Marco Forletta

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

330

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Cyclical Systemic Risk and Downside Risks to Bank Profitability

ECB Working Paper No. 20202405
Number of pages: 48 Posted: 12 May 2020
Jan Hannes Lang and Marco Forletta
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 145 (365,584)
Citation 3

Abstract:

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bank profitability, Growth-at-risk, local projections, quantile regressions, systemic risk

2.

The Effectiveness of Borrower-Based Macroprudential Measures: A Quantitative Analysis for Slovakia

IMF Working Paper No. 20/134
Number of pages: 38 Posted: 12 Aug 2020
Národná banka Slovenska, Národná banka Slovenska, European Central Bank (ECB), European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 131 (395,726)

Abstract:

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Financial crises, Interest rates on loans, Macroprudential policies and financial stability, Interest rates, Cost of living, Borrower-based macroprudential policy, household micro data, macro-financial linkages, WP, PDs, microdata, LTV, resilience, mortgage lend

3.

The Effectiveness of Borrower-Based Macroprudential Policies: A Cross-Country Analysis Using an Integrated Micro-Macro Simulation Model

ECB Working Paper No. 2023/2795
Number of pages: 42 Posted: 20 Mar 2023
Athens University of Economics and Business, European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 54 (681,077)

Abstract:

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Borrower-based macroprudential policy, household micro data and modeling, macro-financial linkages