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Giovanni Covi

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

1,176

TOTAL CITATIONS
Rank 44,430

SSRN RANKINGS

Top 44,430

in Total Papers Citations

14

Scholarly Papers (8)

1.
Downloads 97 (81,903)
Citation 5

The Interbank Market Puzzle

Bank of England Working Paper No. 862
Number of pages: 70 Posted: 18 May 2020
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 82 (798,777)
Citation 3

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Interbank market, trust, networks, centrality, community detection

Trust and the Interbank Market Puzzle

CEPR Discussion Paper No. DP17263
Number of pages: 74 Posted: 27 May 2022
Imperial College London, Bank of England, Durham University Business School, IESEG School of Management and European Central Bank (ECB)
Downloads 15 (1,570,077)
Citation 2
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Centrality, Community detection, interbank market, networks, Trust

2.
Downloads 384 (148,004)
Citation 7

On the Origin of Systemic Risk

Number of pages: 42 Posted: 13 Nov 2020
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 246 (307,665)
Citation 7

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Systemic risk, financial contagion, microstructural models

On the Origin of Systemic Risk

Bank of England Working Paper No. 906
Number of pages: 49 Posted: 03 Feb 2021
Mattia Montagna, Gabriele Torri and Giovanni Covi
European Central Bank (ECB), University of Bergamo and Bank of England
Downloads 138 (531,514)

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Systemic risk, financial contagion, microstructural models

3.

Macroprudential stress‑test models: a survey

Bank of England Working Paper No. 1037
Number of pages: 50 Posted: 29 Sep 2023
Bank of England, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 211 (362,957)

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, sectoral interlinkages, macroprudential policy

4.

Measuring Capital at Risk in the Uk Banking Sector: A Microstructural Network Approach

Bank of England Working Paper No. 983, 2022
Number of pages: 68 Posted: 08 Jun 2022
Giovanni Covi, James Brookes and Charumathi Raja
Bank of England, Bank of England and Bank of England
Downloads 163 (469,621)
Citation 2

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Financial network, systemic risk, stress testing, Covid-19 pandemic

5.

Interbank network and banks' credit supply

Bank of England Working Paper No. 1005
Number of pages: 37 Posted: 02 Feb 2023
Giovanni Covi and Xian Gu
Bank of England and Durham University Business School
Downloads 132 (551,165)

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Interbank network, centrality, community, bank loans, Covid-19

6.

Macro-Prudential Stress Test Models: A Survey

IMF Working Paper No. 2023/173
Number of pages: 50 Posted: 06 Sep 2023
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England, Bank of England and International Monetary Fund (IMF)
Downloads 87 (759,537)

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Stress testing, system-wide models, contagion, systemic risk, market-based finance, real-financial linkages, macro-prudential policy., bank resilience channel, modelling frontier, bank financial system, models of contagion, variation margin, Asset liquidity, Commercial banks, Liquidity, Solvency, Global

7.

An Adaptive Contagion Mapping Methodology

Number of pages: 50 Posted: 06 Jul 2022
Giovanni Covi, Mehmet Gorpe and Christoffer Kok
Bank of England, International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 67 (899,324)

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Network Analysis, Systemic Risk, Contagion Mapping (CoMap), Prudential Regulation, Microstructural model

8.

Measuring Capital at Risk with Financial Contagion: Two-Sector Model with Banks and Insurers

Number of pages: 54 Posted: 21 Aug 2024
Giovanni Covi and Anne-Caroline Hüser
Bank of England and Bank of England
Downloads 35 (1,249,711)

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Credit Risk Portfolio, Systemic Risk, Financial Contagion, Financial Network, System-wide Stress Testing