Leonardo Del Vecchio

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

Sapienza University of Rome - Department of Statistical Sciences

Piazzale Aldo Moro, 5

Rome, 00185

Italy

  • Bank of Italy

  • Sapienza University of Rome - Department of Statistical Sciences

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
Matthias Sydow, Aurore Schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova and Natalia Tente
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, WU Vienna University of Economics and Business, European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) and Deutsche Bundesbank
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2.

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), European Central Bank (ECB), University College London - Department of Economics and European Central Bank (ECB)
Downloads 11 (849,288)

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

3.

Financial Conditions and 'Growth at Risk' in Italy

Posted: 04 Sep 2019
Piergiorgio Alessandri, Leonardo Del Vecchio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy

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financial conditions, quantile regression, growth risk