Gianluca Vagliano

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

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Scholarly Papers (4)

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1.

Beast: A Model for the Assessment of System-Wide Risks and Macroprudential Policies

ECB Working Paper No. 2023/2855
Number of pages: 239 Posted: 13 Oct 2023
Katarzyna Barbara Budnik, Johannes Groß, Gianluca Vagliano, Ivan Dimitrov, Max Lampe, Jiri Panos, Sofia Velasco, Louis Boucherie and Martina Jancokova
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, European Central Bank (ECB) and European Central Bank
Downloads 1,648 (19,154)

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banking sector deleveraging, macroprudential policy, macro stress test, real economy-financial sector feedback loop

2.

The Growth-at-Risk Perspective on the System-Wide Impact of Basel III Finalisation in the Euro Area

ECB Occasional Paper No. 2021/258
Number of pages: 62 Posted: 24 Jul 2021
Katarzyna Barbara Budnik, Ivan Dimitrov, Carla Giglio, Johannes Groß, Max Lampe, Andrei Sarychev, Matthieu Tarbé, Gianluca Vagliano and Matjaz Volk
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), London Business School, European Central Bank (ECB) and Bank of Slovenia
Downloads 123 (389,720)
Citation 3

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3.

Macroprudential Stress Test of the Euro Area Banking System Amid the Coronavirus (COVID-19) Pandemic

ECB Occasional Paper Forthcoming
Number of pages: 64 Posted: 18 May 2022
Katarzyna Barbara Budnik, Louis Boucherie, Marcin Borsuk, Ivan Dimitrov, Giacomo Giraldo, Johannes Groß, Martina Jancokova, Max Lampe, Gianluca Vagliano and Matjaz Volk
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and Bank of Slovenia
Downloads 88 (491,168)
Citation 4

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COVID-19, impact assessment, banking sector, real-financial feedback mechanism

4.

The Economic Impact of the NPL Coverage Expectations in the Euro Area

ECB Occasional Paper No. 2022/297
Number of pages: 54 Posted: 28 Jul 2022
Katarzyna Barbara Budnik, Ivan Dimitrov, Johannes Groß, Matjaz Volk, Max Lampe, Piotr Kusmierczyk and Gianluca Vagliano
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board and European Central Bank (ECB)
Downloads 70 (561,163)
Citation 1

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banking sector, impact assessment, loan loss provisions, Non-performing loans, real-financial feedback mechanism, regulatory policy