Stefano Zedda

Universita di Cagliari

Cagliari, 09124

Italy

SCHOLARLY PAPERS

9

DOWNLOADS

1,041

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.
Downloads 345 (123,018)

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Banking

2.

Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework

Number of pages: 34 Posted: 04 Feb 2009 Last Revised: 11 Sep 2010
Universita di Cagliari, Universita di Cagliari, Durham University, Europoean Commission - Joint Reserach Centre and European Union - European Commission
Downloads 269 (159,429)
Citation 6

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Deposit Insurance, Basel 2, Monte Carlo Techniques

3.

The Vicious Circle of Banks' and Public Finances' Distress

Number of pages: 21 Posted: 08 Jan 2013
Clara Galliani and Stefano Zedda
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN) and Universita di Cagliari
Downloads 152 (267,295)

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banking, financial contagion, financial crisis, sovereign risk

4.

Assessing Banks’ Systemic Risk Contribution: A Leave-One-Out Approach

Number of pages: 31 Posted: 09 Nov 2015 Last Revised: 26 Apr 2016
Stefano Zedda and Giuseppina Cannas
Universita di Cagliari and Joint Research Center of the European Commission
Downloads 130 (302,011)

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Leave-One-Out, Macroprudential regulation, Banking, Systemic risk contribution, Shapley value

5.

The Role of Correlation in Systemic Risk: Mechanisms, Effects, and Policy Implications

Number of pages: 25 Posted: 12 Oct 2018
Stefano Zedda, Michele Patanè and Luana Miggiano
Universita di Cagliari, University of Siena and University of Siena
Downloads 65 (464,707)

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Banking, Financial Contagion, Monte Carlo Simulation, Correlation

6.

Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: A Proposal for the Post-COVID-19 Recovery

Number of pages: 12 Posted: 02 Jul 2020
Stefan Zeugner, Matteo Salto and Stefano Zedda
European Union - European Commission, Directorate-General COMP, European Commission and Universita di Cagliari
Downloads 29 (636,465)

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Supra-covered bonds, liquidity, euro

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Incentives, start-up, measuring

8.

Clustering Default Syndromes Across Italian SMEs

Number of pages: 22 Posted: 08 Jan 2021
Michele Modina and Stefano Zedda
Università degli Studi del Molise - Dipartimento di Scienze Economiche Gestionali e Sociali and Universita di Cagliari
Downloads 20 (702,288)

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default risk; bank-firm relationship; SMEs; cluster analysis

9.

Do Side Effects Really Matter in Financial Contagion? An International Bank-Sovereign Simulation

Number of pages: 21 Posted: 26 Aug 2014 Last Revised: 04 Sep 2014
Stefano Zedda
Universita di Cagliari
Downloads 9 (800,160)

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banking risk, sovereign risk, Monte Carlo simulation, financial contagion