Davide Vioto

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Options-Based Systemic Risk, Financial Distress, and Macroeconomic Downturns

Number of pages: 52 Posted: 12 Jan 2021
Mattia Bevilacqua, Radu Tunaru and Davide Vioto
Systemic Risk Centre - London School of Economics, University of Sussex and Bank of England
Downloads 172 (202,299)

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Systemic Risk, Options Market, Financial Distress, Macro-finance, Financial Stability

2.

Testing the Systemic Risk Differences in Banks

Bank of Finland Research Discussion Paper No. 13/2018
Number of pages: 56 Posted: 02 Jun 2018 Last Revised: 03 Jun 2018
Esa Jokivuolle, Radu Tunaru and Davide Vioto
Bank of Finland, Research Unit, University of Sussex and Bank of England
Downloads 47 (459,205)

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Systemic risk measures, Systemic risk ranking validation, Dominance tests, Confidence intervals, Financial stability, Concordance measures