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Valentina Macchiati

Scuola Normale di Pisa

Piazza dei Cavalieri, 7

Pisa, 56126

Italy

  • Scuola Normale di Pisa

SCHOLARLY PAPERS

2

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102

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Scholarly Papers (2)

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1.

When Margins Call: Liquidity Preparedness of Non-Bank Financial Institutions

ECB Working Paper No. 2025/3074
Number of pages: 50 Posted: 16 Jul 2025
Valentina Macchiati, Lorenzo Cappiello, Margherita Giuzio, Annalaura Ianiro and Fabrizio Lillo
Scuola Normale di Pisa, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Scuola Normale Superiore
Downloads 96 (709,832)

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derivative margin calls, financial stability, liquidity risk, network analysis, non-bank financial institutions

2.

When Margins Call: liquidity preparedness of Non-Bank Financial Institutions

Number of pages: 41 Posted: 06 Apr 2026
Valentina Macchiati, Lorenzo Cappiello, Margherita Giuzio, Annalaura Ianiro and Fabrizio Lillo
Scuola Normale di Pisa, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Scuola Normale Superiore
Downloads 6 (1,566,597)

Abstract:

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Non-bank Financial Institutions, Derivative margin calls, Liquidity risk, financial stability, Network analysis