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Elisa Letizia

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

4

DOWNLOADS

438

TOTAL CITATIONS

6

Scholarly Papers (4)

1.

The Impact of Derivatives Collateralisation on Liquidity Risk: Evidence from the Investment Fund Sector

ECB Working Paper No. 2022/2756
Number of pages: 30 Posted: 17 Dec 2022
Audrius Jukonis, Elisa Letizia and Linda Rousova
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 152 (488,442)

Abstract:

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big data, EMIR data, market stress, non-bank financial intermediaries, variation margin

2.

To Demand or Not to Demand: On Quantifying the Future Appetite for CBDC

IMF Working Paper No. 2023/009
Number of pages: 55 Posted: 01 Feb 2023
Marco Gross and Elisa Letizia
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 115 (617,542)

Abstract:

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Central bank digital currency, bank funding costs, central bank seigniorage, monetary policy pass-through, reinforcement learning, Authorss e-mail, bank agent, Central Bank digital currencies, Deposit rates, Central bank policy rate, Monetary base, Bank deposits, Global

3.

Corporate Payments Networks and Credit Risk Rating

Number of pages: 39 Posted: 30 Jan 2018
Elisa Letizia and Fabrizio Lillo
International Monetary Fund (IMF) and Scuola Normale Superiore
Downloads 109 (645,052)
Citation 6

Abstract:

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Complex Networks, Corporate Networks, Credit Risk Rating, Data Science

4.

The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector

IMF Working Paper No. 2024/026
Number of pages: 35 Posted: 14 Feb 2024
Audrius Jukonis, Elisa Letizia and Linda Rousova
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 62 (942,565)

Abstract:

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variation margin, EMIR data, market stress, big data, nonbank financial intermediaries