Giulio Gariano

Bank of Italy

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Scholarly Papers (2)

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1.

From SMP to PEPP: A Further Look at the Risk Endogeneity of the Central Bank

Mercati, infrastrutture, sistemi di pagamento, 2021
Number of pages: 50 Posted: 15 Apr 2022
Marco Fruzzetti, Giulio Gariano, Gerardo Palazzo and Antonio Scalia
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 23 (787,506)

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financial risk measurement, unconventional monetary policy, ELA, sovereign risk, Eurosystem financial risk

2.

Press news and social media in credit risk assessment: the experience of Banca d’Italia’s In-house Credit Assessment System

Bank of Italy Markets, Infrastructures, Payment Systems Working Paper No. 24
Number of pages: 32 Posted: 20 Mar 2023
Giulio Gariano and Gianluca Viggiano
Bank of Italy and Bank of Italy
Downloads 16 (847,274)

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credit sentiment, corporate default, social networks, natural language processing