Federico Pierobon

European Central Bank

Germany

  • European Central Bank

SCHOLARLY PAPERS

3

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1,138

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69

Scholarly Papers (3)

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1.

Who Bears Interest Rate Risk?

Downloads 784 (67,561)
Citation 43

Who Bears Interest Rate Risk?

Number of pages: 62 Posted: 01 Nov 2017 Last Revised: 02 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB), European Central Bank, European Central Bank and HEC Paris
Downloads 583 (97,557)
Citation 2

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Interest Rate Risk, Banking, Risk Management, Hedging

Who Bears Interest Rate Risk?

ECB Working Paper No. 2176
Number of pages: 66 Posted: 26 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB), European Central Bank, European Central Bank and HEC Paris
Downloads 201 (315,034)
Citation 41

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interest rate risk, banking, risk management, hedging

2.

Shadow Banking, Sovereign Risk and Collective Moral Hazard

Number of pages: 25 Posted: 17 May 2012 Last Revised: 01 Mar 2013
Giovanni di Iasio and Federico Pierobon
Bank of Italy and European Central Bank
Downloads 232 (275,971)
Citation 2

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Liquidity, systemic risk, shadow banking, moral hazard, public bailout

3.

The Multiplex Structure of Interbank Networks

Number of pages: 41 Posted: 12 Nov 2013 Last Revised: 16 Jan 2014
Leonardo Bargigli, Giovanni di Iasio, Luigi Infante, Fabrizio Lillo and Federico Pierobon
University of Florence - Department of Economics and Management, Bank of Italy, Bank of Italy, Università di Bologna and European Central Bank
Downloads 122 (481,943)
Citation 24

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interbank market, network theory, systemic risk