euro Area, cross-border banking, foreign claims, financial stability

Euro Area (Cross-Border?) Banking

Bank of Italy Occasional Paper No. 228
Number of pages: 36 Posted: 16 Jan 2015 Last Revised: 21 Jan 2015
Pierluigi Bologna and Marianna Caccavaio
Bank of Italy and Bank of Italy
Downloads 45 (652,822)
Citation 1

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Euro Area, Cross-border banking, Foreign claims, Financial stability

11.

Is There a Role for Funding in Explaining Recent U.S. Banks’ Failures?

IMF Working Paper No. 11/180
Number of pages: 29 Posted: 01 Aug 2011
Pierluigi Bologna
Bank of Italy
Downloads 85 (464,873)

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12.

Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps

Downloads 82 (475,103)
Citation 3

Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps

ESRB: Working Paper Series 2021/114
Number of pages: 47 Posted: 05 Mar 2021
Piergiorgio Alessandri, Pierluigi Bologna and Maddalena Galardo
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 42 (671,523)

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Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps

Bank of Italy Occasional Paper No. 567
Number of pages: 50 Posted: 27 Jul 2020
Piergiorgio Alessandri, Pierluigi Bologna and Maddalena Galardo
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 40 (684,372)
Citation 1

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Hodrick-Prescott filter, credit cycle, macroprudential policy

13.

Calibrating the Countercyclical Capital Buffer for Italy

Bank of Italy Occasional Paper No. 679
Number of pages: 42 Posted: 22 Apr 2022
Pierluigi Bologna and Maddalena Galardo
Bank of Italy and Bank of Italy
Downloads 50 (611,442)

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macroprudential policy, CCyB, buffer calibration, credit cycle

14.

TLAC-Eligible Debt: Who Holds It? A View from the Euro Area

Bank of Italy Occasional Paper No. 604
Number of pages: 36 Posted: 16 Apr 2021
Carmela Aurora Attinà and Pierluigi Bologna
Bank of Italy and Bank of Italy
Downloads 46 (632,843)

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bail-in, TLAC, resolution, G-SIB, Covid-19

15.

Banks' Maturity Transformation: Risk, Reward, and Policy

IMF Working Paper No. 18/45
Number of pages: 33 Posted: 15 Nov 2018
Pierluigi Bologna
Bank of Italy
Downloads 46 (632,843)

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Banks, Banks, Credit risk, Financial stability, Interest rates, Profits, Macroprudential Policy, profitability, maturity transformation, macroprudential, microprudential, Government Policy and Regulation

16.

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic

IMF Working Paper No. 19/39
Number of pages: 29 Posted: 08 Apr 2019
Valentina Flamini, Pierluigi Bologna, Fabio Di Vittorio and Rasool Zandvakil
International Monetary Fund (IMF), Bank of Italy, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 33 (713,066)

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Exchange rate policy, Credit booms, Central banks, Credit pricing, Credit risk, Credit cycle, Financial crises, Countercyclical capital buffer, Basel III, CPI inflation, GFC, countercyclical, synchronicity

17.

Prudential Policies, Credit Supply and House Prices: Evidence from Italy

Bank of Italy Temi di Discussione (Working Paper) No. 1294
Number of pages: 76 Posted: 13 Oct 2020
Pierluigi Bologna, Wanda Cornacchia and Maddalena Galardo
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 27 (756,447)
Citation 18

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prudential policy, credit supply, house prices, financial constraints

18.

Structural Funding and Bank Failures Does Basel 3 Net Stable Funding Ratio Target the Right Problem?

Journal of Financial Services Research, Vol. 47, No. 1, 2015
Posted: 24 Jun 2018
Pierluigi Bologna
Bank of Italy

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Bank, Crisis, Liquidity, Funding, Financial stability, Basel 3, Regulation, Deposit insurance, United States

19.

Does the Introduction of Stock Index Futures Effectively Reduce Stock Market Volatility? Is the 'Futures Effect' Immediate? Evidence from the Italian Stock Exchange Using GARCH

Applied Financial Economics, Vol. 12, No. 3, 2002
Posted: 20 Mar 2012 Last Revised: 16 Jun 2018
Pierluigi Bologna and Laura Cavallo
Bank of Italy and Prime Minister's Office - Department of Economic Affairs

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20.

Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange

Giornale Degli Economisti, Vol. 59, Issue 1, pp. 51-88, 2000
Posted: 16 Mar 2012
Pierluigi Bologna
Bank of Italy

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futures, volatility, efficiency, GARCH, derivatives, Italian stock exchange, stock exchange

21.

Operational Risk Measurement by Banks: A Review of the Literature

Banche E Banchieri, Vol. 3, 2002
Posted: 30 Apr 2003 Last Revised: 21 Jan 2015
Pierluigi Bologna
Bank of Italy

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rischi operativi, operational risk