Stefano Zedda

Universita di Cagliari

Cagliari, 09124

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

707

CITATIONS
Rank 40,523

SSRN RANKINGS

Top 40,523

in Total Papers Citations

8

Scholarly Papers (7)

1.

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, University of Leeds - Division of Accounting and Finance, Europoean Commission - Joint Reserach Centre and European Union - European Commission
Downloads 232 (130,201)
Citation 6

Abstract:

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Deposit Insurance, Basel 2, Monte Carlo Techniques

2.
Downloads 165 (178,269)

Abstract:

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Banking

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 141 (203,102)

Abstract:

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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 European Commission Joint Research Center
Downloads 105 (253,477)
Citation 2

Abstract:

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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 42 (411,812)

Abstract:

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Banking, Financial Contagion, Monte Carlo Simulation, Correlation

Abstract:

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Incentives, start-up, measuring

7.

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 8 (587,106)

Abstract:

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